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Trade: ALGO/USDT/720/ALMA/JMA/8297

Strategy
ALGO/USDT/720/ALMA/JMA/8297
Pair
ALGO_USDT
Interval
12h
Score
324617
Daily Profit
0.208655
Profit Factor
1.435035
Profitability
43.192488
Streak
19.735890
Best Strategy
Training Data Length
2301.500000
Evaluation Time
2025-10-09 08:39
Expiration Time
2025-12-17 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 480219.1895 381827.7947 98391.3948 105771.2584 152333.9911 -46562.7326
Total P&L (%) 480.2192 381.8278 98.3914 105.7713 152.334 -46.5627
Avg Daily Profit (%) 0.2087 0.1659 0.0428 0.0314 0.0402 -0.0272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109669 -124840 -120680 -330298 -198226 -206258
Profit Factor 1.435 1.7063 1.1747 1.0564 1.1735 0.9532
Total Trades 213 106 107 213 106 107
Winning Trades 92 39 53 92 39 53
Losing Trades 121 67 54 121 67 54
Profitability (%) 43.1925 36.7925 49.5327 43.1925 36.7925 49.5327
Ratio Avg Win / Avg Loss 1.8874 2.9313 1.1969 1.3894 2.0159 0.9712
Largest Winning Trade 216604 216604 65439 300967 300967 78540
Largest Losing Trade -36562 -27951 -36562 -121729 -48316 -121729
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 30 26 32 30 26 32
Avg Bars in Losers 14 15 14 14 15 14
Bars Traded 4568 2073 2495 4568 2073 2495
Profit Streak 19.7359 0 28.2359 19.7359 0 28.2359
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324617 195574 -163806 -310136 -172910 -580410
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4603,
    "evaluation_days": 2301.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562068800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988380924,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            480219.1894585548,
            381827.7946778314,
            98391.3947807239,
            105771.2584439717,
            152333.9910894483,
            -46562.7326454764
        ],
        [
            480.219189,
            381.827795,
            98.391395,
            105.771258,
            152.333991,
            -46.562733
        ],
        [
            0.208655,
            0.165904,
            0.042751,
            0.031358,
            0.040225,
            -0.027225
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109669,
            -124840,
            -120680,
            -330298,
            -198226,
            -206258
        ],
        [
            1.435035,
            1.706269,
            1.17469,
            1.05644,
            1.173463,
            0.953243
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            92,
            39,
            53,
            92,
            39,
            53
        ],
        [
            121,
            67,
            54,
            121,
            67,
            54
        ],
        [
            43.192488,
            36.792453,
            49.53271,
            43.192488,
            36.792453,
            49.53271
        ],
        [
            1.887383,
            2.931283,
            1.196853,
            1.389449,
            2.015949,
            0.971229
        ],
        [
            216604,
            216604,
            65439,
            300967,
            300967,
            78540
        ],
        [
            -36562,
            -27951,
            -36562,
            -121729,
            -48316,
            -121729
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            30,
            26,
            32,
            30,
            26,
            32
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            4568,
            2073,
            2495,
            4568,
            2073,
            2495
        ],
        [
            19.73589,
            0,
            28.23589,
            19.73589,
            0,
            28.23589
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324617,
            195574,
            -163806,
            -310136,
            -172910,
            -580410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4603,
    "evaluation_days": 2301.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562068800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988380924,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)