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Trade: ALGO/USDT/360/HMA/TEMA/9627

Strategy
ALGO/USDT/360/HMA/TEMA/9627
Pair
ALGO_USDT
Interval
6h
Score
378700
Daily Profit
0.301620
Profit Factor
1.949400
Profitability
43.801653
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-27 02:33
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 689729.236 552667.3885 137061.8475 1379968.9536 765919.4404 614049.5133
Total P&L (%) 689.7292 552.6674 137.0618 1379.969 765.9194 614.0495
Avg Daily Profit (%) 0.3016 0.2417 0.0599 0.1179 0.0944 0.086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84481 -136429 -71709 -1181283 -662347 -540800
Profit Factor 1.9494 2.3392 1.4368 1.4299 1.3848 1.5036
Total Trades 121 61 60 121 61 60
Winning Trades 53 24 29 53 24 29
Losing Trades 68 37 31 68 37 31
Profitability (%) 43.8017 39.3443 48.3333 43.8017 39.3443 48.3333
Ratio Avg Win / Avg Loss 2.5011 3.6062 1.5359 1.8346 2.1349 1.6073
Largest Winning Trade 270522 270522 58278 823465 823465 784044
Largest Losing Trade -47608 -47608 -35713 -341763 -331946 -341763
Avg Bars in Trades 72 80 64 72 80 64
Avg Bars in Winners 107 118 97 107 118 97
Avg Bars in Losers 45 55 33 45 55 33
Bars Traded 8773 4900 3873 8773 4900 3873
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378700 -153253 -280687 -35283 -230857 -245111
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566108000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929631504,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 149,
            "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": [
        [
            689729.2360434472,
            552667.3884970091,
            137061.8475464381,
            1379968.9536460969,
            765919.4403531777,
            614049.5132929189
        ],
        [
            689.729236,
            552.667388,
            137.061848,
            1379.968954,
            765.91944,
            614.049513
        ],
        [
            0.30162,
            0.241682,
            0.059937,
            0.117905,
            0.094441,
            0.086001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84481,
            -136429,
            -71709,
            -1181283,
            -662347,
            -540800
        ],
        [
            1.9494,
            2.339154,
            1.436794,
            1.429904,
            1.384781,
            1.503562
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            43.801653,
            39.344262,
            48.333333,
            43.801653,
            39.344262,
            48.333333
        ],
        [
            2.501118,
            3.606196,
            1.535883,
            1.834594,
            2.134871,
            1.607256
        ],
        [
            270522,
            270522,
            58278,
            823465,
            823465,
            784044
        ],
        [
            -47608,
            -47608,
            -35713,
            -341763,
            -331946,
            -341763
        ],
        [
            72,
            80,
            64,
            72,
            80,
            64
        ],
        [
            107,
            118,
            97,
            107,
            118,
            97
        ],
        [
            45,
            55,
            33,
            45,
            55,
            33
        ],
        [
            8773,
            4900,
            3873,
            8773,
            4900,
            3873
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378700,
            -153253,
            -280687,
            -35283,
            -230857,
            -245111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566108000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929631504,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 149,
            "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)