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Trade: ALGO/USDT/720/SINWMA/JMA/6544

Strategy
ALGO/USDT/720/SINWMA/JMA/6544
Pair
ALGO_USDT
Interval
12h
Score
419656
Daily Profit
0.181603
Profit Factor
2.114763
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
2304.500000
Evaluation Time
2025-10-12 16:58
Expiration Time
2025-12-20 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430035.3603 418504.5433 11530.8169 -46102.7142 -40224.8363 -5877.8779
Total P&L (%) 430.0354 418.5045 11.5308 -46.1027 -40.2248 -5.8779
Avg Daily Profit (%) 0.1866 0.1816 0.005 -0.0268 -0.0223 -0.0026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146000 -145718 -97047 -178567 -114154 -88858
Profit Factor 1.6197 2.1148 1.0362 0.9151 0.8768 0.9729
Total Trades 65 33 32 65 33 32
Winning Trades 35 17 18 35 17 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.8462 51.5152 56.25 53.8462 51.5152 56.25
Ratio Avg Win / Avg Loss 1.3883 1.9904 0.8059 0.7844 0.8252 0.7567
Largest Winning Trade 256805 256805 43498 133718 133718 42981
Largest Losing Trade -56226 -50067 -56226 -88858 -76932 -88858
Avg Bars in Trades 68 81 55 68 81 55
Avg Bars in Winners 70 83 57 70 83 57
Avg Bars in Losers 66 79 51 66 79 51
Bars Traded 4461 2700 1761 4461 2700 1761
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 -126039 419656 -485877 -716279 -580606 -580000
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4609,
    "evaluation_days": 2304.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566950400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760277480736,
    "expiration_time": 1766200464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "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": [
        [
            430035.360251267,
            418504.5433486791,
            11530.8169025877,
            -46102.714198575,
            -40224.8362650443,
            -5877.8779335307
        ],
        [
            430.03536,
            418.504543,
            11.530817,
            -46.102714,
            -40.224836,
            -5.877878
        ],
        [
            0.186607,
            0.181603,
            0.005004,
            -0.026817,
            -0.022327,
            -0.002629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146000,
            -145718,
            -97047,
            -178567,
            -114154,
            -88858
        ],
        [
            1.619733,
            2.114763,
            1.036205,
            0.915142,
            0.876784,
            0.972892
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.846154,
            51.515152,
            56.25,
            53.846154,
            51.515152,
            56.25
        ],
        [
            1.388343,
            1.990365,
            0.805938,
            0.784407,
            0.825209,
            0.756694
        ],
        [
            256805,
            256805,
            43498,
            133718,
            133718,
            42981
        ],
        [
            -56226,
            -50067,
            -56226,
            -88858,
            -76932,
            -88858
        ],
        [
            68,
            81,
            55,
            68,
            81,
            55
        ],
        [
            70,
            83,
            57,
            70,
            83,
            57
        ],
        [
            66,
            79,
            51,
            66,
            79,
            51
        ],
        [
            4461,
            2700,
            1761,
            4461,
            2700,
            1761
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126039,
            419656,
            -485877,
            -716279,
            -580606,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4609,
    "evaluation_days": 2304.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566950400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760277480736,
    "expiration_time": 1766200464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "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)