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Trade: ALGO/USDT/720/SWMA/HMA/1953

Strategy
ALGO/USDT/720/SWMA/HMA/1953
Pair
ALGO_USDT
Interval
12h
Score
356864
Daily Profit
0.272454
Profit Factor
1.809211
Profitability
43.511450
Streak
0.000000
Best Strategy
Training Data Length
2301.500000
Evaluation Time
2025-10-09 07:45
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 627053.8198 471855.2229 155198.5968 887330.9213 841052.1905 46278.7308
Total P&L (%) 627.0538 471.8552 155.1986 887.3309 841.0522 46.2787
Avg Daily Profit (%) 0.2725 0.205 0.0674 0.0995 0.0975 0.0165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117134 -96003 -91783 -572212 -379990 -406195
Profit Factor 1.8092 2.1755 1.4155 1.3261 1.6183 1.034
Total Trades 131 66 65 131 66 65
Winning Trades 57 26 31 57 26 31
Losing Trades 74 40 34 74 40 34
Profitability (%) 43.5115 39.3939 47.6923 43.5115 39.3939 47.6923
Ratio Avg Win / Avg Loss 2.3488 3.3469 1.5525 1.7216 2.4897 1.1341
Largest Winning Trade 250222 250222 57741 495093 495093 262522
Largest Losing Trade -35445 -34116 -35445 -200133 -124348 -200133
Avg Bars in Trades 34 30 37 34 30 37
Avg Bars in Winners 50 48 52 50 48 52
Avg Bars in Losers 21 19 23 21 19 23
Bars Traded 4471 2042 2429 4471 2042 2429
Profit Streak 0 0 52.6985 0 0 52.6985
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356864 -116779 -233007 -60487 -187968 -487557
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": 1563753600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985150031,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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": [
        [
            627053.8197673273,
            471855.2229493767,
            155198.5968179507,
            887330.9212687267,
            841052.1904519356,
            46278.7308167912
        ],
        [
            627.05382,
            471.855223,
            155.198597,
            887.330921,
            841.05219,
            46.278731
        ],
        [
            0.272454,
            0.205021,
            0.067434,
            0.099543,
            0.097455,
            0.016527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117134,
            -96003,
            -91783,
            -572212,
            -379990,
            -406195
        ],
        [
            1.809211,
            2.175507,
            1.415536,
            1.326135,
            1.618282,
            1.034017
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            43.51145,
            39.393939,
            47.692308,
            43.51145,
            39.393939,
            47.692308
        ],
        [
            2.3488,
            3.346934,
            1.552524,
            1.721649,
            2.489665,
            1.134084
        ],
        [
            250222,
            250222,
            57741,
            495093,
            495093,
            262522
        ],
        [
            -35445,
            -34116,
            -35445,
            -200133,
            -124348,
            -200133
        ],
        [
            34,
            30,
            37,
            34,
            30,
            37
        ],
        [
            50,
            48,
            52,
            50,
            48,
            52
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            4471,
            2042,
            2429,
            4471,
            2042,
            2429
        ],
        [
            0,
            0,
            52.698496,
            0,
            0,
            52.698496
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356864,
            -116779,
            -233007,
            -60487,
            -187968,
            -487557
        ]
    ]
}
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": 1563753600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985150031,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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)