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Trade: ALGO/USDT/720/TEMA/HMA/4597

Strategy
ALGO/USDT/720/TEMA/HMA/4597
Pair
ALGO_USDT
Interval
12h
Score
360441
Daily Profit
0.284169
Profit Factor
3.129192
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
2292.500000
Evaluation Time
2025-09-30 09:29
Expiration Time
2025-12-07 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 802799.3699 651457.4423 151341.9276 2906961.137 2041129.5655 865831.5716
Total P&L (%) 802.7994 651.4574 151.3419 2906.9611 2041.1296 865.8316
Avg Daily Profit (%) 0.3502 0.2842 0.066 0.1486 0.1337 0.099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130999 -146593 -58188 -1254372 -1437289 -729580
Profit Factor 2.5115 3.1292 1.6721 1.5715 1.6785 1.4167
Total Trades 73 37 36 73 37 36
Winning Trades 31 14 17 31 14 17
Losing Trades 42 23 19 42 23 19
Profitability (%) 42.4658 37.8378 47.2222 42.4658 37.8378 47.2222
Ratio Avg Win / Avg Loss 3.4026 5.1408 1.8688 2.1292 2.7575 1.5834
Largest Winning Trade 283290 283290 50386 1196575 1196575 825958
Largest Losing Trade -41426 -41426 -26852 -605179 -605179 -425919
Avg Bars in Trades 58 64 52 58 64 52
Avg Bars in Winners 88 99 79 88 99 79
Avg Bars in Losers 36 43 27 36 43 27
Bars Traded 4275 2399 1876 4275 2399 1876
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 -65098 360441 -102699 -70645 -15615 -59601
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213789378,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 37,
            "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": [
        [
            802799.369917461,
            651457.442269331,
            151341.9276481301,
            2906961.137031098,
            2041129.565463794,
            865831.5715673037
        ],
        [
            802.79937,
            651.457442,
            151.341928,
            2906.961137,
            2041.129565,
            865.831572
        ],
        [
            0.350185,
            0.284169,
            0.066016,
            0.148573,
            0.133739,
            0.098972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130999,
            -146593,
            -58188,
            -1254372,
            -1437289,
            -729580
        ],
        [
            2.511475,
            3.129192,
            1.672118,
            1.571541,
            1.678473,
            1.416713
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            42.465753,
            37.837838,
            47.222222,
            42.465753,
            37.837838,
            47.222222
        ],
        [
            3.402644,
            5.140815,
            1.868838,
            2.129184,
            2.757491,
            1.583385
        ],
        [
            283290,
            283290,
            50386,
            1196575,
            1196575,
            825958
        ],
        [
            -41426,
            -41426,
            -26852,
            -605179,
            -605179,
            -425919
        ],
        [
            58,
            64,
            52,
            58,
            64,
            52
        ],
        [
            88,
            99,
            79,
            88,
            99,
            79
        ],
        [
            36,
            43,
            27,
            36,
            43,
            27
        ],
        [
            4275,
            2399,
            1876,
            4275,
            2399,
            1876
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65098,
            360441,
            -102699,
            -70645,
            -15615,
            -59601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213789378,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 37,
            "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)