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Trade: ALGO/USDT/120/DCM/HMA/7486

Strategy
ALGO/USDT/120/DCM/HMA/7486
Pair
ALGO_USDT
Interval
2h
Score
372186
Daily Profit
0.275133
Profit Factor
1.534981
Profitability
44.015444
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 05:26
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572965.2393 483017.6219 89947.6174 521110.6889 620899.0058 -99788.3169
Total P&L (%) 572.9652 483.0176 89.9476 521.1107 620.899 -99.7883
Avg Daily Profit (%) 0.2751 0.2319 0.0432 0.0877 0.0949 -0.2953
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168916 -175111 -105336 -496264 -460778 -304628
Profit Factor 1.535 1.8787 1.1725 1.1597 1.3848 0.9395
Total Trades 259 130 129 259 130 129
Winning Trades 114 51 63 114 51 63
Losing Trades 145 79 66 145 79 66
Profitability (%) 44.0154 39.2308 48.8372 44.0154 39.2308 48.8372
Ratio Avg Win / Avg Loss 1.9524 2.9102 1.2284 1.475 2.145 0.9843
Largest Winning Trade 256647 256647 52904 657141 657141 205856
Largest Losing Trade -38668 -38668 -30277 -279927 -163231 -279927
Avg Bars in Trades 95 85 105 95 85 105
Avg Bars in Winners 115 104 124 115 104 124
Avg Bars in Losers 79 73 86 79 73 86
Bars Traded 24701 11155 13546 24701 11155 13546
Profit Streak 0 0 49.5183 0 0 49.5183
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372186 254267 -165629 -121282 -68541 -580451
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580018400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759026382917,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 151,
            "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": [
        [
            572965.239314387,
            483017.6219263441,
            89947.6173880427,
            521110.688943259,
            620899.0058345539,
            -99788.3168912949
        ],
        [
            572.965239,
            483.017622,
            89.947617,
            521.110689,
            620.899006,
            -99.788317
        ],
        [
            0.275133,
            0.231941,
            0.043192,
            0.087738,
            0.094899,
            -0.295258
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168916,
            -175111,
            -105336,
            -496264,
            -460778,
            -304628
        ],
        [
            1.534981,
            1.878739,
            1.172535,
            1.159657,
            1.384776,
            0.939532
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            114,
            51,
            63,
            114,
            51,
            63
        ],
        [
            145,
            79,
            66,
            145,
            79,
            66
        ],
        [
            44.015444,
            39.230769,
            48.837209,
            44.015444,
            39.230769,
            48.837209
        ],
        [
            1.952388,
            2.910203,
            1.22837,
            1.475002,
            2.145045,
            0.984272
        ],
        [
            256647,
            256647,
            52904,
            657141,
            657141,
            205856
        ],
        [
            -38668,
            -38668,
            -30277,
            -279927,
            -163231,
            -279927
        ],
        [
            95,
            85,
            105,
            95,
            85,
            105
        ],
        [
            115,
            104,
            124,
            115,
            104,
            124
        ],
        [
            79,
            73,
            86,
            79,
            73,
            86
        ],
        [
            24701,
            11155,
            13546,
            24701,
            11155,
            13546
        ],
        [
            0,
            0,
            49.518321,
            0,
            0,
            49.518321
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372186,
            254267,
            -165629,
            -121282,
            -68541,
            -580451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580018400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759026382917,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 151,
            "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)