← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/120/MIDPRICE/WMA/6302

Strategy
ALGO/USDT/120/MIDPRICE/WMA/6302
Pair
ALGO_USDT
Interval
2h
Score
369110
Daily Profit
0.172682
Profit Factor
1.507430
Profitability
48.750000
Streak
13.188985
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-09-29 19:32
Expiration Time
2025-12-13 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359096.9424 359739.8036 -642.8612 -13532.232 209831.5997 -223363.8318
Total P&L (%) 359.0969 359.7398 -0.6429 -13.5322 209.8316 -223.3638
Avg Daily Profit (%) 0.1724 0.1727 -0.0003 -0.007 0.0543 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185439 -137985 -201653 -320862 -184433 -325674
Profit Factor 1.25 1.5074 0.9991 0.9917 1.2771 0.7421
Total Trades 319 160 159 319 160 159
Winning Trades 158 78 80 158 78 80
Losing Trades 161 82 79 161 82 79
Profitability (%) 49.5298 48.75 50.3145 49.5298 48.75 50.3145
Ratio Avg Win / Avg Loss 1.2737 1.5847 0.9866 1.0105 1.3426 0.7328
Largest Winning Trade 125796 125796 50276 123848 123848 60981
Largest Losing Trade -54404 -33893 -54404 -115610 -115610 -96553
Avg Bars in Trades 77 68 86 77 68 86
Avg Bars in Winners 75 66 84 75 66 84
Avg Bars in Losers 79 71 88 79 71 88
Bars Traded 24698 11014 13684 24698 11014 13684
Profit Streak 13.189 13.189 16.6057 13.189 13.189 16.6057
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350213 369110 -579391 -576546 -120061 -579391
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759163528295,
    "expiration_time": 1765634140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 103,
            "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": [
        [
            359096.9424222113,
            359739.8036478883,
            -642.8612256769,
            -13532.2320457555,
            209831.5997314714,
            -223363.831777227
        ],
        [
            359.096942,
            359.739804,
            -0.642861,
            -13.532232,
            209.8316,
            -223.363832
        ],
        [
            0.172373,
            0.172682,
            -0.000309,
            -0.006979,
            0.054298,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185439,
            -137985,
            -201653,
            -320862,
            -184433,
            -325674
        ],
        [
            1.249993,
            1.50743,
            0.999116,
            0.991663,
            1.277149,
            0.742085
        ],
        [
            319,
            160,
            159,
            319,
            160,
            159
        ],
        [
            158,
            78,
            80,
            158,
            78,
            80
        ],
        [
            161,
            82,
            79,
            161,
            82,
            79
        ],
        [
            49.529781,
            48.75,
            50.314465,
            49.529781,
            48.75,
            50.314465
        ],
        [
            1.273727,
            1.584734,
            0.986627,
            1.010492,
            1.342644,
            0.732809
        ],
        [
            125796,
            125796,
            50276,
            123848,
            123848,
            60981
        ],
        [
            -54404,
            -33893,
            -54404,
            -115610,
            -115610,
            -96553
        ],
        [
            77,
            68,
            86,
            77,
            68,
            86
        ],
        [
            75,
            66,
            84,
            75,
            66,
            84
        ],
        [
            79,
            71,
            88,
            79,
            71,
            88
        ],
        [
            24698,
            11014,
            13684,
            24698,
            11014,
            13684
        ],
        [
            13.188985,
            13.188985,
            16.605651,
            13.188985,
            13.188985,
            16.605652
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350213,
            369110,
            -579391,
            -576546,
            -120061,
            -579391
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759163528295,
    "expiration_time": 1765634140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 103,
            "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)