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Trade: ALGO/USDT/120/MIDPRICE/WMA/9477

Strategy
ALGO/USDT/120/MIDPRICE/WMA/9477
Pair
ALGO_USDT
Interval
2h
Score
368961
Daily Profit
0.260258
Profit Factor
1.378843
Profitability
44.525547
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 08:47
Expiration Time
2025-12-24 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 542202.581 455652.7359 86549.8451 329883.7964 311541.4559 18342.3405
Total P&L (%) 542.2026 455.6527 86.5498 329.8838 311.5415 18.3423
Avg Daily Profit (%) 0.2603 0.2187 0.0415 0.07 0.0679 0.0081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98087 -136495 -98632 -733822 -459386 -360696
Profit Factor 1.3788 1.5988 1.1291 1.1213 1.2179 1.0142
Total Trades 411 205 206 411 205 206
Winning Trades 183 83 100 183 83 100
Losing Trades 228 122 106 228 122 106
Profitability (%) 44.5255 40.4878 48.5437 44.5255 40.4878 48.5437
Ratio Avg Win / Avg Loss 1.7179 2.3501 1.1969 1.397 1.7902 1.0751
Largest Winning Trade 196902 196902 48698 431652 431652 142157
Largest Losing Trade -45623 -28700 -45623 -206194 -135543 -206194
Avg Bars in Trades 59 56 63 59 56 63
Avg Bars in Winners 77 72 81 77 72 81
Avg Bars in Losers 46 45 46 46 45 46
Bars Traded 24640 11548 13092 24640 11548 13092
Profit Streak 0 24.4912 0 0 24.4912 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368961 293918 -215946 -186562 -104175 -394961
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580004000000,
    "first_datapoint_time": 1580846400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760075236983,
    "expiration_time": 1766548800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 48,
            "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": [
        [
            542202.5809933321,
            455652.7359029847,
            86549.8450903472,
            329883.7964103853,
            311541.4559412331,
            18342.3404691522
        ],
        [
            542.202581,
            455.652736,
            86.549845,
            329.883796,
            311.541456,
            18.34234
        ],
        [
            0.260258,
            0.218714,
            0.041544,
            0.070025,
            0.067931,
            0.008084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98087,
            -136495,
            -98632,
            -733822,
            -459386,
            -360696
        ],
        [
            1.378843,
            1.598808,
            1.129126,
            1.121259,
            1.217918,
            1.01421
        ],
        [
            411,
            205,
            206,
            411,
            205,
            206
        ],
        [
            183,
            83,
            100,
            183,
            83,
            100
        ],
        [
            228,
            122,
            106,
            228,
            122,
            106
        ],
        [
            44.525547,
            40.487805,
            48.543689,
            44.525547,
            40.487805,
            48.543689
        ],
        [
            1.717903,
            2.350056,
            1.196874,
            1.396979,
            1.790192,
            1.075062
        ],
        [
            196902,
            196902,
            48698,
            431652,
            431652,
            142157
        ],
        [
            -45623,
            -28700,
            -45623,
            -206194,
            -135543,
            -206194
        ],
        [
            59,
            56,
            63,
            59,
            56,
            63
        ],
        [
            77,
            72,
            81,
            77,
            72,
            81
        ],
        [
            46,
            45,
            46,
            46,
            45,
            46
        ],
        [
            24640,
            11548,
            13092,
            24640,
            11548,
            13092
        ],
        [
            0,
            24.491169,
            0,
            0,
            24.491169,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368961,
            293918,
            -215946,
            -186562,
            -104175,
            -394961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580004000000,
    "first_datapoint_time": 1580846400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760075236983,
    "expiration_time": 1766548800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 48,
            "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)