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Trade: ALGO/USDT/240/HMA/JMA/6090

Strategy
ALGO/USDT/240/HMA/JMA/6090
Pair
ALGO_USDT
Interval
4h
Score
354473
Daily Profit
0.190250
Profit Factor
1.701094
Profitability
48.421053
Streak
0.000000
Best Strategy
Training Data Length
2293.330000
Evaluation Time
2025-10-01 16:03
Expiration Time
2025-12-09 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474711.7543 436305.1419 38406.6124 -35508.6719 -40157.2189 4648.547
Total P&L (%) 474.7118 436.3051 38.4066 -35.5087 -40.1572 4.6485
Avg Daily Profit (%) 0.207 0.1903 0.0167 -0.0191 -0.0224 0.002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160381 -121199 -175006 -163333 -89432 -74879
Profit Factor 1.3882 1.7011 1.0639 0.9422 0.8846 1.0175
Total Trades 190 95 95 190 95 95
Winning Trades 97 46 51 97 46 51
Losing Trades 93 49 44 93 49 44
Profitability (%) 51.0526 48.4211 53.6842 51.0526 48.4211 53.6842
Ratio Avg Win / Avg Loss 1.3309 1.812 0.9179 0.9033 0.9423 0.8778
Largest Winning Trade 347166 347166 56747 110167 110167 47654
Largest Losing Trade -52534 -52534 -44005 -60400 -60400 -59135
Avg Bars in Trades 70 78 62 70 78 62
Avg Bars in Winners 82 93 72 82 93 72
Avg Bars in Losers 57 64 50 57 64 50
Bars Traded 13395 7466 5929 13395 7466 5929
Profit Streak 0 0 143.5441 0 0 143.5441
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339653 354473 -323140 -579646 -581692 -557345
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13760,
    "evaluation_days": 2293.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564214400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323807619,
    "expiration_time": 1765264320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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": [
        [
            474711.7543448904,
            436305.1419010229,
            38406.6124438676,
            -35508.6718905981,
            -40157.2188997951,
            4648.547009197
        ],
        [
            474.711754,
            436.305142,
            38.406612,
            -35.508672,
            -40.157219,
            4.648547
        ],
        [
            0.206997,
            0.19025,
            0.016747,
            -0.019125,
            -0.022386,
            0.001981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160381,
            -121199,
            -175006,
            -163333,
            -89432,
            -74879
        ],
        [
            1.38816,
            1.701094,
            1.063941,
            0.94215,
            0.884577,
            1.017483
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            51.052632,
            48.421053,
            53.684211,
            51.052632,
            48.421053,
            53.684211
        ],
        [
            1.330917,
            1.812035,
            0.91791,
            0.903299,
            0.942267,
            0.877828
        ],
        [
            347166,
            347166,
            56747,
            110167,
            110167,
            47654
        ],
        [
            -52534,
            -52534,
            -44005,
            -60400,
            -60400,
            -59135
        ],
        [
            70,
            78,
            62,
            70,
            78,
            62
        ],
        [
            82,
            93,
            72,
            82,
            93,
            72
        ],
        [
            57,
            64,
            50,
            57,
            64,
            50
        ],
        [
            13395,
            7466,
            5929,
            13395,
            7466,
            5929
        ],
        [
            0,
            0,
            143.54407,
            0,
            0,
            143.54407
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339653,
            354473,
            -323140,
            -579646,
            -581692,
            -557345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13760,
    "evaluation_days": 2293.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564214400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323807619,
    "expiration_time": 1765264320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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)