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Trade: ALGO/USDT/240/SINWMA/MIDPRICE/2170

Strategy
ALGO/USDT/240/SINWMA/MIDPRICE/2170
Pair
ALGO_USDT
Interval
4h
Score
389166
Daily Profit
0.205350
Profit Factor
1.597102
Profitability
53.153153
Streak
29.286105
Best Strategy
Training Data Length
2293.000000
Evaluation Time
2025-10-01 09:51
Expiration Time
2025-12-09 00:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470866.4597 396048.5115 74817.9481 110415.7118 128798.8761 -18383.1644
Total P&L (%) 470.8665 396.0485 74.8179 110.4157 128.7989 -18.3832
Avg Daily Profit (%) 0.2054 0.1727 0.0326 0.0324 0.0361 -0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146087 -179500 -165799 -153046 -142692 -172957
Profit Factor 1.5971 1.8216 1.2441 1.1606 1.3119 0.933
Total Trades 111 55 56 111 55 56
Winning Trades 59 24 35 59 24 35
Losing Trades 52 31 21 52 31 21
Profitability (%) 53.1532 43.6364 62.5 53.1532 43.6364 62.5
Ratio Avg Win / Avg Loss 1.4076 2.3529 0.7464 1.0229 1.6946 0.5598
Largest Winning Trade 256333 256333 60486 138984 138984 40112
Largest Losing Trade -39310 -38054 -39310 -87064 -87064 -56228
Avg Bars in Trades 118 161 77 118 161 77
Avg Bars in Winners 132 196 88 132 196 88
Avg Bars in Losers 103 133 60 103 133 60
Bars Traded 13206 8856 4350 13206 8856 4350
Profit Streak 29.2861 0 160.9528 29.2861 0 160.9528
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389166 -171686 -328307 -192135 -325932 -757859
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13758,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564675200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759301519498,
    "expiration_time": 1765234656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "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": [
        [
            470866.4596662301,
            396048.5115282544,
            74817.9481379756,
            110415.7117638546,
            128798.8761236267,
            -18383.1643597721
        ],
        [
            470.86646,
            396.048512,
            74.817948,
            110.415712,
            128.798876,
            -18.383164
        ],
        [
            0.20535,
            0.172721,
            0.032629,
            0.032448,
            0.036102,
            -0.008859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146087,
            -179500,
            -165799,
            -153046,
            -142692,
            -172957
        ],
        [
            1.597102,
            1.821623,
            1.244061,
            1.160627,
            1.311921,
            0.933026
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            52,
            31,
            21,
            52,
            31,
            21
        ],
        [
            53.153153,
            43.636364,
            62.5,
            53.153153,
            43.636364,
            62.5
        ],
        [
            1.407615,
            2.352929,
            0.746436,
            1.022925,
            1.694565,
            0.559816
        ],
        [
            256333,
            256333,
            60486,
            138984,
            138984,
            40112
        ],
        [
            -39310,
            -38054,
            -39310,
            -87064,
            -87064,
            -56228
        ],
        [
            118,
            161,
            77,
            118,
            161,
            77
        ],
        [
            132,
            196,
            88,
            132,
            196,
            88
        ],
        [
            103,
            133,
            60,
            103,
            133,
            60
        ],
        [
            13206,
            8856,
            4350,
            13206,
            8856,
            4350
        ],
        [
            29.286105,
            0,
            160.952772,
            29.286105,
            0,
            160.952772
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389166,
            -171686,
            -328307,
            -192135,
            -325932,
            -757859
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13758,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564675200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759301519498,
    "expiration_time": 1765234656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "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)