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Trade: ALGO/USDT/360/SINWMA/MIDPRICE/1210

Strategy
ALGO/USDT/360/SINWMA/MIDPRICE/1210
Pair
ALGO_USDT
Interval
6h
Score
363290
Daily Profit
0.219959
Profit Factor
2.287654
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
2293.250000
Evaluation Time
2025-10-01 05:12
Expiration Time
2025-12-08 21:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 581919.8061 504420.449 77499.3571 173786.4297 16923.7052 156862.7245
Total P&L (%) 581.9198 504.4204 77.4994 173.7864 16.9237 156.8627
Avg Daily Profit (%) 0.2538 0.22 0.0338 0.0439 0.0068 0.0411
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140785 -187150 -50789 -372441 -398595 -72521
Profit Factor 2.0786 2.2877 1.5244 1.1934 1.0239 1.8211
Total Trades 79 39 40 79 39 40
Winning Trades 39 17 22 39 17 22
Losing Trades 40 22 18 40 22 18
Profitability (%) 49.3671 43.5897 55 49.3671 43.5897 55
Ratio Avg Win / Avg Loss 2.1319 2.9605 1.2473 1.224 1.3251 1.49
Largest Winning Trade 364485 364485 40326 180322 180322 60921
Largest Losing Trade -46828 -46828 -22202 -175364 -175364 -54182
Avg Bars in Trades 111 171 54 111 171 54
Avg Bars in Winners 93 150 50 93 150 50
Avg Bars in Losers 129 187 58 129 187 58
Bars Traded 8842 6676 2166 8842 6676 2166
Profit Streak 8.8423 0 94.5923 8.8423 0 94.5923
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18405 363290 -144255 -172900 -389348 -133567
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9173,
    "evaluation_days": 2293.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566194400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284777535,
    "expiration_time": 1765220904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "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": [
        [
            581919.8061069937,
            504420.4490298865,
            77499.357077107,
            173786.4296613834,
            16923.7051608672,
            156862.7245005162
        ],
        [
            581.919806,
            504.420449,
            77.499357,
            173.78643,
            16.923705,
            156.862725
        ],
        [
            0.253753,
            0.219959,
            0.033795,
            0.043929,
            0.006818,
            0.041145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140785,
            -187150,
            -50789,
            -372441,
            -398595,
            -72521
        ],
        [
            2.078609,
            2.287654,
            1.524448,
            1.193378,
            1.023915,
            1.821137
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            49.367089,
            43.589744,
            55,
            49.367089,
            43.589744,
            55
        ],
        [
            2.131907,
            2.960493,
            1.247276,
            1.223977,
            1.325067,
            1.490021
        ],
        [
            364485,
            364485,
            40326,
            180322,
            180322,
            60921
        ],
        [
            -46828,
            -46828,
            -22202,
            -175364,
            -175364,
            -54182
        ],
        [
            111,
            171,
            54,
            111,
            171,
            54
        ],
        [
            93,
            150,
            50,
            93,
            150,
            50
        ],
        [
            129,
            187,
            58,
            129,
            187,
            58
        ],
        [
            8842,
            6676,
            2166,
            8842,
            6676,
            2166
        ],
        [
            8.842332,
            0,
            94.592332,
            8.842333,
            0,
            94.592333
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18405,
            363290,
            -144255,
            -172900,
            -389348,
            -133567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9173,
    "evaluation_days": 2293.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566194400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284777535,
    "expiration_time": 1765220904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "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)