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Trade: ALGO/USDT/360/SMA/ALMA/1706

Strategy
ALGO/USDT/360/SMA/ALMA/1706
Pair
ALGO_USDT
Interval
6h
Score
366693
Daily Profit
0.190166
Profit Factor
1.783713
Profitability
46.067416
Streak
76.598868
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-27 17:22
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434862.4115 399454.3269 35408.0846 147826.8222 183384.3467 -35557.5245
Total P&L (%) 434.8624 399.4543 35.4081 147.8268 183.3843 -35.5575
Avg Daily Profit (%) 0.1902 0.1747 0.0155 0.0397 0.0456 -0.0192
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91784 -142975 -76731 -173254 -200520 -120895
Profit Factor 1.7837 2.364 1.1351 1.1678 1.4077 0.9175
Total Trades 89 45 44 89 45 44
Winning Trades 41 19 22 41 19 22
Losing Trades 48 26 22 48 26 22
Profitability (%) 46.0674 42.2222 50 46.0674 42.2222 50
Ratio Avg Win / Avg Loss 2.0882 3.235 1.1351 1.3672 1.9263 0.9175
Largest Winning Trade 266756 266756 56328 175883 175883 101180
Largest Losing Trade -29170 -29170 -28622 -57297 -57297 -55729
Avg Bars in Trades 95 83 108 95 83 108
Avg Bars in Winners 141 114 164 141 114 164
Avg Bars in Losers 56 59 52 56 59 52
Bars Traded 8504 3739 4765 8504 3739 4765
Profit Streak 76.5989 117.5989 0 76.5989 117.5989 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366693 342463 -246614 -176527 -132599 -580719
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566237600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982942211,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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": [
        [
            434862.4114915687,
            399454.3268888872,
            35408.0846026816,
            147826.822224829,
            183384.3466864689,
            -35557.5244616399
        ],
        [
            434.862411,
            399.454327,
            35.408085,
            147.826822,
            183.384347,
            -35.557524
        ],
        [
            0.190166,
            0.174682,
            0.015484,
            0.039696,
            0.045561,
            -0.019213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91784,
            -142975,
            -76731,
            -173254,
            -200520,
            -120895
        ],
        [
            1.783713,
            2.364028,
            1.135132,
            1.167829,
            1.407713,
            0.917505
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            46.067416,
            42.222222,
            50,
            46.067416,
            42.222222,
            50
        ],
        [
            2.088249,
            3.234985,
            1.135132,
            1.367215,
            1.926344,
            0.917505
        ],
        [
            266756,
            266756,
            56328,
            175883,
            175883,
            101180
        ],
        [
            -29170,
            -29170,
            -28622,
            -57297,
            -57297,
            -55729
        ],
        [
            95,
            83,
            108,
            95,
            83,
            108
        ],
        [
            141,
            114,
            164,
            141,
            114,
            164
        ],
        [
            56,
            59,
            52,
            56,
            59,
            52
        ],
        [
            8504,
            3739,
            4765,
            8504,
            3739,
            4765
        ],
        [
            76.598868,
            117.598868,
            0,
            76.598868,
            117.598868,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366693,
            342463,
            -246614,
            -176527,
            -132599,
            -580719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566237600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982942211,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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)