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Trade: ALGO/USDT/480/OHLC4/HMA/9035

Strategy
ALGO/USDT/480/OHLC4/HMA/9035
Pair
ALGO_USDT
Interval
8h
Score
425581
Daily Profit
0.259719
Profit Factor
1.872455
Profitability
43.113772
Streak
173.672592
Best Strategy
Training Data Length
2305.000000
Evaluation Time
2025-10-13 03:08
Expiration Time
2025-12-20 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598652.1033 457111.8231 141540.2802 874265.9113 952070.7186 -77804.8073
Total P&L (%) 598.6521 457.1118 141.5403 874.2659 952.0707 -77.8048
Avg Daily Profit (%) 0.2597 0.1983 0.0614 0.0988 0.1022 -0.0653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126841 -155978 -67338 -904305 -841646 -654708
Profit Factor 1.8725 2.308 1.4204 1.2436 1.5285 0.9565
Total Trades 167 84 83 167 84 83
Winning Trades 72 39 33 72 39 33
Losing Trades 95 45 50 95 45 50
Profitability (%) 43.1138 46.4286 39.759 43.1138 46.4286 39.759
Ratio Avg Win / Avg Loss 2.4706 2.663 2.1521 1.6408 1.7636 1.4492
Largest Winning Trade 232453 232453 67168 721639 721639 236152
Largest Losing Trade -41377 -39096 -41377 -490475 -271683 -490475
Avg Bars in Trades 40 35 45 40 35 45
Avg Bars in Winners 67 54 83 67 54 83
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 6717 2979 3738 6717 2979 3738
Profit Streak 173.6726 183.0059 173.6726 173.6726 183.0059 173.6726
Trades During Streak 9 6 4 9 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425581 421969 -111932 -60069 -53878 -582042
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6915,
    "evaluation_days": 2305,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563984000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760314111934,
    "expiration_time": 1766259360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 98
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 18,
            "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": [
        [
            598652.1032884625,
            457111.8230886497,
            141540.2801998129,
            874265.9113110292,
            952070.7186184844,
            -77804.8073074549
        ],
        [
            598.652103,
            457.111823,
            141.54028,
            874.265911,
            952.070719,
            -77.804807
        ],
        [
            0.259719,
            0.198313,
            0.061406,
            0.098813,
            0.10215,
            -0.065284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126841,
            -155978,
            -67338,
            -904305,
            -841646,
            -654708
        ],
        [
            1.872455,
            2.307973,
            1.420389,
            1.243568,
            1.528484,
            0.956483
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            95,
            45,
            50,
            95,
            45,
            50
        ],
        [
            43.113772,
            46.428571,
            39.759036,
            43.113772,
            46.428571,
            39.759036
        ],
        [
            2.4706,
            2.663046,
            2.152105,
            1.640819,
            1.763635,
            1.449216
        ],
        [
            232453,
            232453,
            67168,
            721639,
            721639,
            236152
        ],
        [
            -41377,
            -39096,
            -41377,
            -490475,
            -271683,
            -490475
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            67,
            54,
            83,
            67,
            54,
            83
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            6717,
            2979,
            3738,
            6717,
            2979,
            3738
        ],
        [
            173.672592,
            183.005925,
            173.672592,
            173.672592,
            183.005925,
            173.672592
        ],
        [
            9,
            6,
            4,
            9,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425581,
            421969,
            -111932,
            -60069,
            -53878,
            -582042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6915,
    "evaluation_days": 2305,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563984000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760314111934,
    "expiration_time": 1766259360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 98
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 18,
            "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)