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Trade: ALGO/USDT/480/WMA/MIDPRICE/5079

Strategy
ALGO/USDT/480/WMA/MIDPRICE/5079
Pair
ALGO_USDT
Interval
8h
Score
398448
Daily Profit
0.200277
Profit Factor
1.360155
Profitability
57.333333
Streak
14.918914
Best Strategy
Training Data Length
2299.000000
Evaluation Time
2025-10-07 01:03
Expiration Time
2025-12-14 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460437.8466 371987.2706 88450.576 -28697.332 11578.3846 -40275.7166
Total P&L (%) 460.4378 371.9873 88.4506 -28.6973 11.5784 -40.2757
Avg Daily Profit (%) 0.2003 0.1618 0.0385 -0.0147 0.0048 -0.0224
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171039 -152812 -145829 -300252 -170681 -200849
Profit Factor 1.3602 1.5386 1.1505 0.9768 1.0167 0.9259
Total Trades 225 112 113 225 112 113
Winning Trades 129 66 63 129 66 63
Losing Trades 96 46 50 96 46 50
Profitability (%) 57.3333 58.9286 55.7522 57.3333 58.9286 55.7522
Ratio Avg Win / Avg Loss 1.0122 1.0724 0.9131 0.7269 0.7086 0.7349
Largest Winning Trade 107794 107794 37987 86520 86520 44363
Largest Losing Trade -83308 -66267 -83308 -113999 -94922 -113999
Avg Bars in Trades 29 38 21 29 38 21
Avg Bars in Winners 28 32 24 28 32 24
Avg Bars in Losers 31 46 17 31 46 17
Bars Traded 6712 4283 2429 6712 4283 2429
Profit Streak 14.9189 0 88.2522 14.9189 0 88.2522
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398448 350558 -195953 -577784 -506063 -578559
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563177600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759788194197,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "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": [
        [
            460437.8466048512,
            371987.2706299322,
            88450.5759749187,
            -28697.331959486,
            11578.3846274878,
            -40275.7165869737
        ],
        [
            460.437847,
            371.987271,
            88.450576,
            -28.697332,
            11.578385,
            -40.275717
        ],
        [
            0.200277,
            0.161804,
            0.038473,
            -0.014711,
            0.004766,
            -0.022417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171039,
            -152812,
            -145829,
            -300252,
            -170681,
            -200849
        ],
        [
            1.360155,
            1.538598,
            1.150482,
            0.976811,
            1.016685,
            0.925915
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            129,
            66,
            63,
            129,
            66,
            63
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            57.333333,
            58.928571,
            55.752212,
            57.333333,
            58.928571,
            55.752212
        ],
        [
            1.012209,
            1.072356,
            0.913081,
            0.726929,
            0.708599,
            0.734853
        ],
        [
            107794,
            107794,
            37987,
            86520,
            86520,
            44363
        ],
        [
            -83308,
            -66267,
            -83308,
            -113999,
            -94922,
            -113999
        ],
        [
            29,
            38,
            21,
            29,
            38,
            21
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            31,
            46,
            17,
            31,
            46,
            17
        ],
        [
            6712,
            4283,
            2429,
            6712,
            4283,
            2429
        ],
        [
            14.918914,
            0,
            88.252248,
            14.918914,
            0,
            88.252248
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398448,
            350558,
            -195953,
            -577784,
            -506063,
            -578559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563177600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759788194197,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "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)