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Trade: ALGO/USDT/720/HWMA/EMA/5546

Strategy
ALGO/USDT/720/HWMA/EMA/5546
Pair
ALGO_USDT
Interval
12h
Score
405631
Daily Profit
0.219828
Profit Factor
1.531550
Profitability
52.427184
Streak
64.277049
Best Strategy
Training Data Length
2299.000000
Evaluation Time
2025-10-06 21:38
Expiration Time
2025-12-14 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 505384.0744 473057.4671 32326.6074 -21774.4987 47871.5772 -69646.0759
Total P&L (%) 505.3841 473.0575 32.3266 -21.7745 47.8716 -69.6461
Avg Daily Profit (%) 0.2198 0.2058 0.0141 -0.0107 0.017 -0.0518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -274091 -198462 -118763 -302595 -212424 -108928
Profit Factor 1.5316 2.0854 1.0628 0.9719 1.1257 0.8238
Total Trades 103 51 52 103 51 52
Winning Trades 54 24 30 54 24 30
Losing Trades 49 27 22 49 27 22
Profitability (%) 52.4272 47.0588 57.6923 52.4272 47.0588 57.6923
Ratio Avg Win / Avg Loss 1.3897 2.346 0.7794 0.8819 1.2665 0.6041
Largest Winning Trade 271440 271440 57166 132986 132986 51079
Largest Losing Trade -52176 -48031 -52176 -86041 -86041 -63310
Avg Bars in Trades 43 43 43 43 43 43
Avg Bars in Winners 43 43 43 43 43 43
Avg Bars in Losers 43 43 43 43 43 43
Bars Traded 4486 2224 2262 4486 2224 2262
Profit Streak 64.277 129.277 64.277 64.277 129.277 64.277
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405631 -168604 -508598 -579216 -434095 -759277
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4598,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562846400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759775937043,
    "expiration_time": 1765711008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00816,
            "nb": 0.40194,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 40,
            "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": [
        [
            505384.0744333634,
            473057.4670567937,
            32326.6073765697,
            -21774.4987058307,
            47871.5772186734,
            -69646.0759245042
        ],
        [
            505.384074,
            473.057467,
            32.326607,
            -21.774499,
            47.871577,
            -69.646076
        ],
        [
            0.219828,
            0.205767,
            0.014061,
            -0.010681,
            0.017016,
            -0.051846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -274091,
            -198462,
            -118763,
            -302595,
            -212424,
            -108928
        ],
        [
            1.53155,
            2.085365,
            1.062779,
            0.971936,
            1.125739,
            0.823755
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            52.427184,
            47.058824,
            57.692308,
            52.427184,
            47.058824,
            57.692308
        ],
        [
            1.389739,
            2.346036,
            0.779372,
            0.881942,
            1.266456,
            0.604087
        ],
        [
            271440,
            271440,
            57166,
            132986,
            132986,
            51079
        ],
        [
            -52176,
            -48031,
            -52176,
            -86041,
            -86041,
            -63310
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            4486,
            2224,
            2262,
            4486,
            2224,
            2262
        ],
        [
            64.277049,
            129.277049,
            64.277049,
            64.277049,
            129.277049,
            64.277049
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405631,
            -168604,
            -508598,
            -579216,
            -434095,
            -759277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4598,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562846400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759775937043,
    "expiration_time": 1765711008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00816,
            "nb": 0.40194,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 40,
            "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)