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Trade: ALGO/USDT/720/MIDPOINT/HMA/6140

Strategy
ALGO/USDT/720/MIDPOINT/HMA/6140
Pair
ALGO_USDT
Interval
12h
Score
358032
Daily Profit
0.176601
Profit Factor
2.057552
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
2292.500000
Evaluation Time
2025-09-30 04:47
Expiration Time
2025-12-07 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349152.3389 404858.304 -55705.965 -82358.4633 -13309.8428 -69048.6205
Total P&L (%) 349.1523 404.8583 -55.706 -82.3585 -13.3098 -69.0486
Avg Daily Profit (%) 0.1523 0.1766 -0.0243 -0.0756 -0.0062 -0.0511
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170994 -77157 -133757 -173321 -83721 -133834
Profit Factor 1.4539 2.0576 0.8558 0.8611 0.9553 0.7662
Total Trades 81 41 40 81 41 40
Winning Trades 37 19 18 37 19 18
Losing Trades 44 22 22 44 22 22
Profitability (%) 45.679 46.3415 45 45.679 46.3415 45
Ratio Avg Win / Avg Loss 1.729 2.3824 1.046 1.024 1.1061 0.9364
Largest Winning Trade 271842 271842 54075 56725 56725 56579
Largest Losing Trade -75590 -56107 -75590 -107337 -78270 -107337
Avg Bars in Trades 52 41 63 52 41 63
Avg Bars in Winners 65 38 94 65 38 94
Avg Bars in Losers 41 43 38 41 43 38
Bars Traded 4236 1688 2548 4236 1688 2548
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -8609 358032 -581027 -597069 -580498 -582694
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565956800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196832010,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 103,
            "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": [
        [
            349152.3389435741,
            404858.3039559684,
            -55705.9650123942,
            -82358.463256926,
            -13309.8427950316,
            -69048.6204618945
        ],
        [
            349.152339,
            404.858304,
            -55.705965,
            -82.358463,
            -13.309843,
            -69.04862
        ],
        [
            0.152302,
            0.176601,
            -0.024299,
            -0.075649,
            -0.00623,
            -0.051143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170994,
            -77157,
            -133757,
            -173321,
            -83721,
            -133834
        ],
        [
            1.453915,
            2.057552,
            0.855825,
            0.861097,
            0.955284,
            0.76615
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            45.679012,
            46.341463,
            45,
            45.679012,
            46.341463,
            45
        ],
        [
            1.72898,
            2.382429,
            1.046008,
            1.024007,
            1.106118,
            0.936405
        ],
        [
            271842,
            271842,
            54075,
            56725,
            56725,
            56579
        ],
        [
            -75590,
            -56107,
            -75590,
            -107337,
            -78270,
            -107337
        ],
        [
            52,
            41,
            63,
            52,
            41,
            63
        ],
        [
            65,
            38,
            94,
            65,
            38,
            94
        ],
        [
            41,
            43,
            38,
            41,
            43,
            38
        ],
        [
            4236,
            1688,
            2548,
            4236,
            1688,
            2548
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8609,
            358032,
            -581027,
            -597069,
            -580498,
            -582694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565956800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196832010,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 103,
            "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)