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Trade: ALGO/USDT/720/PWMA/JMA/5394

Strategy
ALGO/USDT/720/PWMA/JMA/5394
Pair
ALGO_USDT
Interval
12h
Score
374530
Daily Profit
0.177499
Profit Factor
2.360823
Profitability
44.827586
Streak
37.665221
Best Strategy
Training Data Length
2291.500000
Evaluation Time
2025-09-29 06:57
Expiration Time
2025-12-06 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396457.8189 406739.6509 -10281.832 -11073.3234 -192262.0925 181188.769
Total P&L (%) 396.4578 406.7397 -10.2818 -11.0733 -192.2621 181.1888
Avg Daily Profit (%) 0.173 0.1775 -0.0045 -0.0051 0 0.0451
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184216 -158381 -102786 -771793 -738981 -383180
Profit Factor 1.673 2.3608 0.9646 0.9931 0.8007 1.2865
Total Trades 57 29 28 57 29 28
Winning Trades 28 13 15 28 13 15
Losing Trades 29 16 13 29 16 13
Profitability (%) 49.1228 44.8276 53.5714 49.1228 44.8276 53.5714
Ratio Avg Win / Avg Loss 1.7328 2.9056 0.836 1.0285 0.9854 1.115
Largest Winning Trade 303333 303333 47190 261504 229366 261504
Largest Losing Trade -47766 -42179 -47766 -158192 -158192 -153037
Avg Bars in Trades 74 62 86 74 62 86
Avg Bars in Winners 103 85 118 103 85 118
Avg Bars in Losers 46 43 49 46 43 49
Bars Traded 4234 1806 2428 4234 1806 2428
Profit Streak 37.6652 37.6652 76.6652 37.6652 37.6652 76.6652
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168292 374530 -600812 -757963 -582299 -152670
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4583,
    "evaluation_days": 2291.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567771200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118275089,
    "expiration_time": 1765043568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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": [
        [
            396457.8188551518,
            406739.6508818252,
            -10281.8320266734,
            -11073.3234394733,
            -192262.0924625233,
            181188.7690230501
        ],
        [
            396.457819,
            406.739651,
            -10.281832,
            -11.073323,
            -192.262092,
            181.188769
        ],
        [
            0.173012,
            0.177499,
            -0.004487,
            -0.005121,
            0,
            0.045127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184216,
            -158381,
            -102786,
            -771793,
            -738981,
            -383180
        ],
        [
            1.673011,
            2.360823,
            0.964568,
            0.993066,
            0.800676,
            1.286488
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            49.122807,
            44.827586,
            53.571429,
            49.122807,
            44.827586,
            53.571429
        ],
        [
            1.732761,
            2.905629,
            0.835959,
            1.028533,
            0.985447,
            1.114956
        ],
        [
            303333,
            303333,
            47190,
            261504,
            229366,
            261504
        ],
        [
            -47766,
            -42179,
            -47766,
            -158192,
            -158192,
            -153037
        ],
        [
            74,
            62,
            86,
            74,
            62,
            86
        ],
        [
            103,
            85,
            118,
            103,
            85,
            118
        ],
        [
            46,
            43,
            49,
            46,
            43,
            49
        ],
        [
            4234,
            1806,
            2428,
            4234,
            1806,
            2428
        ],
        [
            37.665221,
            37.665221,
            76.665221,
            37.665221,
            37.665221,
            76.665221
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168292,
            374530,
            -600812,
            -757963,
            -582299,
            -152670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4583,
    "evaluation_days": 2291.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567771200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118275089,
    "expiration_time": 1765043568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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)