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Trade: ALGO/USDT/720/SWMA/HILO/6369

Strategy
ALGO/USDT/720/SWMA/HILO/6369
Pair
ALGO_USDT
Interval
12h
Score
364562
Daily Profit
0.188511
Profit Factor
1.678940
Profitability
47.872340
Streak
0.000000
Best Strategy
Training Data Length
2300.500000
Evaluation Time
2025-10-08 04:54
Expiration Time
2025-12-16 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433669.5041 351798.6668 81870.8373 140661.8139 107113.64 33548.1739
Total P&L (%) 433.6695 351.7987 81.8708 140.6618 107.1136 33.5482
Avg Daily Profit (%) 0.1885 0.1529 0.0356 0.0382 0.0317 0.0126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133487 -120227 -115534 -206123 -163153 -125094
Profit Factor 1.6789 2.0552 1.2681 1.1489 1.2155 1.075
Total Trades 94 47 47 94 47 47
Winning Trades 45 20 25 45 20 25
Losing Trades 49 27 22 49 27 22
Profitability (%) 47.8723 42.5532 53.1915 47.8723 42.5532 53.1915
Ratio Avg Win / Avg Loss 1.8282 2.7745 1.116 1.251 1.6409 0.946
Largest Winning Trade 221662 221662 61625 232926 232926 85323
Largest Losing Trade -46797 -31969 -46797 -83953 -83953 -66857
Avg Bars in Trades 46 38 55 46 38 55
Avg Bars in Winners 65 49 78 65 49 78
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 4409 1789 2620 4409 1789 2620
Profit Streak 0 0 87.0797 0 0 87.0797
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364562 299178 -144413 -199214 -152736 -317516
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4601,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565913600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888484352,
    "expiration_time": 1765844496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            433669.5040657594,
            351798.6667741714,
            81870.8372915881,
            140661.8139030326,
            107113.6400123033,
            33548.1738907291
        ],
        [
            433.669504,
            351.798667,
            81.870837,
            140.661814,
            107.11364,
            33.548174
        ],
        [
            0.188511,
            0.152923,
            0.035588,
            0.038183,
            0.031655,
            0.012576
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133487,
            -120227,
            -115534,
            -206123,
            -163153,
            -125094
        ],
        [
            1.67894,
            2.055156,
            1.268134,
            1.148896,
            1.21545,
            1.074962
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            47.87234,
            42.553191,
            53.191489,
            47.87234,
            42.553191,
            53.191489
        ],
        [
            1.828179,
            2.774461,
            1.115957,
            1.25102,
            1.640858,
            0.945966
        ],
        [
            221662,
            221662,
            61625,
            232926,
            232926,
            85323
        ],
        [
            -46797,
            -31969,
            -46797,
            -83953,
            -83953,
            -66857
        ],
        [
            46,
            38,
            55,
            46,
            38,
            55
        ],
        [
            65,
            49,
            78,
            65,
            49,
            78
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            4409,
            1789,
            2620,
            4409,
            1789,
            2620
        ],
        [
            0,
            0,
            87.07968,
            0,
            0,
            87.07968
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364562,
            299178,
            -144413,
            -199214,
            -152736,
            -317516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4601,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565913600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888484352,
    "expiration_time": 1765844496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)