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Trade: ALGO/USDT/120/EMA/MIDPOINT/5804

Strategy
ALGO/USDT/120/EMA/MIDPOINT/5804
Pair
ALGO_USDT
Interval
2h
Score
448671
Daily Profit
0.240897
Profit Factor
1.376708
Profitability
55.097087
Streak
5.381045
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 08:08
Expiration Time
2025-12-16 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501868.4479 384617.1544 117251.2936 742494.573 427521.2535 314973.3195
Total P&L (%) 501.8684 384.6172 117.2513 742.4946 427.5213 314.9733
Avg Daily Profit (%) 0.2409 0.1846 0.0563 0.1024 0.0799 0.0683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110633 -132166 -99840 -443510 -407456 -245999
Profit Factor 1.3767 1.5686 1.1788 1.2115 1.2248 1.1958
Total Trades 412 206 206 412 206 206
Winning Trades 227 116 111 227 116 111
Losing Trades 185 90 95 185 90 95
Profitability (%) 55.0971 56.3107 53.8835 55.0971 56.3107 53.8835
Ratio Avg Win / Avg Loss 1.122 1.217 1.0089 0.9874 0.9502 1.0235
Largest Winning Trade 89615 89615 35983 200541 200541 91519
Largest Losing Trade -43483 -43483 -37222 -142090 -129463 -142090
Avg Bars in Trades 60 66 53 60 66 53
Avg Bars in Winners 59 60 57 59 60 57
Avg Bars in Losers 61 74 48 61 74 48
Bars Traded 24744 13741 11003 24744 13741 11003
Profit Streak 5.381 0 8.2144 5.381 0 8.2144
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448671 380011 -139934 -54523 -87032 -105111
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381722275,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "offset": 10
        }
    }
}
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": [
        [
            501868.4479486214,
            384617.1543680529,
            117251.2935805685,
            742494.5729669904,
            427521.253490039,
            314973.3194769513
        ],
        [
            501.868448,
            384.617154,
            117.251294,
            742.494573,
            427.521253,
            314.973319
        ],
        [
            0.240897,
            0.184617,
            0.056281,
            0.10235,
            0.079857,
            0.06833
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110633,
            -132166,
            -99840,
            -443510,
            -407456,
            -245999
        ],
        [
            1.376708,
            1.56862,
            1.17878,
            1.211508,
            1.224763,
            1.195833
        ],
        [
            412,
            206,
            206,
            412,
            206,
            206
        ],
        [
            227,
            116,
            111,
            227,
            116,
            111
        ],
        [
            185,
            90,
            95,
            185,
            90,
            95
        ],
        [
            55.097087,
            56.31068,
            53.883495,
            55.097087,
            56.31068,
            53.883495
        ],
        [
            1.121987,
            1.217033,
            1.008865,
            0.987353,
            0.950247,
            1.023461
        ],
        [
            89615,
            89615,
            35983,
            200541,
            200541,
            91519
        ],
        [
            -43483,
            -43483,
            -37222,
            -142090,
            -129463,
            -142090
        ],
        [
            60,
            66,
            53,
            60,
            66,
            53
        ],
        [
            59,
            60,
            57,
            59,
            60,
            57
        ],
        [
            61,
            74,
            48,
            61,
            74,
            48
        ],
        [
            24744,
            13741,
            11003,
            24744,
            13741,
            11003
        ],
        [
            5.381045,
            0,
            8.214378,
            5.381045,
            0,
            8.214378
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448671,
            380011,
            -139934,
            -54523,
            -87032,
            -105111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381722275,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "offset": 10
        }
    }
}

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)