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Trade: ALGO/USDT/120/HMA/DCU/6788

Strategy
ALGO/USDT/120/HMA/DCU/6788
Pair
ALGO_USDT
Interval
2h
Score
404142
Daily Profit
0.192557
Profit Factor
2.172666
Profitability
47.058824
Streak
6.074827
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-10-07 20:47
Expiration Time
2025-12-21 17:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402020.834 401095.5467 925.2873 -6951.5282 1650.364 -8601.8923
Total P&L (%) 402.0208 401.0955 0.9253 -6.9515 1.6504 -8.6019
Avg Daily Profit (%) 0.193 0.1926 0.0004 -0.0035 0.0008 -0.0043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127350 -130520 -7360 -493790 -496215 -12326
Profit Factor 2.1214 2.1727 1.0562 0.9909 1.0022 0.6255
Total Trades 69 34 35 69 34 35
Winning Trades 38 16 22 38 16 22
Losing Trades 31 18 13 31 18 13
Profitability (%) 55.0725 47.0588 62.8571 55.0725 47.0588 62.8571
Ratio Avg Win / Avg Loss 1.7306 2.4442 0.6241 0.8084 1.1275 0.3696
Largest Winning Trade 269144 269144 2992 228706 228706 3123
Largest Losing Trade -85573 -85573 -2986 -461273 -461273 -7546
Avg Bars in Trades 335 679 1 335 679 1
Avg Bars in Winners 305 722 1 305 722 1
Avg Bars in Losers 372 641 1 372 641 1
Bars Traded 23167 23106 61 23167 23106 61
Profit Streak 5.9915 6.0748 5.9915 5.9915 6.0748 5.9915
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92576 404142 -515225 -684950 -576082 -577867
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580191200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759859265098,
    "expiration_time": 1766331763200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 53,
            "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": [
        [
            402020.8340026328,
            401095.5467232325,
            925.2872794002,
            -6951.528226647,
            1650.3640305847,
            -8601.8922572316
        ],
        [
            402.020834,
            401.095547,
            0.925287,
            -6.951528,
            1.650364,
            -8.601892
        ],
        [
            0.193001,
            0.192557,
            0.000444,
            -0.003459,
            0.000786,
            -0.004318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127350,
            -130520,
            -7360,
            -493790,
            -496215,
            -12326
        ],
        [
            2.121353,
            2.172666,
            1.056157,
            0.990917,
            1.002223,
            0.625543
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            55.072464,
            47.058824,
            62.857143,
            55.072464,
            47.058824,
            62.857143
        ],
        [
            1.730577,
            2.444249,
            0.624093,
            0.808379,
            1.127501,
            0.369639
        ],
        [
            269144,
            269144,
            2992,
            228706,
            228706,
            3123
        ],
        [
            -85573,
            -85573,
            -2986,
            -461273,
            -461273,
            -7546
        ],
        [
            335,
            679,
            1,
            335,
            679,
            1
        ],
        [
            305,
            722,
            1,
            305,
            722,
            1
        ],
        [
            372,
            641,
            1,
            372,
            641,
            1
        ],
        [
            23167,
            23106,
            61,
            23167,
            23106,
            61
        ],
        [
            5.991494,
            6.074827,
            5.991494,
            5.991494,
            6.074828,
            5.991494
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92576,
            404142,
            -515225,
            -684950,
            -576082,
            -577867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580191200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759859265098,
    "expiration_time": 1766331763200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 53,
            "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)