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Trade: ALGO/USDT/120/SINWMA/KCB/5950

Strategy
ALGO/USDT/120/SINWMA/KCB/5950
Pair
ALGO_USDT
Interval
2h
Score
305209
Daily Profit
0.225576
Profit Factor
1.461806
Profitability
39.890710
Streak
39.927307
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 11:15
Expiration Time
2025-12-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469949.4793 438255.0115 31694.4678 63317.8797 107833.4275 -44515.5478
Total P&L (%) 469.9495 438.255 31.6945 63.3179 107.8334 -44.5155
Avg Daily Profit (%) 0.2256 0.2104 0.0152 0.0235 0.0351 -0.0283
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156161 -182780 -107950 -192274 -221241 -155388
Profit Factor 1.4618 1.8633 1.0621 1.0518 1.1735 0.9258
Total Trades 183 91 92 183 91 92
Winning Trades 73 33 40 73 33 40
Losing Trades 110 58 52 110 58 52
Profitability (%) 39.8907 36.2637 43.4783 39.8907 36.2637 43.4783
Ratio Avg Win / Avg Loss 2.2027 3.275 1.3808 1.585 2.0625 1.2035
Largest Winning Trade 296546 296546 58033 152715 152715 56383
Largest Losing Trade -48642 -38243 -48642 -83438 -73173 -83438
Avg Bars in Trades 134 142 127 134 142 127
Avg Bars in Winners 188 201 178 188 201 178
Avg Bars in Losers 98 108 87 98 108 87
Bars Traded 24639 12955 11684 24639 12955 11684
Profit Streak 39.9273 39.9273 42.2606 39.9273 39.9273 42.2606
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305209 221073 -329506 -325795 -179687 -580968
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759911319325,
    "expiration_time": 1766383200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            469949.479309661,
            438255.0114945156,
            31694.4678151454,
            63317.8796666199,
            107833.4274742115,
            -44515.5478075917
        ],
        [
            469.949479,
            438.255011,
            31.694468,
            63.31788,
            107.833427,
            -44.515548
        ],
        [
            0.225576,
            0.210363,
            0.015213,
            0.023548,
            0.035121,
            -0.028271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156161,
            -182780,
            -107950,
            -192274,
            -221241,
            -155388
        ],
        [
            1.461806,
            1.863337,
            1.062146,
            1.051837,
            1.173466,
            0.925787
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            110,
            58,
            52,
            110,
            58,
            52
        ],
        [
            39.89071,
            36.263736,
            43.478261,
            39.89071,
            36.263736,
            43.478261
        ],
        [
            2.202722,
            3.274955,
            1.380789,
            1.58496,
            2.062455,
            1.203523
        ],
        [
            296546,
            296546,
            58033,
            152715,
            152715,
            56383
        ],
        [
            -48642,
            -38243,
            -48642,
            -83438,
            -73173,
            -83438
        ],
        [
            134,
            142,
            127,
            134,
            142,
            127
        ],
        [
            188,
            201,
            178,
            188,
            201,
            178
        ],
        [
            98,
            108,
            87,
            98,
            108,
            87
        ],
        [
            24639,
            12955,
            11684,
            24639,
            12955,
            11684
        ],
        [
            39.927307,
            39.927307,
            42.26064,
            39.927307,
            39.927307,
            42.26064
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305209,
            221073,
            -329506,
            -325795,
            -179687,
            -580968
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759911319325,
    "expiration_time": 1766383200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)