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Trade: ALGO/USDT/15/SINWMA/BBL/5805

Strategy
ALGO/USDT/15/SINWMA/BBL/5805
Pair
ALGO_USDT
Interval
15m
Score
390250
Daily Profit
0.388430
Profit Factor
1.700533
Profitability
55.056180
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:11
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101154.9287 35445.2273 65709.7014 117625.2497 53961.2516 63663.9981
Total P&L (%) 101.1549 35.4452 65.7097 117.6253 53.9613 63.664
Avg Daily Profit (%) 0.3884 0.1361 0.2523 0.299 0.1658 0.1894
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43114 -8045 -43640 -103765 -18088 -105755
Profit Factor 1.7005 2.021 1.5991 1.3579 1.7073 1.2523
Total Trades 89 45 44 89 45 44
Winning Trades 49 28 21 49 28 21
Losing Trades 40 17 23 40 17 23
Profitability (%) 55.0562 62.2222 47.7273 55.0562 62.2222 47.7273
Ratio Avg Win / Avg Loss 1.3882 1.227 1.7514 1.1085 1.0366 1.3716
Largest Winning Trade 40949 11999 40949 44684 20406 44684
Largest Losing Trade -23810 -4631 -23810 -53147 -9017 -53147
Avg Bars in Trades 265 28 507 265 28 507
Avg Bars in Winners 318 28 705 318 28 705
Avg Bars in Losers 200 29 326 200 29 326
Bars Traded 23619 1293 22327 23619 1293 22327
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390250 -10416 309030 302504 321001 168446

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736443800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758881468321,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 4.56962
        }
    }
}
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": [
        [
            101154.9287078078,
            35445.2273454266,
            65709.7013623812,
            117625.2497249655,
            53961.2516038759,
            63663.9981210897
        ],
        [
            101.154929,
            35.445227,
            65.709701,
            117.62525,
            53.961252,
            63.663998
        ],
        [
            0.38843,
            0.136108,
            0.252322,
            0.299042,
            0.165843,
            0.189352
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43114,
            -8045,
            -43640,
            -103765,
            -18088,
            -105755
        ],
        [
            1.700533,
            2.020968,
            1.599105,
            1.357917,
            1.707268,
            1.252292
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            55.05618,
            62.222222,
            47.727273,
            55.05618,
            62.222222,
            47.727273
        ],
        [
            1.38819,
            1.227016,
            1.751401,
            1.108504,
            1.036556,
            1.371558
        ],
        [
            40949,
            11999,
            40949,
            44684,
            20406,
            44684
        ],
        [
            -23810,
            -4631,
            -23810,
            -53147,
            -9017,
            -53147
        ],
        [
            265,
            28,
            507,
            265,
            28,
            507
        ],
        [
            318,
            28,
            705,
            318,
            28,
            705
        ],
        [
            200,
            29,
            326,
            200,
            29,
            326
        ],
        [
            23619,
            1293,
            22327,
            23619,
            1293,
            22327
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390250,
            -10416,
            309030,
            302504,
            321001,
            168446
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736443800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758881468321,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 4.56962
        }
    }
}

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)