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Trade: ALGO/USDT/240/MIDPOINT/HMA/9614

Strategy
ALGO/USDT/240/MIDPOINT/HMA/9614
Pair
ALGO_USDT
Interval
4h
Score
346597
Daily Profit
0.157765
Profit Factor
1.531517
Profitability
48.201439
Streak
10.917545
Best Strategy
Training Data Length
2293.500000
Evaluation Time
2025-10-01 21:01
Expiration Time
2025-12-09 13:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346940.1987 361834.3853 -14894.1866 -59890.0867 252692.9288 -312583.0155
Total P&L (%) 346.9402 361.8344 -14.8942 -59.8901 252.6929 -312.583
Avg Daily Profit (%) 0.1513 0.1578 -0.0065 -0.0398 0.055 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220560 -199137 -203837 -597593 -309446 -494874
Profit Factor 1.2574 1.5315 0.9777 0.9729 1.2275 0.7164
Total Trades 277 139 138 277 139 138
Winning Trades 129 67 62 129 67 62
Losing Trades 148 72 76 148 72 76
Profitability (%) 46.5704 48.2014 44.9275 46.5704 48.2014 44.9275
Ratio Avg Win / Avg Loss 1.4426 1.6458 1.1984 1.1162 1.3191 0.8782
Largest Winning Trade 204951 204951 71152 338943 338943 170811
Largest Losing Trade -39957 -39957 -35697 -200627 -200627 -93107
Avg Bars in Trades 48 43 53 48 43 53
Avg Bars in Winners 50 39 62 50 39 62
Avg Bars in Losers 46 47 46 46 47 46
Bars Traded 13444 6053 7391 13444 6053 7391
Profit Streak 10.9175 10.9175 18.2509 10.9175 10.9175 18.2509
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 296569 346597 -580708 -577901 -120111 -582375
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13761,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562875200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341675901,
    "expiration_time": 1765279152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 111,
            "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": [
        [
            346940.1986804061,
            361834.3852744898,
            -14894.1865940835,
            -59890.0867084731,
            252692.9287814526,
            -312583.0154899261
        ],
        [
            346.940199,
            361.834385,
            -14.894187,
            -59.890087,
            252.692929,
            -312.583015
        ],
        [
            0.151271,
            0.157765,
            -0.006494,
            -0.039824,
            0.054972,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220560,
            -199137,
            -203837,
            -597593,
            -309446,
            -494874
        ],
        [
            1.257424,
            1.531517,
            0.977669,
            0.972938,
            1.227487,
            0.716422
        ],
        [
            277,
            139,
            138,
            277,
            139,
            138
        ],
        [
            129,
            67,
            62,
            129,
            67,
            62
        ],
        [
            148,
            72,
            76,
            148,
            72,
            76
        ],
        [
            46.570397,
            48.201439,
            44.927536,
            46.570397,
            48.201439,
            44.927536
        ],
        [
            1.442626,
            1.64581,
            1.198433,
            1.116239,
            1.31909,
            0.878195
        ],
        [
            204951,
            204951,
            71152,
            338943,
            338943,
            170811
        ],
        [
            -39957,
            -39957,
            -35697,
            -200627,
            -200627,
            -93107
        ],
        [
            48,
            43,
            53,
            48,
            43,
            53
        ],
        [
            50,
            39,
            62,
            50,
            39,
            62
        ],
        [
            46,
            47,
            46,
            46,
            47,
            46
        ],
        [
            13444,
            6053,
            7391,
            13444,
            6053,
            7391
        ],
        [
            10.917545,
            10.917545,
            18.250878,
            10.917545,
            10.917545,
            18.250878
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            296569,
            346597,
            -580708,
            -577901,
            -120111,
            -582375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13761,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562875200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341675901,
    "expiration_time": 1765279152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 111,
            "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)