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Trade: ALGO/USDT/360/HILO/HMA/7983

Strategy
ALGO/USDT/360/HILO/HMA/7983
Pair
ALGO_USDT
Interval
6h
Score
415200
Daily Profit
0.214533
Profit Factor
1.304759
Profitability
54.750000
Streak
6.459834
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 08:02
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 490583.4826 381400.3724 109183.1102 165257.2172 219587.6954 -54330.4781
Total P&L (%) 490.5835 381.4004 109.1831 165.2572 219.5877 -54.3305
Avg Daily Profit (%) 0.2145 0.1668 0.0477 0.0427 0.0508 -0.0343
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136767 -106143 -110634 -226783 -186933 -177760
Profit Factor 1.3048 1.4501 1.1432 1.074 1.1879 0.949
Total Trades 400 200 200 400 200 200
Winning Trades 219 99 120 219 99 120
Losing Trades 181 101 80 181 101 80
Profitability (%) 54.75 49.5 60 54.75 49.5 60
Ratio Avg Win / Avg Loss 1.0784 1.4794 0.7621 0.8876 1.2119 0.6327
Largest Winning Trade 156075 156075 49331 147905 147905 49957
Largest Losing Trade -49102 -49102 -36397 -123955 -57582 -123955
Avg Bars in Trades 22 24 20 22 24 20
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 24 27 20 24 27 20
Bars Traded 8932 4815 4117 8932 4815 4117
Profit Streak 6.4598 0 7.7098 6.4598 0 7.7098
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415200 320882 -191075 -273064 -138315 -578035

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862929655,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 133,
            "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": [
        [
            490583.4825757946,
            381400.3724124818,
            109183.1101633122,
            165257.2172374955,
            219587.6953794846,
            -54330.4781419888
        ],
        [
            490.583483,
            381.400372,
            109.18311,
            165.257217,
            219.587695,
            -54.330478
        ],
        [
            0.214533,
            0.166787,
            0.047746,
            0.042669,
            0.050821,
            -0.034267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136767,
            -106143,
            -110634,
            -226783,
            -186933,
            -177760
        ],
        [
            1.304759,
            1.450137,
            1.143201,
            1.073971,
            1.187893,
            0.949005
        ],
        [
            400,
            200,
            200,
            400,
            200,
            200
        ],
        [
            219,
            99,
            120,
            219,
            99,
            120
        ],
        [
            181,
            101,
            80,
            181,
            101,
            80
        ],
        [
            54.75,
            49.5,
            60,
            54.75,
            49.5,
            60
        ],
        [
            1.078362,
            1.479433,
            0.762134,
            0.88762,
            1.21189,
            0.63267
        ],
        [
            156075,
            156075,
            49331,
            147905,
            147905,
            49957
        ],
        [
            -49102,
            -49102,
            -36397,
            -123955,
            -57582,
            -123955
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            24,
            27,
            20,
            24,
            27,
            20
        ],
        [
            8932,
            4815,
            4117,
            8932,
            4815,
            4117
        ],
        [
            6.459834,
            0,
            7.709834,
            6.459834,
            0,
            7.709834
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415200,
            320882,
            -191075,
            -273064,
            -138315,
            -578035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862929655,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 133,
            "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)