← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/720/HMA/HMA/5744

Strategy
ALGO/USDT/720/HMA/HMA/5744
Pair
ALGO_USDT
Interval
12h
Score
304638
Daily Profit
0.169285
Profit Factor
2.019626
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 21:11
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384804.8295 387153.9414 -2349.1119 -1108.2891 115082.2819 -116190.5709
Total P&L (%) 384.8048 387.1539 -2.3491 -1.1083 115.0823 -116.1906
Avg Daily Profit (%) 0.1683 0.1693 -0.001 -0.0005 0.0335 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163267 -138606 -196638 -114251 -42199 -176411
Profit Factor 1.5015 2.0196 0.9939 0.9974 1.7526 0.5747
Total Trades 83 42 41 83 42 41
Winning Trades 35 18 17 35 18 17
Losing Trades 48 24 24 48 24 24
Profitability (%) 42.1687 42.8571 41.4634 42.1687 42.8571 41.4634
Ratio Avg Win / Avg Loss 2.0592 2.6928 1.4032 1.3679 2.3368 0.8113
Largest Winning Trade 224387 224387 54512 67509 67509 38064
Largest Losing Trade -44362 -32892 -44362 -51334 -16200 -51334
Avg Bars in Trades 52 57 47 52 57 47
Avg Bars in Winners 69 70 67 69 70 67
Avg Bars in Losers 40 47 33 40 47 33
Bars Traded 4367 2409 1958 4367 2409 1958
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 196315 304638 -582395 -583434 -147560 -584062

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569672000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910279509,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            384804.8295314207,
            387153.9414049428,
            -2349.111873522,
            -1108.28906796,
            115082.2818669574,
            -116190.5709349173
        ],
        [
            384.80483,
            387.153941,
            -2.349112,
            -1.108289,
            115.082282,
            -116.190571
        ],
        [
            0.168257,
            0.169285,
            -0.001027,
            -0.000487,
            0.033493,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163267,
            -138606,
            -196638,
            -114251,
            -42199,
            -176411
        ],
        [
            1.501529,
            2.019626,
            0.993939,
            0.997399,
            1.752599,
            0.574675
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            42.168675,
            42.857143,
            41.463415,
            42.168675,
            42.857143,
            41.463415
        ],
        [
            2.05924,
            2.692835,
            1.403208,
            1.367861,
            2.336798,
            0.811307
        ],
        [
            224387,
            224387,
            54512,
            67509,
            67509,
            38064
        ],
        [
            -44362,
            -32892,
            -44362,
            -51334,
            -16200,
            -51334
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            69,
            70,
            67,
            69,
            70,
            67
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            4367,
            2409,
            1958,
            4367,
            2409,
            1958
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            196315,
            304638,
            -582395,
            -583434,
            -147560,
            -584062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569672000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910279509,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)