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Trade: ALGO/USDT/720/HMA/SSF/9407

Strategy
ALGO/USDT/720/HMA/SSF/9407
Pair
ALGO_USDT
Interval
12h
Score
321046
Daily Profit
0.175265
Profit Factor
1.897702
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2297.500000
Evaluation Time
2025-10-05 06:00
Expiration Time
2025-12-13 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435952.9887 402670.983 33282.0057 51839.4192 111635.3699 -59795.9507
Total P&L (%) 435.953 402.671 33.282 51.8394 111.6354 -59.796
Avg Daily Profit (%) 0.1898 0.1753 0.0145 0.0182 0.0326 -0.0397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152727 -168153 -147026 -196095 -162556 -210516
Profit Factor 1.5683 1.8977 1.1045 1.0611 1.2354 0.84
Total Trades 90 45 45 90 45 45
Winning Trades 41 20 21 41 20 21
Losing Trades 49 25 24 49 25 24
Profitability (%) 45.5556 44.4444 46.6667 45.5556 44.4444 46.6667
Ratio Avg Win / Avg Loss 1.8743 2.3721 1.2623 1.2682 1.5443 0.96
Largest Winning Trade 228993 228993 54976 135971 135971 53162
Largest Losing Trade -42187 -42187 -38241 -64847 -56882 -64847
Avg Bars in Trades 49 56 41 49 56 41
Avg Bars in Winners 57 61 54 57 61 54
Avg Bars in Losers 41 51 31 41 51 31
Bars Traded 4422 2536 1886 4422 2536 1886
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 319677 321046 -283138 -324541 -150585 -582008
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4595,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633221817,
    "expiration_time": 1765577520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            435952.9886866258,
            402670.9829777209,
            33282.0057089048,
            51839.4192375047,
            111635.3698887393,
            -59795.9506512346
        ],
        [
            435.952989,
            402.670983,
            33.282006,
            51.839419,
            111.63537,
            -59.795951
        ],
        [
            0.189751,
            0.175265,
            0.014486,
            0.01818,
            0.032636,
            -0.039653
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152727,
            -168153,
            -147026,
            -196095,
            -162556,
            -210516
        ],
        [
            1.568314,
            1.897702,
            1.104482,
            1.061137,
            1.235419,
            0.840001
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            45.555556,
            44.444444,
            46.666667,
            45.555556,
            44.444444,
            46.666667
        ],
        [
            1.874326,
            2.372128,
            1.262266,
            1.268188,
            1.544273,
            0.960001
        ],
        [
            228993,
            228993,
            54976,
            135971,
            135971,
            53162
        ],
        [
            -42187,
            -42187,
            -38241,
            -64847,
            -56882,
            -64847
        ],
        [
            49,
            56,
            41,
            49,
            56,
            41
        ],
        [
            57,
            61,
            54,
            57,
            61,
            54
        ],
        [
            41,
            51,
            31,
            41,
            51,
            31
        ],
        [
            4422,
            2536,
            1886,
            4422,
            2536,
            1886
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319677,
            321046,
            -283138,
            -324541,
            -150585,
            -582008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4595,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633221817,
    "expiration_time": 1765577520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    }
}

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)