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Trade: ALGO/USDT/720/JMA/HWMA/8701

Strategy
ALGO/USDT/720/JMA/HWMA/8701
Pair
ALGO_USDT
Interval
12h
Score
403287
Daily Profit
0.201713
Profit Factor
1.326819
Profitability
51.094891
Streak
29.900479
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-29 00:36
Expiration Time
2025-12-06 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 462124.5424 388573.0082 73551.5342 129152.8325 194414.0013 -65261.1688
Total P&L (%) 462.1245 388.573 73.5515 129.1528 194.414 -65.2612
Avg Daily Profit (%) 0.2017 0.1696 0.0321 0.0362 0.0471 -0.0461
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164281 -126120 -169740 -384136 -318321 -376609
Profit Factor 1.3268 1.5715 1.1002 1.0456 1.144 0.9559
Total Trades 274 137 137 274 137 137
Winning Trades 140 61 79 140 61 79
Losing Trades 134 76 58 134 76 58
Profitability (%) 51.0949 44.5255 57.6642 51.0949 44.5255 57.6642
Ratio Avg Win / Avg Loss 1.27 1.958 0.8077 1.0008 1.4253 0.7018
Largest Winning Trade 100528 100528 45567 121132 121132 80978
Largest Losing Trade -47265 -29938 -47265 -202913 -83880 -202913
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 4414 2207 2207 4414 2207 2207
Profit Streak 29.9005 29.9005 70.4005 29.9005 29.9005 70.4005
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403287 313691 -259478 -311568 -193578 -578268
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4582,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567512000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095401374,
    "expiration_time": 1764999072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04441,
            "nb": 0.76323,
            "nc": 0.1
        }
    }
}
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": [
        [
            462124.542403075,
            388573.0081674523,
            73551.5342356228,
            129152.8325156482,
            194414.0013334436,
            -65261.1688177954
        ],
        [
            462.124542,
            388.573008,
            73.551534,
            129.152833,
            194.414001,
            -65.261169
        ],
        [
            0.201713,
            0.169608,
            0.032105,
            0.036201,
            0.047144,
            -0.04614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164281,
            -126120,
            -169740,
            -384136,
            -318321,
            -376609
        ],
        [
            1.326819,
            1.571548,
            1.100187,
            1.045616,
            1.143999,
            0.955941
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            140,
            61,
            79,
            140,
            61,
            79
        ],
        [
            134,
            76,
            58,
            134,
            76,
            58
        ],
        [
            51.094891,
            44.525547,
            57.664234,
            51.094891,
            44.525547,
            57.664234
        ],
        [
            1.269956,
            1.957994,
            0.807732,
            1.000803,
            1.42531,
            0.70183
        ],
        [
            100528,
            100528,
            45567,
            121132,
            121132,
            80978
        ],
        [
            -47265,
            -29938,
            -47265,
            -202913,
            -83880,
            -202913
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            4414,
            2207,
            2207,
            4414,
            2207,
            2207
        ],
        [
            29.900479,
            29.900479,
            70.400479,
            29.900479,
            29.900479,
            70.400479
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403287,
            313691,
            -259478,
            -311568,
            -193578,
            -578268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4582,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567512000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095401374,
    "expiration_time": 1764999072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04441,
            "nb": 0.76323,
            "nc": 0.1
        }
    }
}

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)