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Trade: ALGO/USDT/720/MIDPOINT/HWMA/5161

Strategy
ALGO/USDT/720/MIDPOINT/HWMA/5161
Pair
ALGO_USDT
Interval
12h
Score
480598
Daily Profit
0.307852
Profit Factor
1.466360
Profitability
55.910543
Streak
12.973549
Best Strategy
Training Data Length
2295.500000
Evaluation Time
2025-10-03 14:21
Expiration Time
2025-12-10 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706674.1088 516361.3767 190312.7321 -471106.688 2537974.6794 -3009081.3673
Total P&L (%) 706.6741 516.3614 190.3127 -471.1067 2537.9747 -3009.0814
Avg Daily Profit (%) 0.3079 0.2249 0.0829 0 0.1427 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207682 -127191 -144577 -4207144 -605259 -4838842
Profit Factor 1.4664 1.76 1.2277 0.9606 1.6324 0.6208
Total Trades 313 156 157 313 156 157
Winning Trades 175 83 92 157 80 77
Losing Trades 138 73 65 156 76 80
Profitability (%) 55.9105 53.2051 58.5987 50.1597 51.2821 49.0446
Ratio Avg Win / Avg Loss 1.1563 1.548 0.8674 0.9545 1.5507 0.645
Largest Winning Trade 84643 84643 53035 817129 817129 654035
Largest Losing Trade -106424 -35054 -106424 -2684836 -322497 -2684836
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 4516 2249 2267 4516 2249 2267
Profit Streak 12.9735 0 20.4735 0 41.9735 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480598 451554 -82075 -578842 94207 -580604
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4591,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759490514636,
    "expiration_time": 1765399536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.66868
        }
    }
}
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": [
        [
            706674.1087575813,
            516361.3766882092,
            190312.7320693724,
            -471106.687966192,
            2537974.679367483,
            -3009081.3673336757
        ],
        [
            706.674109,
            516.361377,
            190.312732,
            -471.106688,
            2537.974679,
            -3009.081367
        ],
        [
            0.307852,
            0.224945,
            0.082907,
            0,
            0.142667,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207682,
            -127191,
            -144577,
            -4207144,
            -605259,
            -4838842
        ],
        [
            1.46636,
            1.760017,
            1.227677,
            0.960576,
            1.632361,
            0.620841
        ],
        [
            313,
            156,
            157,
            313,
            156,
            157
        ],
        [
            175,
            83,
            92,
            157,
            80,
            77
        ],
        [
            138,
            73,
            65,
            156,
            76,
            80
        ],
        [
            55.910543,
            53.205128,
            58.598726,
            50.159744,
            51.282051,
            49.044586
        ],
        [
            1.15633,
            1.547967,
            0.86738,
            0.954458,
            1.550743,
            0.64503
        ],
        [
            84643,
            84643,
            53035,
            817129,
            817129,
            654035
        ],
        [
            -106424,
            -35054,
            -106424,
            -2684836,
            -322497,
            -2684836
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4516,
            2249,
            2267,
            4516,
            2249,
            2267
        ],
        [
            12.973549,
            0,
            20.473549,
            0,
            41.973549,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480598,
            451554,
            -82075,
            -578842,
            94207,
            -580604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4591,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759490514636,
    "expiration_time": 1765399536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.66868
        }
    }
}

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)