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Trade: ALGO/USDT/720/SINWMA/MIDPRICE/7393

Strategy
ALGO/USDT/720/SINWMA/MIDPRICE/7393
Pair
ALGO_USDT
Interval
12h
Score
484992
Daily Profit
0.182657
Profit Factor
2.758569
Profitability
51.612903
Streak
124.052305
Best Strategy
Training Data Length
2299.500000
Evaluation Time
2025-10-07 16:15
Expiration Time
2025-12-15 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303779.0362 420019.4404 -116240.4042 -107902.8803 163037.2839 -270940.1642
Total P&L (%) 303.779 420.0194 -116.2404 -107.9029 163.0373 -270.9402
Avg Daily Profit (%) 0.1321 0.1827 -0.0506 0 0.0421 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -371368 -152723 -279453 -329555 -65212 -295379
Profit Factor 1.4408 2.7586 0.7418 0.7784 3.2521 0.3463
Total Trades 63 31 32 63 31 32
Winning Trades 33 16 17 31 19 12
Losing Trades 30 15 15 32 12 20
Profitability (%) 52.381 51.6129 53.125 49.2063 61.2903 37.5
Ratio Avg Win / Avg Loss 1.3099 2.5862 0.6546 0.8035 2.054 0.5771
Largest Winning Trade 347166 347166 70117 118415 118415 58526
Largest Losing Trade -119432 -80758 -119432 -134256 -45153 -134256
Avg Bars in Trades 66 93 40 66 93 40
Avg Bars in Winners 53 48 57 80 118 19
Avg Bars in Losers 80 141 19 53 55 52
Bars Traded 4189 2906 1283 4189 2906 1283
Profit Streak 117.5523 124.0523 117.5523 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165452 484992 -579841 -732086 -129076 -585671
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 2299.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569283200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759842919130,
    "expiration_time": 1765755504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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": [
        [
            303779.0362459596,
            420019.4404343897,
            -116240.4041884301,
            -107902.8803083588,
            163037.2839163266,
            -270940.1642246856
        ],
        [
            303.779036,
            420.01944,
            -116.240404,
            -107.90288,
            163.037284,
            -270.940164
        ],
        [
            0.132107,
            0.182657,
            -0.05055,
            0,
            0.042067,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -371368,
            -152723,
            -279453,
            -329555,
            -65212,
            -295379
        ],
        [
            1.440836,
            2.758569,
            0.741835,
            0.778368,
            3.25211,
            0.346286
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            16,
            17,
            31,
            19,
            12
        ],
        [
            30,
            15,
            15,
            32,
            12,
            20
        ],
        [
            52.380952,
            51.612903,
            53.125,
            49.206349,
            61.290323,
            37.5
        ],
        [
            1.309851,
            2.586158,
            0.65456,
            0.803477,
            2.053964,
            0.577144
        ],
        [
            347166,
            347166,
            70117,
            118415,
            118415,
            58526
        ],
        [
            -119432,
            -80758,
            -119432,
            -134256,
            -45153,
            -134256
        ],
        [
            66,
            93,
            40,
            66,
            93,
            40
        ],
        [
            53,
            48,
            57,
            80,
            118,
            19
        ],
        [
            80,
            141,
            19,
            53,
            55,
            52
        ],
        [
            4189,
            2906,
            1283,
            4189,
            2906,
            1283
        ],
        [
            117.552305,
            124.052305,
            117.552305,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165452,
            484992,
            -579841,
            -732086,
            -129076,
            -585671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 2299.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569283200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759842919130,
    "expiration_time": 1765755504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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)