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

Trade: ALGO/USDT/720/SINWMA/SSF/9688

Strategy
ALGO/USDT/720/SINWMA/SSF/9688
Pair
ALGO_USDT
Interval
12h
Score
415476
Daily Profit
0.177387
Profit Factor
2.304415
Profitability
46.875000
Streak
230.675614
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 07:12
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 552806.5426 405685.1879 147121.3547 724006.0015 414627.4557 309378.5459
Total P&L (%) 552.8065 405.6852 147.1214 724.006 414.6275 309.3785
Avg Daily Profit (%) 0.2417 0.1774 0.0643 0.0923 0.0717 0.0616
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116883 -110450 -69641 -194054 -159912 -102035
Profit Factor 2.0925 2.3044 1.7544 2.1027 1.9849 2.3131
Total Trades 64 32 32 64 32 32
Winning Trades 33 15 18 33 15 18
Losing Trades 31 17 14 31 17 14
Profitability (%) 51.5625 46.875 56.25 51.5625 46.875 56.25
Ratio Avg Win / Avg Loss 1.9656 2.6117 1.3646 1.9752 2.2496 1.799
Largest Winning Trade 188177 188177 55702 263588 263588 98501
Largest Losing Trade -47100 -47100 -38497 -97379 -89189 -97379
Avg Bars in Trades 69 56 81 69 56 81
Avg Bars in Winners 93 74 108 93 74 108
Avg Bars in Losers 43 40 47 43 40 47
Bars Traded 4422 1806 2616 4422 1806 2616
Profit Streak 230.6756 230.6756 257.6756 230.6756 230.6756 257.6756
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129520 415476 -102689 -207271 -93763 -104073
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565049600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758946373096,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            552806.5426005204,
            405685.1879285919,
            147121.3546719283,
            724006.0015210349,
            414627.4556662188,
            309378.5458548161
        ],
        [
            552.806543,
            405.685188,
            147.121355,
            724.006002,
            414.627456,
            309.378546
        ],
        [
            0.241717,
            0.177387,
            0.064329,
            0.09226,
            0.07166,
            0.061649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116883,
            -110450,
            -69641,
            -194054,
            -159912,
            -102035
        ],
        [
            2.092457,
            2.304415,
            1.754423,
            2.102667,
            1.984911,
            2.313063
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            51.5625,
            46.875,
            56.25,
            51.5625,
            46.875,
            56.25
        ],
        [
            1.965642,
            2.61167,
            1.364551,
            1.975233,
            2.249566,
            1.799049
        ],
        [
            188177,
            188177,
            55702,
            263588,
            263588,
            98501
        ],
        [
            -47100,
            -47100,
            -38497,
            -97379,
            -89189,
            -97379
        ],
        [
            69,
            56,
            81,
            69,
            56,
            81
        ],
        [
            93,
            74,
            108,
            93,
            74,
            108
        ],
        [
            43,
            40,
            47,
            43,
            40,
            47
        ],
        [
            4422,
            1806,
            2616,
            4422,
            1806,
            2616
        ],
        [
            230.675614,
            230.675614,
            257.675614,
            230.675615,
            230.675615,
            257.675615
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129520,
            415476,
            -102689,
            -207271,
            -93763,
            -104073
        ]
    ]
}
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": 1565049600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758946373096,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 2
        }
    }
}

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)