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Trade: ALGO/USDT/720/SWMA/SUPERTREND/1644

Strategy
ALGO/USDT/720/SWMA/SUPERTREND/1644
Pair
ALGO_USDT
Interval
12h
Score
378328
Daily Profit
0.188174
Profit Factor
1.607210
Profitability
47.826087
Streak
39.306990
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 22:22
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 430353.8444 378598.6038 51755.2406 107353.4817 45871.9278 61481.5538
Total P&L (%) 430.3538 378.5986 51.7552 107.3535 45.8719 61.4816
Avg Daily Profit (%) 0.1882 0.1655 0.0226 0.0319 0.0165 0.021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77439 -86981 -60497 -157640 -146487 -79059
Profit Factor 1.6072 1.9446 1.1681 1.123 1.085 1.1846
Total Trades 92 46 46 92 46 46
Winning Trades 44 20 24 44 20 24
Losing Trades 48 26 22 48 26 22
Profitability (%) 47.8261 43.4783 52.1739 47.8261 43.4783 52.1739
Ratio Avg Win / Avg Loss 1.7533 2.528 1.0707 1.2251 1.4105 1.0859
Largest Winning Trade 195685 195685 35794 130333 130333 65856
Largest Losing Trade -56922 -56922 -45051 -123867 -123867 -64258
Avg Bars in Trades 44 47 41 44 47 41
Avg Bars in Winners 62 70 55 62 70 55
Avg Bars in Losers 27 29 25 27 29 25
Bars Traded 4063 2166 1898 4063 2166 1898
Profit Streak 39.307 0 75.307 39.307 0 75.307
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378328 308061 -198588 -235573 -301998 -182015

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914523925,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 231,
            "offset": 0,
            "multiplier": 3.487
        }
    }
}
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": [
        [
            430353.8443655091,
            378598.6037657479,
            51755.2405997614,
            107353.4816528396,
            45871.9278056275,
            61481.5538472121
        ],
        [
            430.353844,
            378.598604,
            51.755241,
            107.353482,
            45.871928,
            61.481554
        ],
        [
            0.188174,
            0.165544,
            0.02263,
            0.031892,
            0.01651,
            0.020956
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77439,
            -86981,
            -60497,
            -157640,
            -146487,
            -79059
        ],
        [
            1.60721,
            1.944612,
            1.168068,
            1.122991,
            1.084986,
            1.184574
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            47.826087,
            43.478261,
            52.173913,
            47.826087,
            43.478261,
            52.173913
        ],
        [
            1.75332,
            2.527996,
            1.070729,
            1.225081,
            1.410482,
            1.085859
        ],
        [
            195685,
            195685,
            35794,
            130333,
            130333,
            65856
        ],
        [
            -56922,
            -56922,
            -45051,
            -123867,
            -123867,
            -64258
        ],
        [
            44,
            47,
            41,
            44,
            47,
            41
        ],
        [
            62,
            70,
            55,
            62,
            70,
            55
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            4063,
            2166,
            1898,
            4063,
            2166,
            1898
        ],
        [
            39.30699,
            0,
            75.30699,
            39.30699,
            0,
            75.30699
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378328,
            308061,
            -198588,
            -235573,
            -301998,
            -182015
        ]
    ]
}
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": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914523925,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 231,
            "offset": 0,
            "multiplier": 3.487
        }
    }
}

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)