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Trade: ALGO/USDT/15/HWMA/FWMA/5189

Strategy
ALGO/USDT/15/HWMA/FWMA/5189
Pair
ALGO_USDT
Interval
15m
Score
475303
Daily Profit
0.663730
Profit Factor
1.287024
Profitability
49.909256
Streak
3.455943
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 18:41
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 172848.504 80867.3834 91981.1206 301777.9725 126063.3628 175714.6097
Total P&L (%) 172.8485 80.8674 91.9811 301.778 126.0634 175.7146
Avg Daily Profit (%) 0.6637 0.3105 0.3532 0.5355 0.3137 0.3902
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61488 -25755 -46657 -233731 -103220 -180494
Profit Factor 1.287 1.2498 1.3303 1.1666 1.1313 1.2065
Total Trades 551 276 275 551 276 275
Winning Trades 275 140 135 275 140 135
Losing Trades 276 136 140 276 136 140
Profitability (%) 49.9093 50.7246 49.0909 49.9093 50.7246 49.0909
Ratio Avg Win / Avg Loss 1.2917 1.2141 1.3795 1.1709 1.099 1.2512
Largest Winning Trade 19234 19225 19234 55064 55064 34518
Largest Losing Trade -10490 -9272 -10490 -42138 -40837 -42138
Avg Bars in Trades 44 44 44 44 44 44
Avg Bars in Winners 44 44 44 44 44 44
Avg Bars in Losers 44 44 44 44 44 44
Bars Traded 24734 12383 12351 24734 12383 12351
Profit Streak 3.4559 3.9143 3.4559 3.4559 3.9143 3.4559
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475303 291241 274023 -25117 -67724 258173

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758901293477,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 196,
            "na": 0.03165,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 186,
            "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": [
        [
            172848.5040169808,
            80867.383389148,
            91981.1206278328,
            301777.9724920968,
            126063.3628357534,
            175714.6096563435
        ],
        [
            172.848504,
            80.867383,
            91.981121,
            301.777972,
            126.063363,
            175.71461
        ],
        [
            0.66373,
            0.310527,
            0.353203,
            0.535462,
            0.313695,
            0.390206
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61488,
            -25755,
            -46657,
            -233731,
            -103220,
            -180494
        ],
        [
            1.287024,
            1.249816,
            1.330272,
            1.166643,
            1.13133,
            1.206474
        ],
        [
            551,
            276,
            275,
            551,
            276,
            275
        ],
        [
            275,
            140,
            135,
            275,
            140,
            135
        ],
        [
            276,
            136,
            140,
            276,
            136,
            140
        ],
        [
            49.909256,
            50.724638,
            49.090909,
            49.909256,
            50.724638,
            49.090909
        ],
        [
            1.291704,
            1.214107,
            1.379541,
            1.170885,
            1.099006,
            1.251158
        ],
        [
            19234,
            19225,
            19234,
            55064,
            55064,
            34518
        ],
        [
            -10490,
            -9272,
            -10490,
            -42138,
            -40837,
            -42138
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            24734,
            12383,
            12351,
            24734,
            12383,
            12351
        ],
        [
            3.455943,
            3.914276,
            3.455943,
            3.455943,
            3.914276,
            3.455943
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475303,
            291241,
            274023,
            -25117,
            -67724,
            258173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758901293477,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 196,
            "na": 0.03165,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 186,
            "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)