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Trade: ALGO/USDT/240/WMA/HILO/1875

Strategy
ALGO/USDT/240/WMA/HILO/1875
Pair
ALGO_USDT
Interval
4h
Score
344471
Daily Profit
0.258399
Profit Factor
1.564967
Profitability
41.637011
Streak
0.000000
Best Strategy
Training Data Length
2291.330000
Evaluation Time
2025-09-29 15:53
Expiration Time
2025-12-07 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592076.7674 452801.7276 139275.0398 706393.3661 1303309.0415 -596915.6755
Total P&L (%) 592.0768 452.8017 139.275 706.3934 1303.309 -596.9157
Avg Daily Profit (%) 0.2584 0.1976 0.0608 0.0911 0.1153 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114451 -135107 -90186 -2601299 -1536461 -1194834
Profit Factor 1.565 1.8868 1.2592 1.0714 1.2738 0.8837
Total Trades 281 141 140 281 141 140
Winning Trades 117 53 64 117 53 64
Losing Trades 164 88 76 164 88 76
Profitability (%) 41.637 37.5887 45.7143 41.637 37.5887 45.7143
Ratio Avg Win / Avg Loss 2.1936 3.1328 1.4953 1.5018 2.1149 1.0494
Largest Winning Trade 238224 238224 61061 1939899 1939899 435668
Largest Losing Trade -38198 -18604 -38198 -965444 -510849 -965444
Avg Bars in Trades 47 39 56 47 39 56
Avg Bars in Winners 73 61 83 73 61 83
Avg Bars in Losers 29 26 34 29 26 34
Bars Traded 13433 5523 7910 13433 5523 7910
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344471 222307 -113777 -213516 -42568 -580961
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13748,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563739200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150408840,
    "expiration_time": 1765086336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            592076.7673687369,
            452801.7275770538,
            139275.0397916834,
            706393.3660745769,
            1303309.0415456153,
            -596915.6754710386
        ],
        [
            592.076767,
            452.801728,
            139.27504,
            706.393366,
            1303.309042,
            -596.915675
        ],
        [
            0.258399,
            0.197615,
            0.060783,
            0.091142,
            0.115345,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114451,
            -135107,
            -90186,
            -2601299,
            -1536461,
            -1194834
        ],
        [
            1.564967,
            1.88679,
            1.259176,
            1.071408,
            1.27376,
            0.883677
        ],
        [
            281,
            141,
            140,
            281,
            141,
            140
        ],
        [
            117,
            53,
            64,
            117,
            53,
            64
        ],
        [
            164,
            88,
            76,
            164,
            88,
            76
        ],
        [
            41.637011,
            37.588652,
            45.714286,
            41.637011,
            37.588652,
            45.714286
        ],
        [
            2.193629,
            3.132783,
            1.495272,
            1.501803,
            2.114922,
            1.049367
        ],
        [
            238224,
            238224,
            61061,
            1939899,
            1939899,
            435668
        ],
        [
            -38198,
            -18604,
            -38198,
            -965444,
            -510849,
            -965444
        ],
        [
            47,
            39,
            56,
            47,
            39,
            56
        ],
        [
            73,
            61,
            83,
            73,
            61,
            83
        ],
        [
            29,
            26,
            34,
            29,
            26,
            34
        ],
        [
            13433,
            5523,
            7910,
            13433,
            5523,
            7910
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344471,
            222307,
            -113777,
            -213516,
            -42568,
            -580961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13748,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563739200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150408840,
    "expiration_time": 1765086336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)