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Trade: ALGO/USDT/360/HWMA/BBL/1779

Strategy
ALGO/USDT/360/HWMA/BBL/1779
Pair
ALGO_USDT
Interval
6h
Score
530435
Daily Profit
0.344493
Profit Factor
1.835653
Profitability
59.872611
Streak
42.244925
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-25 20:52
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 787770.0833 523782.8951 263987.1882 3576914.1062 2323247.0268 1253667.0794
Total P&L (%) 787.7701 523.7829 263.9872 3576.9141 2323.247 1253.6671
Avg Daily Profit (%) 0.3445 0.2291 0.1154 0.1578 0.1395 0.114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104706 -120046 -123918 -6049145 -6913493 -6811587
Profit Factor 1.8357 2.14 1.5463 1.1281 1.1628 1.0918
Total Trades 157 79 78 157 79 78
Winning Trades 94 48 46 94 48 46
Losing Trades 63 31 32 63 31 32
Profitability (%) 59.8726 60.7595 58.9744 59.8726 60.7595 58.9744
Ratio Avg Win / Avg Loss 1.2303 1.3821 1.0757 0.7561 0.7509 0.7595
Largest Winning Trade 128362 128362 63265 4126157 4126157 1528734
Largest Losing Trade -64528 -39766 -64528 -4736800 -1754154 -4736800
Avg Bars in Trades 57 57 58 57 57 58
Avg Bars in Winners 57 56 59 57 56 59
Avg Bars in Losers 57 58 56 57 58 56
Bars Traded 9069 4533 4536 9069 4533 4536
Profit Streak 42.2449 42.2449 144.7449 42.2449 42.2449 144.7449
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530435 -13489 -68929 -70523 -74292 -193185

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561356000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822761512,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02748,
            "nb": 0.1,
            "nc": 0.03185
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 4.25133
        }
    }
}
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": [
        [
            787770.0832584758,
            523782.8950708953,
            263987.188187581,
            3576914.106226281,
            2323247.0268166647,
            1253667.07940962
        ],
        [
            787.770083,
            523.782895,
            263.987188,
            3576.914106,
            2323.247027,
            1253.667079
        ],
        [
            0.344493,
            0.229051,
            0.115442,
            0.157757,
            0.139496,
            0.114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104706,
            -120046,
            -123918,
            -6049145,
            -6913493,
            -6811587
        ],
        [
            1.835653,
            2.139999,
            1.546285,
            1.128095,
            1.162755,
            1.091848
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            59.872611,
            60.759494,
            58.974359,
            59.872611,
            60.759494,
            58.974359
        ],
        [
            1.230278,
            1.382083,
            1.075677,
            0.756064,
            0.750946,
            0.759546
        ],
        [
            128362,
            128362,
            63265,
            4126157,
            4126157,
            1528734
        ],
        [
            -64528,
            -39766,
            -64528,
            -4736800,
            -1754154,
            -4736800
        ],
        [
            57,
            57,
            58,
            57,
            57,
            58
        ],
        [
            57,
            56,
            59,
            57,
            56,
            59
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            9069,
            4533,
            4536,
            9069,
            4533,
            4536
        ],
        [
            42.244925,
            42.244925,
            144.744925,
            42.244925,
            42.244925,
            144.744925
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530435,
            -13489,
            -68929,
            -70523,
            -74292,
            -193185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561356000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822761512,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02748,
            "nb": 0.1,
            "nc": 0.03185
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 4.25133
        }
    }
}

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)