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Trade: ALGO/USDT/480/HMA/MIDPOINT/5636

Strategy
ALGO/USDT/480/HMA/MIDPOINT/5636
Pair
ALGO_USDT
Interval
8h
Score
376487
Daily Profit
0.250284
Profit Factor
1.407338
Profitability
42.329545
Streak
29.611817
Best Strategy
Training Data Length
2288.330000
Evaluation Time
2025-09-26 09:41
Expiration Time
2025-12-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572732.9978 434007.3539 138725.6439 655011.2718 418437.1357 236574.136
Total P&L (%) 572.733 434.0074 138.7256 655.0113 418.4371 236.5741
Avg Daily Profit (%) 0.2503 0.1897 0.0606 0.0884 0.0719 0.0531
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91119 -109684 -111127 -400818 -387984 -261545
Profit Factor 1.4073 1.6232 1.1955 1.1887 1.2388 1.1376
Total Trades 352 176 176 352 176 176
Winning Trades 149 73 76 149 73 76
Losing Trades 203 103 100 203 103 100
Profitability (%) 42.3295 41.4773 43.1818 42.3295 41.4773 43.1818
Ratio Avg Win / Avg Loss 1.9174 2.2903 1.573 1.6195 1.7479 1.4969
Largest Winning Trade 127451 127451 54900 223085 223085 114925
Largest Losing Trade -29787 -26950 -29787 -94035 -86051 -94035
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 27 30 25 27 30 25
Avg Bars in Losers 12 14 11 12 14 11
Bars Traded 6754 3707 3047 6754 3707 3047
Profit Streak 29.6118 29.6118 34.2785 29.6118 29.6118 34.2785
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376487 305119 -117817 -86242 -98194 -192654

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563465600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758868860962,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "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": [
        [
            572732.9978163501,
            434007.3539155817,
            138725.6439007686,
            655011.2717792105,
            418437.1357410992,
            236574.1360381115
        ],
        [
            572.732998,
            434.007354,
            138.725644,
            655.011272,
            418.437136,
            236.574136
        ],
        [
            0.250284,
            0.189661,
            0.060623,
            0.088381,
            0.071941,
            0.05305
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91119,
            -109684,
            -111127,
            -400818,
            -387984,
            -261545
        ],
        [
            1.407338,
            1.623204,
            1.195491,
            1.188711,
            1.238797,
            1.137647
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            149,
            73,
            76,
            149,
            73,
            76
        ],
        [
            203,
            103,
            100,
            203,
            103,
            100
        ],
        [
            42.329545,
            41.477273,
            43.181818,
            42.329545,
            41.477273,
            43.181818
        ],
        [
            1.917379,
            2.290274,
            1.573014,
            1.619519,
            1.747892,
            1.496904
        ],
        [
            127451,
            127451,
            54900,
            223085,
            223085,
            114925
        ],
        [
            -29787,
            -26950,
            -29787,
            -94035,
            -86051,
            -94035
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            27,
            30,
            25,
            27,
            30,
            25
        ],
        [
            12,
            14,
            11,
            12,
            14,
            11
        ],
        [
            6754,
            3707,
            3047,
            6754,
            3707,
            3047
        ],
        [
            29.611817,
            29.611817,
            34.278483,
            29.611817,
            29.611817,
            34.278483
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376487,
            305119,
            -117817,
            -86242,
            -98194,
            -192654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563465600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758868860962,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "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)