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Trade: ALGO/USDT/480/SINWMA/JMA/6231

Strategy
ALGO/USDT/480/SINWMA/JMA/6231
Pair
ALGO_USDT
Interval
8h
Score
317174
Daily Profit
0.167491
Profit Factor
2.313910
Profitability
40.000000
Streak
132.218254
Best Strategy
Training Data Length
2303.000000
Evaluation Time
2025-10-11 00:14
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489039.3649 385732.4722 103306.8928 274062.1659 500674.2029 -226612.037
Total P&L (%) 489.0394 385.7325 103.3069 274.0622 500.6742 -226.612
Avg Daily Profit (%) 0.2123 0.1675 0.0449 0.0573 0.0779 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128663 -97033 -112132 -713429 -400542 -583001
Profit Factor 1.8499 2.3139 1.3666 1.1192 1.4548 0.8109
Total Trades 70 35 35 70 35 35
Winning Trades 33 14 19 33 14 19
Losing Trades 37 21 16 37 21 16
Profitability (%) 47.1429 40 54.2857 47.1429 40 54.2857
Ratio Avg Win / Avg Loss 2.0741 3.4709 1.1508 1.2549 2.1821 0.6829
Largest Winning Trade 190205 190205 63552 477305 477305 178146
Largest Losing Trade -48862 -36278 -48862 -295368 -273046 -295368
Avg Bars in Trades 95 80 111 95 80 111
Avg Bars in Winners 138 105 162 138 105 162
Avg Bars in Losers 57 63 50 57 63 50
Bars Traded 6711 2817 3894 6711 2817 3894
Profit Streak 91.2183 132.2183 91.2183 91.2183 132.2183 91.2183
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87291 317174 -131400 -304348 -89347 -579673
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6909,
    "evaluation_days": 2303,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564128000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760130857122,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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": [
        [
            489039.3649387311,
            385732.4721668134,
            103306.8927719174,
            274062.1659417627,
            500674.2029142389,
            -226612.0369724763
        ],
        [
            489.039365,
            385.732472,
            103.306893,
            274.062166,
            500.674203,
            -226.612037
        ],
        [
            0.212349,
            0.167491,
            0.044858,
            0.0573,
            0.07788,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128663,
            -97033,
            -112132,
            -713429,
            -400542,
            -583001
        ],
        [
            1.849909,
            2.31391,
            1.366563,
            1.119194,
            1.454759,
            0.810893
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            47.142857,
            40,
            54.285714,
            47.142857,
            40,
            54.285714
        ],
        [
            2.074141,
            3.470866,
            1.15079,
            1.254854,
            2.182138,
            0.682857
        ],
        [
            190205,
            190205,
            63552,
            477305,
            477305,
            178146
        ],
        [
            -48862,
            -36278,
            -48862,
            -295368,
            -273046,
            -295368
        ],
        [
            95,
            80,
            111,
            95,
            80,
            111
        ],
        [
            138,
            105,
            162,
            138,
            105,
            162
        ],
        [
            57,
            63,
            50,
            57,
            63,
            50
        ],
        [
            6711,
            2817,
            3894,
            6711,
            2817,
            3894
        ],
        [
            91.218254,
            132.218254,
            91.218254,
            91.218254,
            132.218254,
            91.218254
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87291,
            317174,
            -131400,
            -304348,
            -89347,
            -579673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6909,
    "evaluation_days": 2303,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564128000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760130857122,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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)