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Trade: ALGO/USDT/720/BBM/WMA/8829

Strategy
ALGO/USDT/720/BBM/WMA/8829
Pair
ALGO_USDT
Interval
12h
Score
403497
Daily Profit
0.185063
Profit Factor
2.516619
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 07:12
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494748.8274 423238.6768 71510.1506 80610.8251 54514.1813 26096.6438
Total P&L (%) 494.7488 423.2387 71.5102 80.6108 54.5142 26.0966
Avg Daily Profit (%) 0.2163 0.1851 0.0313 0.0259 0.019 0.0101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136021 -140089 -105839 -227228 -216695 -96573
Profit Factor 1.8528 2.5166 1.2375 1.0959 1.1228 1.0658
Total Trades 72 36 36 72 36 36
Winning Trades 36 17 19 36 17 19
Losing Trades 36 19 17 36 19 17
Profitability (%) 50 47.2222 52.7778 50 47.2222 52.7778
Ratio Avg Win / Avg Loss 1.8528 2.8127 1.1072 1.0959 1.2549 0.9536
Largest Winning Trade 281842 281842 50097 153185 153185 67853
Largest Losing Trade -78218 -35875 -78218 -89718 -69080 -89718
Avg Bars in Trades 61 56 66 61 56 66
Avg Bars in Winners 83 81 86 83 81 86
Avg Bars in Losers 38 34 43 38 34 43
Bars Traded 4409 2032 2377 4409 2032 2377
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 -72500 403497 -151055 -357118 -254975 -332176
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566604800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758946378115,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 95,
            "offset": 0,
            "std": 1.47234
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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": [
        [
            494748.8274200811,
            423238.6767839519,
            71510.1506361291,
            80610.8251233145,
            54514.1812927285,
            26096.643830586
        ],
        [
            494.748827,
            423.238677,
            71.510151,
            80.610825,
            54.514181,
            26.096644
        ],
        [
            0.216331,
            0.185063,
            0.031268,
            0.025853,
            0.019027,
            0.010139
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136021,
            -140089,
            -105839,
            -227228,
            -216695,
            -96573
        ],
        [
            1.852762,
            2.516619,
            1.237492,
            1.095929,
            1.122821,
            1.065823
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            50,
            47.222222,
            52.777778,
            50,
            47.222222,
            52.777778
        ],
        [
            1.852762,
            2.812692,
            1.10723,
            1.095929,
            1.254918,
            0.953631
        ],
        [
            281842,
            281842,
            50097,
            153185,
            153185,
            67853
        ],
        [
            -78218,
            -35875,
            -78218,
            -89718,
            -69080,
            -89718
        ],
        [
            61,
            56,
            66,
            61,
            56,
            66
        ],
        [
            83,
            81,
            86,
            83,
            81,
            86
        ],
        [
            38,
            34,
            43,
            38,
            34,
            43
        ],
        [
            4409,
            2032,
            2377,
            4409,
            2032,
            2377
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72500,
            403497,
            -151055,
            -357118,
            -254975,
            -332176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566604800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758946378115,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 95,
            "offset": 0,
            "std": 1.47234
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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)