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Trade: ALGO/USDT/720/FWMA/BBU/7881

Strategy
ALGO/USDT/720/FWMA/BBU/7881
Pair
ALGO_USDT
Interval
12h
Score
404865
Daily Profit
0.166838
Profit Factor
2.072943
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2301.500000
Evaluation Time
2025-10-09 08:39
Expiration Time
2025-12-17 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387956.2914 383977.8187 3978.4727 25706.0104 71011.5465 -45305.5361
Total P&L (%) 387.9563 383.9778 3.9785 25.706 71.0115 -45.3055
Avg Daily Profit (%) 0.1686 0.1668 0.0017 0.0099 0.0233 -0.0262
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176449 -178949 -15890 -595124 -586467 -69687
Profit Factor 1.9816 2.0729 1.1065 1.0263 1.0814 0.5697
Total Trades 65 32 33 65 32 33
Winning Trades 35 16 19 35 16 19
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.8462 50 57.5758 53.8462 50 57.5758
Ratio Avg Win / Avg Loss 1.6985 2.0729 0.8153 0.8797 1.0814 0.4198
Largest Winning Trade 264442 264442 5323 381710 381710 11107
Largest Losing Trade -65087 -65087 -6958 -334684 -334684 -39531
Avg Bars in Trades 65 132 1 65 132 1
Avg Bars in Winners 47 101 1 47 101 1
Avg Bars in Losers 87 162 1 87 162 1
Bars Traded 4274 4233 41 4274 4233 41
Profit Streak 40.236 0 75.736 40.236 0 75.736
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123836 404865 -459556 -511275 -292761 -578985
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4603,
    "evaluation_days": 2301.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569931200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988386864,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 4.5489
        }
    }
}
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": [
        [
            387956.2914235908,
            383977.8186844121,
            3978.4727391788,
            25706.0104171186,
            71011.5464922364,
            -45305.5360751178
        ],
        [
            387.956291,
            383.977819,
            3.978473,
            25.70601,
            71.011546,
            -45.305536
        ],
        [
            0.168567,
            0.166838,
            0.001729,
            0.009941,
            0.023316,
            -0.026215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176449,
            -178949,
            -15890,
            -595124,
            -586467,
            -69687
        ],
        [
            1.981575,
            2.072943,
            1.106476,
            1.026287,
            1.081379,
            0.569719
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.846154,
            50,
            57.575758,
            53.846154,
            50,
            57.575758
        ],
        [
            1.698493,
            2.072943,
            0.815298,
            0.879675,
            1.081379,
            0.419793
        ],
        [
            264442,
            264442,
            5323,
            381710,
            381710,
            11107
        ],
        [
            -65087,
            -65087,
            -6958,
            -334684,
            -334684,
            -39531
        ],
        [
            65,
            132,
            1,
            65,
            132,
            1
        ],
        [
            47,
            101,
            1,
            47,
            101,
            1
        ],
        [
            87,
            162,
            1,
            87,
            162,
            1
        ],
        [
            4274,
            4233,
            41,
            4274,
            4233,
            41
        ],
        [
            40.235959,
            0,
            75.735959,
            40.235959,
            0,
            75.735959
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123836,
            404865,
            -459556,
            -511275,
            -292761,
            -578985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4603,
    "evaluation_days": 2301.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569931200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988386864,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 4.5489
        }
    }
}

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)