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Trade: ALGO/USDT/720/FWMA/ZLMA/5342

Strategy
ALGO/USDT/720/FWMA/ZLMA/5342
Pair
ALGO_USDT
Interval
12h
Score
432204
Daily Profit
0.168259
Profit Factor
1.698759
Profitability
56.190476
Streak
22.235931
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 387248.5293 295901.9854 91346.5439 241222.6273 239493.5661 1729.0611
Total P&L (%) 387.2485 295.902 91.3465 241.2226 239.4936 1.7291
Avg Daily Profit (%) 0.1683 0.1286 0.0397 0.0533 0.0531 0.0007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93555 -80755 -125743 -394704 -191074 -290636
Profit Factor 1.6988 2.0941 1.3219 1.188 1.381 1.0026
Total Trades 105 53 52 105 53 52
Winning Trades 59 28 31 59 28 31
Losing Trades 46 25 21 46 25 21
Profitability (%) 56.1905 52.8302 59.6154 56.1905 52.8302 59.6154
Ratio Avg Win / Avg Loss 1.3245 1.8697 0.8955 0.9263 1.2331 0.6792
Largest Winning Trade 126097 126097 56986 318234 318234 95602
Largest Losing Trade -50280 -40236 -50280 -262488 -110457 -262488
Avg Bars in Trades 39 29 48 39 29 48
Avg Bars in Winners 48 36 58 48 36 58
Avg Bars in Losers 27 21 34 27 21 34
Bars Traded 4107 1579 2528 4107 1579 2528
Profit Streak 22.2359 24.2359 22.2359 22.2359 24.2359 22.2359
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432204 -195780 -319595 -134500 -299779 -755138
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": 1571227200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988384423,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 73,
            "offset": 58
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "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": [
        [
            387248.5293029686,
            295901.9853600585,
            91346.5439429099,
            241222.6272738362,
            239493.5661337589,
            1729.0611400773
        ],
        [
            387.248529,
            295.901985,
            91.346544,
            241.222627,
            239.493566,
            1.729061
        ],
        [
            0.168259,
            0.128569,
            0.03969,
            0.053343,
            0.053122,
            0.000745
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93555,
            -80755,
            -125743,
            -394704,
            -191074,
            -290636
        ],
        [
            1.698759,
            2.094113,
            1.321931,
            1.188025,
            1.381036,
            1.002642
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            56.190476,
            52.830189,
            59.615385,
            56.190476,
            52.830189,
            59.615385
        ],
        [
            1.324456,
            1.869744,
            0.895502,
            0.926257,
            1.233068,
            0.679209
        ],
        [
            126097,
            126097,
            56986,
            318234,
            318234,
            95602
        ],
        [
            -50280,
            -40236,
            -50280,
            -262488,
            -110457,
            -262488
        ],
        [
            39,
            29,
            48,
            39,
            29,
            48
        ],
        [
            48,
            36,
            58,
            48,
            36,
            58
        ],
        [
            27,
            21,
            34,
            27,
            21,
            34
        ],
        [
            4107,
            1579,
            2528,
            4107,
            1579,
            2528
        ],
        [
            22.235931,
            24.235931,
            22.235931,
            22.235931,
            24.235931,
            22.235931
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432204,
            -195780,
            -319595,
            -134500,
            -299779,
            -755138
        ]
    ]
}
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": 1571227200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988384423,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 73,
            "offset": 58
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "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)