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Trade: ALGO/USDT/720/HMA/SUPERTREND/2001

Strategy
ALGO/USDT/720/HMA/SUPERTREND/2001
Pair
ALGO_USDT
Interval
12h
Score
470751
Daily Profit
0.262751
Profit Factor
1.507119
Profitability
51.046025
Streak
90.397016
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-28 00:31
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 600911.9884 473145.4427 127766.5456 547723.1631 377862.2338 169860.9293
Total P&L (%) 600.912 473.1454 127.7665 547.7232 377.8622 169.8609
Avg Daily Profit (%) 0.2628 0.2069 0.0559 0.0817 0.0684 0.0434
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126930 -168621 -81684 -297697 -257634 -206664
Profit Factor 1.5071 1.773 1.223 1.3604 1.4475 1.2515
Total Trades 239 119 120 239 119 120
Winning Trades 122 59 63 122 59 63
Losing Trades 117 60 57 117 60 57
Profitability (%) 51.046 49.5798 52.5 51.046 49.5798 52.5
Ratio Avg Win / Avg Loss 1.4454 1.8031 1.1066 1.3046 1.472 1.1323
Largest Winning Trade 222466 222466 56143 147099 147099 63939
Largest Losing Trade -57613 -39882 -57613 -156990 -156990 -82823
Avg Bars in Trades 18 22 14 18 22 14
Avg Bars in Winners 20 22 18 20 22 18
Avg Bars in Losers 16 22 11 16 22 11
Bars Traded 4432 2648 1784 4432 2648 1784
Profit Streak 90.397 96.397 90.397 90.397 96.397 90.397
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470751 441949 -116977 -79817 -99364 -133402
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566388800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008702231,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 2.25497
        }
    }
}
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": [
        [
            600911.9883676115,
            473145.4427410116,
            127766.5456265998,
            547723.1631028577,
            377862.2338238395,
            169860.929279018
        ],
        [
            600.911988,
            473.145443,
            127.766546,
            547.723163,
            377.862234,
            169.860929
        ],
        [
            0.262751,
            0.206885,
            0.055866,
            0.081725,
            0.068417,
            0.043417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126930,
            -168621,
            -81684,
            -297697,
            -257634,
            -206664
        ],
        [
            1.507119,
            1.773007,
            1.22303,
            1.360372,
            1.447487,
            1.25147
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            51.046025,
            49.579832,
            52.5,
            51.046025,
            49.579832,
            52.5
        ],
        [
            1.445352,
            1.803058,
            1.106551,
            1.304619,
            1.472021,
            1.132282
        ],
        [
            222466,
            222466,
            56143,
            147099,
            147099,
            63939
        ],
        [
            -57613,
            -39882,
            -57613,
            -156990,
            -156990,
            -82823
        ],
        [
            18,
            22,
            14,
            18,
            22,
            14
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            16,
            22,
            11,
            16,
            22,
            11
        ],
        [
            4432,
            2648,
            1784,
            4432,
            2648,
            1784
        ],
        [
            90.397016,
            96.397016,
            90.397016,
            90.397017,
            96.397017,
            90.397017
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470751,
            441949,
            -116977,
            -79817,
            -99364,
            -133402
        ]
    ]
}
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": 1566388800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008702231,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 2.25497
        }
    }
}

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)