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Trade: ALGO/USDT/720/OHLC4/SINWMA/9043

Strategy
ALGO/USDT/720/OHLC4/SINWMA/9043
Pair
ALGO_USDT
Interval
12h
Score
435320
Daily Profit
0.166330
Profit Factor
1.568933
Profitability
49.681529
Streak
42.743340
Best Strategy
Training Data Length
2293.000000
Evaluation Time
2025-09-30 20:50
Expiration Time
2025-12-08 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452818.5797 381394.0435 71424.5362 82814.9425 44840.9714 37973.971
Total P&L (%) 452.8186 381.394 71.4245 82.8149 44.841 37.974
Avg Daily Profit (%) 0.1975 0.1663 0.0311 0.0263 0.0162 0.014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142318 -126484 -160029 -578501 -427605 -248401
Profit Factor 1.376 1.5689 1.1337 1.0498 1.0424 1.063
Total Trades 313 157 156 313 157 156
Winning Trades 165 78 87 165 78 87
Losing Trades 148 79 69 148 79 69
Profitability (%) 52.7157 49.6815 55.7692 52.7157 49.6815 55.7692
Ratio Avg Win / Avg Loss 1.2342 1.589 0.8992 0.9417 1.0557 0.8431
Largest Winning Trade 121522 121522 40465 281337 281337 52844
Largest Losing Trade -69907 -65320 -69907 -399885 -399885 -134262
Avg Bars in Trades 14 16 11 14 16 11
Avg Bars in Winners 14 16 13 14 16 13
Avg Bars in Losers 13 16 9 13 16 9
Bars Traded 4421 2599 1822 4421 2599 1822
Profit Streak 42.7433 42.7433 169.7433 42.7433 42.7433 169.7433
Trades During Streak 8 4 9 8 4 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433426 435320 -223552 -321195 -345067 -326588
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4586,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568030400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759254624586,
    "expiration_time": 1765177056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "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": [
        [
            452818.5797070531,
            381394.0435373621,
            71424.536169691,
            82814.942466032,
            44840.9714325845,
            37973.9710334475
        ],
        [
            452.81858,
            381.394044,
            71.424536,
            82.814942,
            44.840971,
            37.973971
        ],
        [
            0.197479,
            0.16633,
            0.031149,
            0.026314,
            0.016158,
            0.014039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142318,
            -126484,
            -160029,
            -578501,
            -427605,
            -248401
        ],
        [
            1.375952,
            1.568933,
            1.133731,
            1.049843,
            1.042358,
            1.062985
        ],
        [
            313,
            157,
            156,
            313,
            157,
            156
        ],
        [
            165,
            78,
            87,
            165,
            78,
            87
        ],
        [
            148,
            79,
            69,
            148,
            79,
            69
        ],
        [
            52.715655,
            49.681529,
            55.769231,
            52.715655,
            49.681529,
            55.769231
        ],
        [
            1.234187,
            1.589048,
            0.899166,
            0.941677,
            1.055722,
            0.843057
        ],
        [
            121522,
            121522,
            40465,
            281337,
            281337,
            52844
        ],
        [
            -69907,
            -65320,
            -69907,
            -399885,
            -399885,
            -134262
        ],
        [
            14,
            16,
            11,
            14,
            16,
            11
        ],
        [
            14,
            16,
            13,
            14,
            16,
            13
        ],
        [
            13,
            16,
            9,
            13,
            16,
            9
        ],
        [
            4421,
            2599,
            1822,
            4421,
            2599,
            1822
        ],
        [
            42.74334,
            42.74334,
            169.74334,
            42.74334,
            42.74334,
            169.74334
        ],
        [
            8,
            4,
            9,
            8,
            4,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433426,
            435320,
            -223552,
            -321195,
            -345067,
            -326588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4586,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568030400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759254624586,
    "expiration_time": 1765177056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "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)