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Trade: ALGO/USDT/720/PWMA/HILO/3903

Strategy
ALGO/USDT/720/PWMA/HILO/3903
Pair
ALGO_USDT
Interval
12h
Score
445538
Daily Profit
0.225306
Profit Factor
1.556271
Profitability
50.802139
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 05:36
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 515274.366 379558.28 135716.086 603937.9842 650858.7878 -46920.8036
Total P&L (%) 515.2744 379.5583 135.7161 603.938 650.8588 -46.9208
Avg Daily Profit (%) 0.2253 0.166 0.0593 0.0854 0.0882 -0.0277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215679 -160386 -146473 -825467 -549197 -520146
Profit Factor 1.5563 1.8503 1.2828 1.2135 1.477 0.968
Total Trades 187 94 93 187 94 93
Winning Trades 95 45 50 95 45 50
Losing Trades 92 49 43 92 49 43
Profitability (%) 50.8021 47.8723 53.7634 50.8021 47.8723 53.7634
Ratio Avg Win / Avg Loss 1.5071 2.0148 1.1032 1.1752 1.6083 0.8324
Largest Winning Trade 184430 184430 61628 368720 368720 157550
Largest Losing Trade -30335 -26401 -30335 -164932 -124397 -164932
Avg Bars in Trades 23 20 27 23 20 27
Avg Bars in Winners 29 24 33 29 24 33
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 4478 1920 2558 4478 1920 2558
Profit Streak 0 0 29.1083 0 0 29.1083
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445538 359591 -112704 -77650 -73377 -579778

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854160636,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            515274.3659992571,
            379558.2800321422,
            135716.0859671146,
            603937.9841575606,
            650858.7877622205,
            -46920.8036046598
        ],
        [
            515.274366,
            379.55828,
            135.716086,
            603.937984,
            650.858788,
            -46.920804
        ],
        [
            0.225306,
            0.165963,
            0.059342,
            0.085367,
            0.088191,
            -0.027691
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215679,
            -160386,
            -146473,
            -825467,
            -549197,
            -520146
        ],
        [
            1.556271,
            1.850307,
            1.282787,
            1.21351,
            1.477045,
            0.967956
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            95,
            45,
            50,
            95,
            45,
            50
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            50.802139,
            47.87234,
            53.763441,
            50.802139,
            47.87234,
            53.763441
        ],
        [
            1.507126,
            2.014779,
            1.103197,
            1.175188,
            1.608338,
            0.832442
        ],
        [
            184430,
            184430,
            61628,
            368720,
            368720,
            157550
        ],
        [
            -30335,
            -26401,
            -30335,
            -164932,
            -124397,
            -164932
        ],
        [
            23,
            20,
            27,
            23,
            20,
            27
        ],
        [
            29,
            24,
            33,
            29,
            24,
            33
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            4478,
            1920,
            2558,
            4478,
            1920,
            2558
        ],
        [
            0,
            0,
            29.108341,
            0,
            0,
            29.108341
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445538,
            359591,
            -112704,
            -77650,
            -73377,
            -579778
        ]
    ]
}
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": 1563494400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854160636,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)