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Trade: ALGO/USDT/720/PWMA/MIDPOINT/6196

Strategy
ALGO/USDT/720/PWMA/MIDPOINT/6196
Pair
ALGO_USDT
Interval
12h
Score
456293
Daily Profit
0.154285
Profit Factor
2.196283
Profitability
55.263158
Streak
138.196133
Best Strategy
Training Data Length
2295.500000
Evaluation Time
2025-10-03 07:42
Expiration Time
2025-12-10 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358752.8576 354160.7412 4592.1164 -188268.1763 218204.8545 -406473.0308
Total P&L (%) 358.7529 354.1607 4.5921 -188.2682 218.2049 -406.473
Avg Daily Profit (%) 0.1563 0.1543 0.002 0 0.0504 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245460 -154744 -178924 -495610 -94892 -431730
Profit Factor 1.5231 2.1963 1.0118 0.7836 2.0231 0.3811
Total Trades 77 38 39 77 38 39
Winning Trades 44 21 23 36 19 17
Losing Trades 33 17 16 41 19 22
Profitability (%) 57.1429 55.2632 58.9744 46.7532 50 43.5897
Ratio Avg Win / Avg Loss 1.1423 1.7779 0.7038 0.8924 2.0231 0.4932
Largest Winning Trade 141664 141664 51706 116351 103710 116351
Largest Losing Trade -118763 -69644 -118763 -274558 -59122 -274558
Avg Bars in Trades 54 74 35 54 74 35
Avg Bars in Winners 44 45 43 69 106 27
Avg Bars in Losers 68 109 24 41 41 42
Bars Traded 4203 2818 1385 4203 2818 1385
Profit Streak 138.1961 138.1961 270.6961 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35027 456293 -562615 -628318 -121696 -583250
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4591,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568462400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466545893,
    "expiration_time": 1765399536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 170,
            "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": [
        [
            358752.8575501224,
            354160.7411679864,
            4592.1163821361,
            -188268.1762819899,
            218204.8545260699,
            -406473.0308080598
        ],
        [
            358.752858,
            354.160741,
            4.592116,
            -188.268176,
            218.204855,
            -406.473031
        ],
        [
            0.156285,
            0.154285,
            0.002,
            0,
            0.050439,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245460,
            -154744,
            -178924,
            -495610,
            -94892,
            -431730
        ],
        [
            1.523132,
            2.196283,
            1.011783,
            0.783605,
            2.023131,
            0.381083
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            44,
            21,
            23,
            36,
            19,
            17
        ],
        [
            33,
            17,
            16,
            41,
            19,
            22
        ],
        [
            57.142857,
            55.263158,
            58.974359,
            46.753247,
            50,
            43.589744
        ],
        [
            1.142349,
            1.777943,
            0.703849,
            0.892439,
            2.023131,
            0.493166
        ],
        [
            141664,
            141664,
            51706,
            116351,
            103710,
            116351
        ],
        [
            -118763,
            -69644,
            -118763,
            -274558,
            -59122,
            -274558
        ],
        [
            54,
            74,
            35,
            54,
            74,
            35
        ],
        [
            44,
            45,
            43,
            69,
            106,
            27
        ],
        [
            68,
            109,
            24,
            41,
            41,
            42
        ],
        [
            4203,
            2818,
            1385,
            4203,
            2818,
            1385
        ],
        [
            138.196133,
            138.196133,
            270.696133,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35027,
            456293,
            -562615,
            -628318,
            -121696,
            -583250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4591,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568462400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466545893,
    "expiration_time": 1765399536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 170,
            "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)