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Trade: ALGO/USDT/720/SWMA/JMA/2701

Strategy
ALGO/USDT/720/SWMA/JMA/2701
Pair
ALGO_USDT
Interval
12h
Score
342101
Daily Profit
0.149913
Profit Factor
1.983818
Profitability
45.161290
Streak
160.696085
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 352089.4141 344125.5541 7963.86 -36722.1589 -15902.6428 -20819.5161
Total P&L (%) 352.0894 344.1256 7.9639 -36.7222 -15.9026 -20.8195
Avg Daily Profit (%) 0.1534 0.1499 0.0035 -0.0199 -0.0075 -0.0102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132473 -142356 -137488 -65443 -55951 -66257
Profit Factor 1.5816 1.9838 1.0312 0.8562 0.8978 0.7912
Total Trades 61 31 30 61 31 30
Winning Trades 32 14 18 32 14 18
Losing Trades 29 17 12 29 17 12
Profitability (%) 52.459 45.1613 60 52.459 45.1613 60
Ratio Avg Win / Avg Loss 1.4333 2.4089 0.6874 0.7759 1.0902 0.5275
Largest Winning Trade 245738 245738 59151 54490 54490 15298
Largest Losing Trade -51520 -44171 -51520 -38782 -38782 -24178
Avg Bars in Trades 72 78 66 72 78 66
Avg Bars in Winners 93 112 79 93 112 79
Avg Bars in Losers 49 50 47 49 50 47
Bars Traded 4428 2430 1997 4428 2430 1997
Profit Streak 160.6961 160.6961 577.6961 160.6961 160.6961 577.6961
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155688 342101 -539276 -745493 -580455 -578178
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": 1567382400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466541742,
    "expiration_time": 1765399536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "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": [
        [
            352089.4140873242,
            344125.5540860014,
            7963.8600013228,
            -36722.158874873,
            -15902.6428227399,
            -20819.5160521331
        ],
        [
            352.089414,
            344.125554,
            7.96386,
            -36.722159,
            -15.902643,
            -20.819516
        ],
        [
            0.153382,
            0.149913,
            0.003469,
            -0.019934,
            -0.007545,
            -0.010169
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132473,
            -142356,
            -137488,
            -65443,
            -55951,
            -66257
        ],
        [
            1.581621,
            1.983818,
            1.031161,
            0.856162,
            0.897796,
            0.791188
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            52.459016,
            45.16129,
            60,
            52.459016,
            45.16129,
            60
        ],
        [
            1.433344,
            2.408921,
            0.687441,
            0.775896,
            1.09018,
            0.527459
        ],
        [
            245738,
            245738,
            59151,
            54490,
            54490,
            15298
        ],
        [
            -51520,
            -44171,
            -51520,
            -38782,
            -38782,
            -24178
        ],
        [
            72,
            78,
            66,
            72,
            78,
            66
        ],
        [
            93,
            112,
            79,
            93,
            112,
            79
        ],
        [
            49,
            50,
            47,
            49,
            50,
            47
        ],
        [
            4428,
            2430,
            1997,
            4428,
            2430,
            1997
        ],
        [
            160.696085,
            160.696085,
            577.696085,
            160.696085,
            160.696085,
            577.696085
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155688,
            342101,
            -539276,
            -745493,
            -580455,
            -578178
        ]
    ]
}
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": 1567382400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466541742,
    "expiration_time": 1765399536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "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)