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Trade: ALGO/USDT/720/SWMA/SMA/5455

Strategy
ALGO/USDT/720/SWMA/SMA/5455
Pair
ALGO_USDT
Interval
12h
Score
339159
Daily Profit
0.295337
Profit Factor
2.081850
Profitability
40.659341
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 03:38
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 675435.1891 498893.2497 176541.9394 1740971.6837 1092901.8972 648069.7865
Total P&L (%) 675.4352 498.8933 176.5419 1740.9717 1092.9019 648.0698
Avg Daily Profit (%) 0.2953 0.2181 0.0772 0.1274 0.1085 0.088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138404 -91842 -97786 -341802 -317955 -225140
Profit Factor 2.0819 2.442 1.6342 1.8954 1.9882 1.7729
Total Trades 91 46 45 91 46 45
Winning Trades 37 18 19 37 18 19
Losing Trades 54 28 26 54 28 26
Profitability (%) 40.6593 39.1304 42.2222 40.6593 39.1304 42.2222
Ratio Avg Win / Avg Loss 3.0384 3.7987 2.2363 2.7662 3.0928 2.4261
Largest Winning Trade 216639 216639 56426 583452 583452 359406
Largest Losing Trade -28290 -28290 -25236 -205391 -205391 -182885
Avg Bars in Trades 49 44 53 49 44 53
Avg Bars in Winners 79 72 85 79 72 85
Avg Bars in Losers 28 26 30 28 26 30
Bars Traded 4476 2052 2424 4476 2052 2424
Profit Streak 0 0 43.0268 0 0 43.0268
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339159 297932 -89193 -22250 -48161 -74063

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563710400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933516284,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 19,
            "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": [
        [
            675435.1891418953,
            498893.2497437767,
            176541.9393981184,
            1740971.6836724272,
            1092901.8971676033,
            648069.7865048242
        ],
        [
            675.435189,
            498.89325,
            176.541939,
            1740.971684,
            1092.901897,
            648.069787
        ],
        [
            0.295337,
            0.218143,
            0.077194,
            0.127448,
            0.108453,
            0.088028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138404,
            -91842,
            -97786,
            -341802,
            -317955,
            -225140
        ],
        [
            2.08185,
            2.442017,
            1.634212,
            1.895374,
            1.988199,
            1.772934
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            40.659341,
            39.130435,
            42.222222,
            40.659341,
            39.130435,
            42.222222
        ],
        [
            3.038376,
            3.798694,
            2.23629,
            2.766221,
            3.092754,
            2.42612
        ],
        [
            216639,
            216639,
            56426,
            583452,
            583452,
            359406
        ],
        [
            -28290,
            -28290,
            -25236,
            -205391,
            -205391,
            -182885
        ],
        [
            49,
            44,
            53,
            49,
            44,
            53
        ],
        [
            79,
            72,
            85,
            79,
            72,
            85
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            4476,
            2052,
            2424,
            4476,
            2052,
            2424
        ],
        [
            0,
            0,
            43.026809,
            0,
            0,
            43.026809
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339159,
            297932,
            -89193,
            -22250,
            -48161,
            -74063
        ]
    ]
}
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": 1563710400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933516284,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 19,
            "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)