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Trade: ALGO/USDT/720/TEMA/SINWMA/3358

Strategy
ALGO/USDT/720/TEMA/SINWMA/3358
Pair
ALGO_USDT
Interval
12h
Score
307303
Daily Profit
0.203138
Profit Factor
2.641242
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2292.500000
Evaluation Time
2025-09-30 09:29
Expiration Time
2025-12-07 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556443.8055 465693.7409 90750.0646 528382.052 841083.4678 -312701.4158
Total P&L (%) 556.4438 465.6937 90.7501 528.3821 841.0835 -312.7014
Avg Daily Profit (%) 0.2427 0.2031 0.0396 0.0802 0.0978 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169433 -163650 -65311 -877376 -831007 -573407
Profit Factor 2.0664 2.6412 1.3812 1.2021 1.6362 0.7581
Total Trades 65 33 32 65 33 32
Winning Trades 27 13 14 27 13 14
Losing Trades 38 20 18 38 20 18
Profitability (%) 41.5385 39.3939 43.75 41.5385 39.3939 43.75
Ratio Avg Win / Avg Loss 2.9083 4.0634 1.7759 1.6918 2.5172 0.9748
Largest Winning Trade 232125 232125 55174 660810 660810 191086
Largest Losing Trade -50627 -44527 -50627 -478675 -266062 -478675
Avg Bars in Trades 65 74 55 65 74 55
Avg Bars in Winners 89 97 81 89 97 81
Avg Bars in Losers 47 58 35 47 58 35
Bars Traded 4226 2442 1784 4226 2442 1784
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127236 307303 -140796 -224420 -62988 -583240
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570536000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213782506,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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": [
        [
            556443.8054816335,
            465693.7408980493,
            90750.0645835842,
            528382.0519847764,
            841083.4678233064,
            -312701.41583853
        ],
        [
            556.443805,
            465.693741,
            90.750065,
            528.382052,
            841.083468,
            -312.701416
        ],
        [
            0.242724,
            0.203138,
            0.039586,
            0.080206,
            0.097839,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169433,
            -163650,
            -65311,
            -877376,
            -831007,
            -573407
        ],
        [
            2.066397,
            2.641242,
            1.381217,
            1.202056,
            1.636174,
            0.758146
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            41.538462,
            39.393939,
            43.75,
            41.538462,
            39.393939,
            43.75
        ],
        [
            2.908262,
            4.063449,
            1.775851,
            1.691782,
            2.517191,
            0.974759
        ],
        [
            232125,
            232125,
            55174,
            660810,
            660810,
            191086
        ],
        [
            -50627,
            -44527,
            -50627,
            -478675,
            -266062,
            -478675
        ],
        [
            65,
            74,
            55,
            65,
            74,
            55
        ],
        [
            89,
            97,
            81,
            89,
            97,
            81
        ],
        [
            47,
            58,
            35,
            47,
            58,
            35
        ],
        [
            4226,
            2442,
            1784,
            4226,
            2442,
            1784
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127236,
            307303,
            -140796,
            -224420,
            -62988,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570536000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213782506,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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)