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Trade: ALGO/USDT/720/WMA/HILO/3699

Strategy
ALGO/USDT/720/WMA/HILO/3699
Pair
ALGO_USDT
Interval
12h
Score
529989
Daily Profit
0.264235
Profit Factor
1.894590
Profitability
55.303030
Streak
30.770603
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 605758.732 434740.3331 171018.3989 1282152.3026 772268.7506 509883.552
Total P&L (%) 605.7587 434.7403 171.0184 1282.1523 772.2688 509.8836
Avg Daily Profit (%) 0.2642 0.1896 0.0746 0.1146 0.0945 0.0789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127349 -131073 -70457 -1242704 -790803 -630637
Profit Factor 1.8946 2.2828 1.5056 1.3165 1.3641 1.2642
Total Trades 132 66 66 132 66 66
Winning Trades 73 32 41 73 32 41
Losing Trades 59 34 25 59 34 25
Profitability (%) 55.303 48.4848 62.1212 55.303 48.4848 62.1212
Ratio Avg Win / Avg Loss 1.5312 2.4255 0.9181 1.064 1.4493 0.7709
Largest Winning Trade 187422 187422 53811 1310221 1310221 386617
Largest Losing Trade -33914 -29273 -33914 -381483 -238910 -381483
Avg Bars in Trades 33 24 42 33 24 42
Avg Bars in Winners 43 32 52 43 32 52
Avg Bars in Losers 21 17 26 21 17 26
Bars Traded 4446 1644 2802 4446 1644 2802
Profit Streak 30.7706 30.7706 79.2706 30.7706 30.7706 79.2706
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529989 -111612 -214860 -36835 -189374 -210183
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": 1565827200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213780109,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 109,
            "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": [
        [
            605758.7319920199,
            434740.3330640222,
            171018.3989279979,
            1282152.3025670922,
            772268.7505773489,
            509883.5519897426
        ],
        [
            605.758732,
            434.740333,
            171.018399,
            1282.152303,
            772.268751,
            509.883552
        ],
        [
            0.264235,
            0.189636,
            0.074599,
            0.114623,
            0.094523,
            0.078901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127349,
            -131073,
            -70457,
            -1242704,
            -790803,
            -630637
        ],
        [
            1.89459,
            2.282836,
            1.505604,
            1.316531,
            1.364093,
            1.264248
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            55.30303,
            48.484848,
            62.121212,
            55.30303,
            48.484848,
            62.121212
        ],
        [
            1.531244,
            2.425513,
            0.918051,
            1.064045,
            1.449348,
            0.770883
        ],
        [
            187422,
            187422,
            53811,
            1310221,
            1310221,
            386617
        ],
        [
            -33914,
            -29273,
            -33914,
            -381483,
            -238910,
            -381483
        ],
        [
            33,
            24,
            42,
            33,
            24,
            42
        ],
        [
            43,
            32,
            52,
            43,
            32,
            52
        ],
        [
            21,
            17,
            26,
            21,
            17,
            26
        ],
        [
            4446,
            1644,
            2802,
            4446,
            1644,
            2802
        ],
        [
            30.770603,
            30.770603,
            79.270603,
            30.770603,
            30.770603,
            79.270603
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529989,
            -111612,
            -214860,
            -36835,
            -189374,
            -210183
        ]
    ]
}
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": 1565827200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213780109,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 109,
            "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)