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Trade: MATIC/USDT/120/SINWMA/ALMA/4281

Strategy
MATIC/USDT/120/SINWMA/ALMA/4281
Pair
MATIC_USDT
Interval
2h
Score
347737
Daily Profit
0.241769
Profit Factor
1.567922
Profitability
59.574468
Streak
516.867630
Best Strategy
Training Data Length
1703.000000
Evaluation Time
2025-10-06 15:49
Expiration Time
2024-11-10 11:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1170102.2814 139442.6561 -1309544.9375 1035299.4307 -4973710.6117 6009010.0424
Total P&L (%) -1170.1023 139.4427 -1309.5449 1035.2994 -4973.7106 6009.01
Avg Daily Profit (%) -0.6871 0.0819 -0.769 0.1428 0 0.2418
Buy And Hold Return (%) 2005.4384 2005.4384 2005.4384 2005.4384 2005.4384 2005.4384
Max Trade Drawdown -1426628 -67831 -1439238 -6973782 -5284313 -3938059
Profit Factor 0.403 1.464 0.2108 1.0489 0.5304 1.5679
Total Trades 94 47 47 94 47 47
Winning Trades 54 27 27 56 28 28
Losing Trades 40 20 20 38 19 19
Profitability (%) 57.4468 57.4468 57.4468 59.5745 59.5745 59.5745
Ratio Avg Win / Avg Loss 0.2985 1.0844 0.1561 0.7118 0.3599 1.0639
Largest Winning Trade 92096 92096 65934 9687178 1025624 9687178
Largest Losing Trade -887427 -63492 -887427 -4656190 -4656190 -3158756
Avg Bars in Trades 213 206 221 213 206 221
Avg Bars in Winners 142 149 135 151 148 154
Avg Bars in Losers 310 283 337 306 291 320
Bars Traded 20115 9707 10408 20115 9707 10408
Profit Streak 442.701 442.701 516.8676 442.701 442.701 516.8676
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578223 -246692 -578395 -333394 -578870 347737
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759754963201,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "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": [
        [
            -1170102.2813968244,
            139442.656055029,
            -1309544.9374518534,
            1035299.4307408673,
            -4973710.611701894,
            6009010.042442759
        ],
        [
            -1170.102281,
            139.442656,
            -1309.544937,
            1035.299431,
            -4973.710612,
            6009.010042
        ],
        [
            -0.687083,
            0.081881,
            -0.768964,
            0.142761,
            0,
            0.241769
        ],
        [
            2005.438402,
            2005.438402,
            2005.438402,
            2005.438402,
            2005.438402,
            2005.438402
        ],
        [
            -1426628,
            -67831,
            -1439238,
            -6973782,
            -5284313,
            -3938059
        ],
        [
            0.402971,
            1.463968,
            0.2108,
            1.048899,
            0.530407,
            1.567922
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            54,
            27,
            27,
            56,
            28,
            28
        ],
        [
            40,
            20,
            20,
            38,
            19,
            19
        ],
        [
            57.446809,
            57.446809,
            57.446809,
            59.574468,
            59.574468,
            59.574468
        ],
        [
            0.298497,
            1.08442,
            0.156148,
            0.711753,
            0.359919,
            1.063947
        ],
        [
            92096,
            92096,
            65934,
            9687178,
            1025624,
            9687178
        ],
        [
            -887427,
            -63492,
            -887427,
            -4656190,
            -4656190,
            -3158756
        ],
        [
            213,
            206,
            221,
            213,
            206,
            221
        ],
        [
            142,
            149,
            135,
            151,
            148,
            154
        ],
        [
            310,
            283,
            337,
            306,
            291,
            320
        ],
        [
            20115,
            9707,
            10408,
            20115,
            9707,
            10408
        ],
        [
            442.700963,
            442.700963,
            516.86763,
            442.700963,
            442.700963,
            516.86763
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578223,
            -246692,
            -578395,
            -333394,
            -578870,
            347737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759754963201,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "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)