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Trade: MATIC/USDT/120/SINWMA/ALMA/5673

Strategy
MATIC/USDT/120/SINWMA/ALMA/5673
Pair
MATIC_USDT
Interval
2h
Score
371226
Daily Profit
0.258498
Profit Factor
1.757189
Profitability
54.347826
Streak
565.840062
Best Strategy
Training Data Length
1703.000000
Evaluation Time
2025-10-05 19:09
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 -1411238.384 80695.6628 -1491934.0467 166823.8436 -7850098.9423 8016922.7859
Total P&L (%) -1411.2384 80.6957 -1491.934 166.8238 -7850.0989 8016.9228
Avg Daily Profit (%) -0.8287 0.0474 -0.8761 0.0576 0 0.2585
Buy And Hold Return (%) 2142.3168 2142.3168 2142.3168 2142.3168 2142.3168 2142.3168
Max Trade Drawdown -1601690 -126094 -1583609 -8650356 -8192777 -4997129
Profit Factor 0.315 1.2726 0.1544 1.0082 0.2026 1.7572
Total Trades 92 46 46 92 46 46
Winning Trades 52 26 26 48 23 25
Losing Trades 40 20 20 44 23 21
Profitability (%) 56.5217 56.5217 56.5217 52.1739 50 54.3478
Ratio Avg Win / Avg Loss 0.2423 0.9789 0.1187 0.9242 0.2026 1.476
Largest Winning Trade 62994 45848 62994 16823002 735272 16823002
Largest Losing Trade -1249292 -59710 -1249292 -4580137 -3273005 -4580137
Avg Bars in Trades 215 214 217 215 214 217
Avg Bars in Winners 99 97 101 110 102 117
Avg Bars in Losers 367 366 369 331 326 336
Bars Traded 19870 9861 10009 19870 9861 10009
Profit Streak 411.0901 0 565.8401 411.0901 0 565.8401
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579101 -296236 -578491 -493823 -580704 371226
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580234400000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759680581327,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 210,
            "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": [
        [
            -1411238.3839786786,
            80695.6627595164,
            -1491934.0467381952,
            166823.8436094088,
            -7850098.94230686,
            8016922.785916267
        ],
        [
            -1411.238384,
            80.695663,
            -1491.934047,
            166.823844,
            -7850.098942,
            8016.922786
        ],
        [
            -0.828678,
            0.047384,
            -0.876062,
            0.057645,
            0,
            0.258498
        ],
        [
            2142.316785,
            2142.316785,
            2142.316785,
            2142.316785,
            2142.316785,
            2142.316785
        ],
        [
            -1601690,
            -126094,
            -1583609,
            -8650356,
            -8192777,
            -4997129
        ],
        [
            0.315044,
            1.272583,
            0.154374,
            1.008165,
            0.202605,
            1.757189
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            52,
            26,
            26,
            48,
            23,
            25
        ],
        [
            40,
            20,
            20,
            44,
            23,
            21
        ],
        [
            56.521739,
            56.521739,
            56.521739,
            52.173913,
            50,
            54.347826
        ],
        [
            0.242342,
            0.97891,
            0.118749,
            0.924151,
            0.202605,
            1.476038
        ],
        [
            62994,
            45848,
            62994,
            16823002,
            735272,
            16823002
        ],
        [
            -1249292,
            -59710,
            -1249292,
            -4580137,
            -3273005,
            -4580137
        ],
        [
            215,
            214,
            217,
            215,
            214,
            217
        ],
        [
            99,
            97,
            101,
            110,
            102,
            117
        ],
        [
            367,
            366,
            369,
            331,
            326,
            336
        ],
        [
            19870,
            9861,
            10009,
            19870,
            9861,
            10009
        ],
        [
            411.090062,
            0,
            565.840062,
            411.090062,
            0,
            565.840062
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579101,
            -296236,
            -578491,
            -493823,
            -580704,
            371226
        ]
    ]
}
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": 1580234400000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759680581327,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 210,
            "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)