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Trade: ALGO/USDT/120/ALMA/SINWMA/4928

Strategy
ALGO/USDT/120/ALMA/SINWMA/4928
Pair
ALGO_USDT
Interval
2h
Score
321044
Daily Profit
0.162567
Profit Factor
1.215544
Profitability
43.584071
Streak
15.655893
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-07 16:44
Expiration Time
2025-12-21 13:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338599.5992 326909.953 11689.6462 -7428.2617 37290.15 -44718.4117
Total P&L (%) 338.5996 326.91 11.6896 -7.4283 37.2902 -44.7184
Avg Daily Profit (%) 0.1626 0.157 0.0056 -0.0037 0.0152 -0.0285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140732 -176209 -90448 -326969 -375454 -179146
Profit Factor 1.2155 1.3938 1.0158 0.9967 1.0304 0.9575
Total Trades 452 226 226 452 226 226
Winning Trades 197 89 108 197 89 108
Losing Trades 255 137 118 255 137 118
Profitability (%) 43.5841 39.3805 47.7876 43.5841 39.3805 47.7876
Ratio Avg Win / Avg Loss 1.5734 2.1456 1.1098 1.2902 1.5861 1.0462
Largest Winning Trade 143427 143427 47336 142856 142856 53525
Largest Losing Trade -34256 -34256 -27409 -97164 -97164 -53713
Avg Bars in Trades 54 54 55 54 54 55
Avg Bars in Winners 75 79 73 75 79 73
Avg Bars in Losers 38 38 38 38 38 38
Bars Traded 24704 12263 12441 24704 12263 12441
Profit Streak 15.6559 15.6559 18.0726 15.6559 15.6559 18.0726
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321044 219588 -501373 -578173 -363926 -578780
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580277600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844669205,
    "expiration_time": 1766316844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "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": [
        [
            338599.5991692561,
            326909.952959218,
            11689.646210038,
            -7428.2616737483,
            37290.1500480524,
            -44718.4117218007
        ],
        [
            338.599599,
            326.909953,
            11.689646,
            -7.428262,
            37.29015,
            -44.718412
        ],
        [
            0.162567,
            0.156955,
            0.005612,
            -0.003706,
            0.015217,
            -0.028454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140732,
            -176209,
            -90448,
            -326969,
            -375454,
            -179146
        ],
        [
            1.215544,
            1.393841,
            1.015779,
            0.996744,
            1.030356,
            0.95754
        ],
        [
            452,
            226,
            226,
            452,
            226,
            226
        ],
        [
            197,
            89,
            108,
            197,
            89,
            108
        ],
        [
            255,
            137,
            118,
            255,
            137,
            118
        ],
        [
            43.584071,
            39.380531,
            47.787611,
            43.584071,
            39.380531,
            47.787611
        ],
        [
            1.57342,
            2.145576,
            1.109832,
            1.290202,
            1.586053,
            1.046201
        ],
        [
            143427,
            143427,
            47336,
            142856,
            142856,
            53525
        ],
        [
            -34256,
            -34256,
            -27409,
            -97164,
            -97164,
            -53713
        ],
        [
            54,
            54,
            55,
            54,
            54,
            55
        ],
        [
            75,
            79,
            73,
            75,
            79,
            73
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            24704,
            12263,
            12441,
            24704,
            12263,
            12441
        ],
        [
            15.655893,
            15.655893,
            18.07256,
            15.655894,
            15.655894,
            18.07256
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321044,
            219588,
            -501373,
            -578173,
            -363926,
            -578780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580277600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844669205,
    "expiration_time": 1766316844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "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)