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Trade: ALGO/USDT/120/EMA/SINWMA/3904

Strategy
ALGO/USDT/120/EMA/SINWMA/3904
Pair
ALGO_USDT
Interval
2h
Score
320255
Daily Profit
0.173672
Profit Factor
1.414822
Profitability
47.972973
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 23:57
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361671.7028 361231.3481 440.3547 -6437.9401 110199.4462 -116637.3862
Total P&L (%) 361.6717 361.2313 0.4404 -6.4379 110.1994 -116.6374
Avg Daily Profit (%) 0.1737 0.1735 0.0002 -0.0032 0.0357 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117550 -123233 -130206 -242363 -136690 -209866
Profit Factor 1.4148 1.7807 1.0011 0.9945 1.1933 0.8056
Total Trades 148 74 74 148 74 74
Winning Trades 71 35 36 71 35 36
Losing Trades 77 39 38 77 39 38
Profitability (%) 47.973 47.2973 48.6486 47.973 47.2973 48.6486
Ratio Avg Win / Avg Loss 1.5344 1.9842 1.0567 1.0785 1.3297 0.8503
Largest Winning Trade 162317 162317 54288 148026 148026 89449
Largest Losing Trade -57439 -53537 -57439 -192952 -100947 -192952
Avg Bars in Trades 166 146 185 166 146 185
Avg Bars in Winners 197 160 233 197 160 233
Avg Bars in Losers 137 134 140 137 134 140
Bars Traded 24608 10849 13759 24608 10849 13759
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 320255 -54737 -642630 -579508 -218616 -645761

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580378400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920234602,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 118,
            "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": [
        [
            361671.7028206609,
            361231.3481288312,
            440.3546918299,
            -6437.9400588524,
            110199.4461682551,
            -116637.3862271074
        ],
        [
            361.671703,
            361.231348,
            0.440355,
            -6.43794,
            110.199446,
            -116.637386
        ],
        [
            0.173672,
            0.17346,
            0.000211,
            -0.003195,
            0.035679,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117550,
            -123233,
            -130206,
            -242363,
            -136690,
            -209866
        ],
        [
            1.414822,
            1.780723,
            1.001076,
            0.994497,
            1.193322,
            0.805557
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            47.972973,
            47.297297,
            48.648649,
            47.972973,
            47.297297,
            48.648649
        ],
        [
            1.534384,
            1.984235,
            1.056692,
            1.078539,
            1.329701,
            0.85031
        ],
        [
            162317,
            162317,
            54288,
            148026,
            148026,
            89449
        ],
        [
            -57439,
            -53537,
            -57439,
            -192952,
            -100947,
            -192952
        ],
        [
            166,
            146,
            185,
            166,
            146,
            185
        ],
        [
            197,
            160,
            233,
            197,
            160,
            233
        ],
        [
            137,
            134,
            140,
            137,
            134,
            140
        ],
        [
            24608,
            10849,
            13759,
            24608,
            10849,
            13759
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320255,
            -54737,
            -642630,
            -579508,
            -218616,
            -645761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580378400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920234602,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 118,
            "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)