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Trade: ALGO/USDT/120/HMA/HMA/1578

Strategy
ALGO/USDT/120/HMA/HMA/1578
Pair
ALGO_USDT
Interval
2h
Score
312840
Daily Profit
0.190436
Profit Factor
1.283560
Profitability
43.119266
Streak
25.459218
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 06:01
Expiration Time
2025-12-25 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396740.3173 330073.3935 66666.9239 108272.3952 280572.893 -172300.4978
Total P&L (%) 396.7403 330.0734 66.6669 108.2724 280.5729 -172.3005
Avg Daily Profit (%) 0.1904 0.1584 0.032 0.0352 0.0642 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134081 -99291 -143503 -856584 -786926 -882537
Profit Factor 1.2836 1.5249 1.0865 1.0163 1.0956 0.9535
Total Trades 327 164 163 327 164 163
Winning Trades 141 67 74 141 67 74
Losing Trades 186 97 89 186 97 89
Profitability (%) 43.1193 40.8537 45.3988 43.1193 40.8537 45.3988
Ratio Avg Win / Avg Loss 1.6932 2.2077 1.3068 1.3407 1.5862 1.1467
Largest Winning Trade 106443 106443 57353 316045 316045 204358
Largest Losing Trade -45929 -19570 -45929 -254765 -178653 -254765
Avg Bars in Trades 75 80 70 75 80 70
Avg Bars in Winners 104 111 97 104 111 97
Avg Bars in Losers 53 58 48 53 58 48
Bars Traded 24669 13150 11519 24669 13150 11519
Profit Streak 25.4592 25.4592 49.1259 25.4592 25.4592 49.1259
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312840 256479 -276188 -348365 -224159 -579612
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580083200000,
    "first_datapoint_time": 1581919200000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151676455,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 88,
            "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": [
        [
            396740.3173085398,
            330073.3934506924,
            66666.9238578476,
            108272.395201402,
            280572.8930390734,
            -172300.4978376714
        ],
        [
            396.740317,
            330.073393,
            66.666924,
            108.272395,
            280.572893,
            -172.300498
        ],
        [
            0.190436,
            0.158435,
            0.032,
            0.035223,
            0.064173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134081,
            -99291,
            -143503,
            -856584,
            -786926,
            -882537
        ],
        [
            1.28356,
            1.52489,
            1.086547,
            1.016316,
            1.095645,
            0.953461
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            141,
            67,
            74,
            141,
            67,
            74
        ],
        [
            186,
            97,
            89,
            186,
            97,
            89
        ],
        [
            43.119266,
            40.853659,
            45.398773,
            43.119266,
            40.853659,
            45.398773
        ],
        [
            1.693206,
            2.207676,
            1.306793,
            1.340673,
            1.586233,
            1.146731
        ],
        [
            106443,
            106443,
            57353,
            316045,
            316045,
            204358
        ],
        [
            -45929,
            -19570,
            -45929,
            -254765,
            -178653,
            -254765
        ],
        [
            75,
            80,
            70,
            75,
            80,
            70
        ],
        [
            104,
            111,
            97,
            104,
            111,
            97
        ],
        [
            53,
            58,
            48,
            53,
            58,
            48
        ],
        [
            24669,
            13150,
            11519,
            24669,
            13150,
            11519
        ],
        [
            25.459218,
            25.459218,
            49.125885,
            25.459218,
            25.459218,
            49.125885
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312840,
            256479,
            -276188,
            -348365,
            -224159,
            -579612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580083200000,
    "first_datapoint_time": 1581919200000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151676455,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 88,
            "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)