← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/120/MIDPOINT/SINWMA/2605

Strategy
ALGO/USDT/120/MIDPOINT/SINWMA/2605
Pair
ALGO_USDT
Interval
2h
Score
444141
Daily Profit
0.285130
Profit Factor
1.454753
Profitability
46.623794
Streak
8.855717
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-09-29 19:32
Expiration Time
2025-12-13 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593998.0244 538826.8512 55171.1732 307648.9767 603907.8455 -296258.8688
Total P&L (%) 593.998 538.8269 55.1712 307.649 603.9078 -296.2589
Avg Daily Profit (%) 0.2851 0.2586 0.0265 0.0675 0.0937 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146285 -153591 -129651 -898090 -452139 -505528
Profit Factor 1.4548 1.8304 1.0839 1.0779 1.3138 0.8538
Total Trades 311 156 155 311 156 155
Winning Trades 145 67 78 145 67 78
Losing Trades 166 89 77 166 89 77
Profitability (%) 46.6238 42.9487 50.3226 46.6238 42.9487 50.3226
Ratio Avg Win / Avg Loss 1.6654 2.4314 1.07 1.234 1.7452 0.8429
Largest Winning Trade 279010 279010 71362 786284 786284 184932
Largest Losing Trade -39051 -25692 -39051 -299308 -157752 -299308
Avg Bars in Trades 79 69 89 79 69 89
Avg Bars in Winners 88 75 100 88 75 100
Avg Bars in Losers 71 64 78 71 64 78
Bars Traded 24702 10845 13857 24702 10845 13857
Profit Streak 8.8557 8.8557 10.3557 8.8557 8.8557 10.3557
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444141 367221 -285728 -236286 -67963 -579824
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759163533983,
    "expiration_time": 1765634140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "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": [
        [
            593998.0243734922,
            538826.8511697561,
            55171.1732037363,
            307648.9766535373,
            603907.84546937,
            -296258.8688158323
        ],
        [
            593.998024,
            538.826851,
            55.171173,
            307.648977,
            603.907845,
            -296.258869
        ],
        [
            0.28513,
            0.258647,
            0.026483,
            0.067477,
            0.093719,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146285,
            -153591,
            -129651,
            -898090,
            -452139,
            -505528
        ],
        [
            1.454753,
            1.830372,
            1.083936,
            1.07786,
            1.313766,
            0.853816
        ],
        [
            311,
            156,
            155,
            311,
            156,
            155
        ],
        [
            145,
            67,
            78,
            145,
            67,
            78
        ],
        [
            166,
            89,
            77,
            166,
            89,
            77
        ],
        [
            46.623794,
            42.948718,
            50.322581,
            46.623794,
            42.948718,
            50.322581
        ],
        [
            1.665442,
            2.43139,
            1.070039,
            1.233964,
            1.745152,
            0.84287
        ],
        [
            279010,
            279010,
            71362,
            786284,
            786284,
            184932
        ],
        [
            -39051,
            -25692,
            -39051,
            -299308,
            -157752,
            -299308
        ],
        [
            79,
            69,
            89,
            79,
            69,
            89
        ],
        [
            88,
            75,
            100,
            88,
            75,
            100
        ],
        [
            71,
            64,
            78,
            71,
            64,
            78
        ],
        [
            24702,
            10845,
            13857,
            24702,
            10845,
            13857
        ],
        [
            8.855717,
            8.855717,
            10.355717,
            8.855717,
            8.855717,
            10.355717
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444141,
            367221,
            -285728,
            -236286,
            -67963,
            -579824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759163533983,
    "expiration_time": 1765634140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "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)