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Trade: ALGO/USDT/240/RMA/HWMA/7553

Strategy
ALGO/USDT/240/RMA/HWMA/7553
Pair
ALGO_USDT
Interval
4h
Score
322588
Daily Profit
0.297093
Profit Factor
1.435443
Profitability
37.443946
Streak
12.060914
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-03 08:27
Expiration Time
2025-12-11 02:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 681827.7554 475048.4297 206779.3257 1219942.0191 785177.7314 434764.2877
Total P&L (%) 681.8278 475.0484 206.7793 1219.942 785.1777 434.7643
Avg Daily Profit (%) 0.2971 0.207 0.0901 0.1125 0.0951 0.0731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151744 -187674 -125026 -886226 -708153 -559717
Profit Factor 1.4354 1.5978 1.2681 1.1781 1.2082 1.1412
Total Trades 446 223 223 446 223 223
Winning Trades 167 74 93 167 74 93
Losing Trades 279 149 130 279 149 130
Profitability (%) 37.4439 33.1839 41.704 37.4439 33.1839 41.704
Ratio Avg Win / Avg Loss 2.3981 3.2173 1.7726 1.9682 2.4328 1.5952
Largest Winning Trade 202362 202362 57918 835059 835059 287937
Largest Losing Trade -35937 -16584 -35937 -177889 -162226 -177889
Avg Bars in Trades 30 29 32 30 29 32
Avg Bars in Winners 50 52 49 50 52 49
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 13703 6562 7141 13703 6562 7141
Profit Streak 12.0609 0 14.5609 12.0609 0 14.5609
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322588 181642 -73696 -67830 -70657 -161475
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13770,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561392000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759469262984,
    "expiration_time": 1765412640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            681827.7553872336,
            475048.4297335231,
            206779.3256537113,
            1219942.019112054,
            785177.7313837126,
            434764.287728342
        ],
        [
            681.827755,
            475.04843,
            206.779326,
            1219.942019,
            785.177731,
            434.764288
        ],
        [
            0.297093,
            0.206993,
            0.0901,
            0.112489,
            0.095061,
            0.073084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151744,
            -187674,
            -125026,
            -886226,
            -708153,
            -559717
        ],
        [
            1.435443,
            1.597836,
            1.268122,
            1.178109,
            1.208245,
            1.141205
        ],
        [
            446,
            223,
            223,
            446,
            223,
            223
        ],
        [
            167,
            74,
            93,
            167,
            74,
            93
        ],
        [
            279,
            149,
            130,
            279,
            149,
            130
        ],
        [
            37.443946,
            33.183857,
            41.704036,
            37.443946,
            33.183857,
            41.704036
        ],
        [
            2.398135,
            3.217265,
            1.772644,
            1.968219,
            2.432819,
            1.595233
        ],
        [
            202362,
            202362,
            57918,
            835059,
            835059,
            287937
        ],
        [
            -35937,
            -16584,
            -35937,
            -177889,
            -162226,
            -177889
        ],
        [
            30,
            29,
            32,
            30,
            29,
            32
        ],
        [
            50,
            52,
            49,
            50,
            52,
            49
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            13703,
            6562,
            7141,
            13703,
            6562,
            7141
        ],
        [
            12.060914,
            0,
            14.560914,
            12.060914,
            0,
            14.560914
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322588,
            181642,
            -73696,
            -67830,
            -70657,
            -161475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13770,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561392000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759469262984,
    "expiration_time": 1765412640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)