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Trade: ALGO/USDT/240/SINWMA/HILO/3241

Strategy
ALGO/USDT/240/SINWMA/HILO/3241
Pair
ALGO_USDT
Interval
4h
Score
303156
Daily Profit
0.197798
Profit Factor
1.377624
Profitability
42.281879
Streak
14.388453
Best Strategy
Training Data Length
2297.500000
Evaluation Time
2025-10-05 20:19
Expiration Time
2025-12-13 16:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454439.8385 391629.2589 62810.5796 62926.4206 191367.2158 -128440.7952
Total P&L (%) 454.4398 391.6293 62.8106 62.9264 191.3672 -128.4408
Avg Daily Profit (%) 0.1978 0.1705 0.0273 0.0212 0.0466 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109093 -137387 -154072 -273104 -133567 -256252
Profit Factor 1.3776 1.6802 1.1001 1.0399 1.2625 0.8483
Total Trades 298 149 149 298 149 149
Winning Trades 126 60 66 126 60 66
Losing Trades 172 89 83 172 89 83
Profitability (%) 42.2819 40.2685 44.2953 42.2819 40.2685 44.2953
Ratio Avg Win / Avg Loss 1.8806 2.4923 1.3834 1.4196 1.8727 1.0668
Largest Winning Trade 275001 275001 65771 188753 188753 86645
Largest Losing Trade -39786 -22260 -39786 -90053 -53800 -90053
Avg Bars in Trades 45 38 52 45 38 52
Avg Bars in Winners 65 49 78 65 49 78
Avg Bars in Losers 31 30 31 31 30 31
Bars Traded 13523 5742 7780 13523 5742 7780
Profit Streak 14.3885 0 41.5551 14.3885 0 41.5551
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303156 237867 -268235 -342392 -133707 -580065
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13785,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562702400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759684762378,
    "expiration_time": 1765635120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            454439.8384753877,
            391629.2588570463,
            62810.5796183415,
            62926.4206035696,
            191367.2157644303,
            -128440.7951608606
        ],
        [
            454.439838,
            391.629259,
            62.81058,
            62.926421,
            191.367216,
            -128.440795
        ],
        [
            0.197798,
            0.170459,
            0.027339,
            0.021248,
            0.046558,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109093,
            -137387,
            -154072,
            -273104,
            -133567,
            -256252
        ],
        [
            1.377624,
            1.680193,
            1.100072,
            1.039939,
            1.262497,
            0.848277
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            126,
            60,
            66,
            126,
            60,
            66
        ],
        [
            172,
            89,
            83,
            172,
            89,
            83
        ],
        [
            42.281879,
            40.268456,
            44.295302,
            42.281879,
            40.268456,
            44.295302
        ],
        [
            1.880567,
            2.492287,
            1.383423,
            1.419599,
            1.872704,
            1.066772
        ],
        [
            275001,
            275001,
            65771,
            188753,
            188753,
            86645
        ],
        [
            -39786,
            -22260,
            -39786,
            -90053,
            -53800,
            -90053
        ],
        [
            45,
            38,
            52,
            45,
            38,
            52
        ],
        [
            65,
            49,
            78,
            65,
            49,
            78
        ],
        [
            31,
            30,
            31,
            31,
            30,
            31
        ],
        [
            13523,
            5742,
            7780,
            13523,
            5742,
            7780
        ],
        [
            14.388453,
            0,
            41.55512,
            14.388453,
            0,
            41.55512
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303156,
            237867,
            -268235,
            -342392,
            -133707,
            -580065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13785,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562702400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759684762378,
    "expiration_time": 1765635120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)