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Trade: ALGO/USDT/240/SINWMA/SSF/9373

Strategy
ALGO/USDT/240/SINWMA/SSF/9373
Pair
ALGO_USDT
Interval
4h
Score
304971
Daily Profit
0.231791
Profit Factor
1.775096
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
2293.500000
Evaluation Time
2025-10-01 21:01
Expiration Time
2025-12-09 13:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531612.1372 414599.1233 117013.0139 433624.4634 413736.1044 19888.359
Total P&L (%) 531.6121 414.5991 117.013 433.6245 413.7361 19.8884
Avg Daily Profit (%) 0.2318 0.1808 0.051 0.073 0.0714 0.0079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154865 -101094 -130123 -296619 -192700 -234730
Profit Factor 1.7751 2.1409 1.3629 1.3898 1.7574 1.0351
Total Trades 85 43 42 85 43 42
Winning Trades 35 17 18 35 17 18
Losing Trades 50 26 24 50 26 24
Profitability (%) 41.1765 39.5349 42.8571 41.1765 39.5349 42.8571
Ratio Avg Win / Avg Loss 2.5359 3.2744 1.8171 1.9854 2.6877 1.3802
Largest Winning Trade 197914 197914 54864 237149 237149 113110
Largest Losing Trade -32627 -32627 -32592 -86075 -60094 -86075
Avg Bars in Trades 158 143 172 158 143 172
Avg Bars in Winners 247 221 272 247 221 272
Avg Bars in Losers 95 92 98 95 92 98
Bars Traded 13430 6168 7262 13430 6168 7262
Profit Streak 0 0 47.4176 0 0 47.4176
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304971 270360 -125376 -96882 -98318 -373283
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13761,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563710400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341677784,
    "expiration_time": 1765279152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            531612.13717752,
            414599.1232750418,
            117013.0139024781,
            433624.4633968159,
            413736.1043570543,
            19888.3590397615
        ],
        [
            531.612137,
            414.599123,
            117.013014,
            433.624463,
            413.736104,
            19.888359
        ],
        [
            0.231791,
            0.180771,
            0.051019,
            0.073038,
            0.071381,
            0.007909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154865,
            -101094,
            -130123,
            -296619,
            -192700,
            -234730
        ],
        [
            1.775096,
            2.14093,
            1.362854,
            1.389802,
            1.757353,
            1.03513
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            41.176471,
            39.534884,
            42.857143,
            41.176471,
            39.534884,
            42.857143
        ],
        [
            2.535851,
            3.274363,
            1.817139,
            1.985431,
            2.687717,
            1.380174
        ],
        [
            197914,
            197914,
            54864,
            237149,
            237149,
            113110
        ],
        [
            -32627,
            -32627,
            -32592,
            -86075,
            -60094,
            -86075
        ],
        [
            158,
            143,
            172,
            158,
            143,
            172
        ],
        [
            247,
            221,
            272,
            247,
            221,
            272
        ],
        [
            95,
            92,
            98,
            95,
            92,
            98
        ],
        [
            13430,
            6168,
            7262,
            13430,
            6168,
            7262
        ],
        [
            0,
            0,
            47.417567,
            0,
            0,
            47.417567
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304971,
            270360,
            -125376,
            -96882,
            -98318,
            -373283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13761,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563710400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341677784,
    "expiration_time": 1765279152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 2
        }
    }
}

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)