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Trade: ALGO/USDT/240/SINWMA/SUPERTREND/8126

Strategy
ALGO/USDT/240/SINWMA/SUPERTREND/8126
Pair
ALGO_USDT
Interval
4h
Score
329773
Daily Profit
0.256296
Profit Factor
1.552861
Profitability
41.628959
Streak
0.000000
Best Strategy
Training Data Length
2294.830000
Evaluation Time
2025-10-03 06:19
Expiration Time
2025-12-10 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 588156.299 447693.4752 140462.8238 578500.9697 422808.4561 155692.5135
Total P&L (%) 588.1563 447.6935 140.4628 578.501 422.8085 155.6925
Avg Daily Profit (%) 0.2563 0.1951 0.0612 0.0835 0.0721 0.0409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137881 -134354 -100575 -348017 -349860 -272033
Profit Factor 1.5529 1.783 1.2854 1.1986 1.2671 1.1171
Total Trades 221 111 110 221 111 110
Winning Trades 92 45 47 92 45 47
Losing Trades 129 66 63 129 66 63
Profitability (%) 41.629 40.5405 42.7273 41.629 40.5405 42.7273
Ratio Avg Win / Avg Loss 2.1774 2.6151 1.723 1.6807 1.8585 1.4974
Largest Winning Trade 180140 180140 54213 471366 471366 150995
Largest Losing Trade -42180 -35065 -42180 -100691 -100691 -81483
Avg Bars in Trades 60 57 64 60 57 64
Avg Bars in Winners 87 79 94 87 79 94
Avg Bars in Losers 41 41 41 41 41 41
Bars Traded 13437 6330 7107 13437 6330 7107
Profit Streak 0 0 19.6385 0 0 19.6385
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329773 252829 -112622 -84104 -99612 -232503
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13769,
    "evaluation_days": 2294.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563681600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461562424,
    "expiration_time": 1765397808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 3.02801
        }
    }
}
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": [
        [
            588156.2989678808,
            447693.4751716041,
            140462.823796277,
            578500.9696775059,
            422808.4561293848,
            155692.5135481214
        ],
        [
            588.156299,
            447.693475,
            140.462824,
            578.50097,
            422.808456,
            155.692514
        ],
        [
            0.256296,
            0.195088,
            0.061208,
            0.083471,
            0.072103,
            0.040918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137881,
            -134354,
            -100575,
            -348017,
            -349860,
            -272033
        ],
        [
            1.552861,
            1.783015,
            1.285445,
            1.198641,
            1.267147,
            1.117096
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            129,
            66,
            63,
            129,
            66,
            63
        ],
        [
            41.628959,
            40.540541,
            42.727273,
            41.628959,
            40.540541,
            42.727273
        ],
        [
            2.177382,
            2.615088,
            1.723043,
            1.680702,
            1.858482,
            1.497384
        ],
        [
            180140,
            180140,
            54213,
            471366,
            471366,
            150995
        ],
        [
            -42180,
            -35065,
            -42180,
            -100691,
            -100691,
            -81483
        ],
        [
            60,
            57,
            64,
            60,
            57,
            64
        ],
        [
            87,
            79,
            94,
            87,
            79,
            94
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            13437,
            6330,
            7107,
            13437,
            6330,
            7107
        ],
        [
            0,
            0,
            19.638454,
            0,
            0,
            19.638454
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329773,
            252829,
            -112622,
            -84104,
            -99612,
            -232503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13769,
    "evaluation_days": 2294.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563681600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461562424,
    "expiration_time": 1765397808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 3.02801
        }
    }
}

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)