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Trade: ALGO/USDT/360/MIDPOINT/HMA/9604

Strategy
ALGO/USDT/360/MIDPOINT/HMA/9604
Pair
ALGO_USDT
Interval
6h
Score
322967
Daily Profit
0.148938
Profit Factor
2.003831
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
2299.250000
Evaluation Time
2025-10-07 06:18
Expiration Time
2025-12-15 01:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315564.357 342444.5833 -26880.2264 -32997.5539 133827.8127 -166825.3666
Total P&L (%) 315.5644 342.4446 -26.8802 -32.9976 133.8278 -166.8254
Avg Daily Profit (%) 0.1372 0.1489 -0.0117 -0.0174 0.037 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110667 -117982 -82398 -158637 -111341 -142210
Profit Factor 1.4544 2.0038 0.9239 0.9561 1.3899 0.592
Total Trades 65 33 32 65 33 32
Winning Trades 31 16 15 31 16 15
Losing Trades 34 17 17 34 17 17
Profitability (%) 47.6923 48.4848 46.875 47.6923 48.4848 46.875
Ratio Avg Win / Avg Loss 1.5952 2.1291 1.0471 1.0487 1.4768 0.6709
Largest Winning Trade 162072 162072 55985 108222 108222 51242
Largest Losing Trade -48723 -48723 -43453 -63334 -49056 -63334
Avg Bars in Trades 130 98 163 130 98 163
Avg Bars in Winners 193 116 276 193 116 276
Avg Bars in Losers 72 81 64 72 81 64
Bars Traded 8486 3247 5239 8486 3247 5239
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144568 322967 -580358 -716008 -143520 -582025
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759807110571,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 143,
            "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": [
        [
            315564.3569512644,
            342444.5833164238,
            -26880.2263651593,
            -32997.5538852963,
            133827.8127160567,
            -166825.366601353
        ],
        [
            315.564357,
            342.444583,
            -26.880226,
            -32.997554,
            133.827813,
            -166.825367
        ],
        [
            0.137247,
            0.148938,
            -0.011691,
            -0.017415,
            0.03695,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110667,
            -117982,
            -82398,
            -158637,
            -111341,
            -142210
        ],
        [
            1.45441,
            2.003831,
            0.923919,
            0.956123,
            1.389941,
            0.591958
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            47.692308,
            48.484848,
            46.875,
            47.692308,
            48.484848,
            46.875
        ],
        [
            1.59516,
            2.12907,
            1.047108,
            1.048651,
            1.476813,
            0.670886
        ],
        [
            162072,
            162072,
            55985,
            108222,
            108222,
            51242
        ],
        [
            -48723,
            -48723,
            -43453,
            -63334,
            -49056,
            -63334
        ],
        [
            130,
            98,
            163,
            130,
            98,
            163
        ],
        [
            193,
            116,
            276,
            193,
            116,
            276
        ],
        [
            72,
            81,
            64,
            72,
            81,
            64
        ],
        [
            8486,
            3247,
            5239,
            8486,
            3247,
            5239
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144568,
            322967,
            -580358,
            -716008,
            -143520,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759807110571,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 143,
            "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)