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Trade: ALGO/USDT/480/HWMA/EMA/2470

Strategy
ALGO/USDT/480/HWMA/EMA/2470
Pair
ALGO_USDT
Interval
8h
Score
414704
Daily Profit
0.224882
Profit Factor
1.884759
Profitability
48.514851
Streak
0.000000
Best Strategy
Training Data Length
2292.670000
Evaluation Time
2025-09-30 13:34
Expiration Time
2025-12-08 04:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 515581.0157 456872.5823 58708.4333 117813.1841 285961.657 -168148.4728
Total P&L (%) 515.581 456.8726 58.7084 117.8132 285.9617 -168.1485
Avg Daily Profit (%) 0.2249 0.1993 0.0256 0.034 0.0589 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138132 -79860 -86931 -518065 -192262 -501280
Profit Factor 1.8848 2.5777 1.2003 1.0884 1.5379 0.79
Total Trades 101 51 50 101 51 50
Winning Trades 49 20 29 49 20 29
Losing Trades 52 31 21 52 31 21
Profitability (%) 48.5149 39.2157 58 48.5149 39.2157 58
Ratio Avg Win / Avg Loss 2.0002 3.9955 0.8692 1.1551 2.3838 0.5721
Largest Winning Trade 330142 330142 45569 299423 299423 103535
Largest Losing Trade -66844 -53142 -66844 -434900 -83164 -434900
Avg Bars in Trades 62 59 66 62 59 66
Avg Bars in Winners 83 89 79 83 89 79
Avg Bars in Losers 43 39 49 43 39 49
Bars Traded 6358 3009 3349 6358 3009 3349
Profit Streak 0 0 79.1073 0 0 79.1073
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414704 -171719 -339663 -271085 -295839 -758832
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6878,
    "evaluation_days": 2292.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567123200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759228474617,
    "expiration_time": 1765161792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 207,
            "na": 0.35671,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 173,
            "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": [
        [
            515581.0156814778,
            456872.5823428393,
            58708.4333386386,
            117813.1841167769,
            285961.6569596687,
            -168148.4728428917
        ],
        [
            515.581016,
            456.872582,
            58.708433,
            117.813184,
            285.961657,
            -168.148473
        ],
        [
            0.224882,
            0.199275,
            0.025607,
            0.03396,
            0.058925,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138132,
            -79860,
            -86931,
            -518065,
            -192262,
            -501280
        ],
        [
            1.884759,
            2.577726,
            1.200261,
            1.088433,
            1.537925,
            0.78998
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            52,
            31,
            21,
            52,
            31,
            21
        ],
        [
            48.514851,
            39.215686,
            58,
            48.514851,
            39.215686,
            58
        ],
        [
            2.000152,
            3.995475,
            0.869155,
            1.155072,
            2.383784,
            0.572055
        ],
        [
            330142,
            330142,
            45569,
            299423,
            299423,
            103535
        ],
        [
            -66844,
            -53142,
            -66844,
            -434900,
            -83164,
            -434900
        ],
        [
            62,
            59,
            66,
            62,
            59,
            66
        ],
        [
            83,
            89,
            79,
            83,
            89,
            79
        ],
        [
            43,
            39,
            49,
            43,
            39,
            49
        ],
        [
            6358,
            3009,
            3349,
            6358,
            3009,
            3349
        ],
        [
            0,
            0,
            79.107345,
            0,
            0,
            79.107345
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414704,
            -171719,
            -339663,
            -271085,
            -295839,
            -758832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6878,
    "evaluation_days": 2292.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567123200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759228474617,
    "expiration_time": 1765161792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 207,
            "na": 0.35671,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 173,
            "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)