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Trade: ALGO/USDT/480/HWMA/OHLC4/2570

Strategy
ALGO/USDT/480/HWMA/OHLC4/2570
Pair
ALGO_USDT
Interval
8h
Score
433201
Daily Profit
0.246833
Profit Factor
1.321486
Profitability
52.658228
Streak
6.295870
Best Strategy
Training Data Length
2288.330000
Evaluation Time
2025-09-26 10:06
Expiration Time
2025-12-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 564835.1528 367454.8502 197380.3025 359794.2839 629834.2105 -270039.9266
Total P&L (%) 564.8352 367.4549 197.3803 359.7943 629.8342 -270.0399
Avg Daily Profit (%) 0.2468 0.1606 0.0863 0.0667 0.0869 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166551 -101706 -204003 -1270602 -432310 -919851
Profit Factor 1.3215 1.4658 1.2039 1.0649 1.2872 0.9195
Total Trades 395 197 198 395 197 198
Winning Trades 208 98 110 208 98 110
Losing Trades 187 99 88 187 99 88
Profitability (%) 52.6582 49.7462 55.5556 52.6582 49.7462 55.5556
Ratio Avg Win / Avg Loss 1.1881 1.4808 0.9631 0.9574 1.3003 0.7356
Largest Winning Trade 76851 76851 55124 277106 196561 277106
Largest Losing Trade -53369 -33577 -53369 -430715 -114747 -430715
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 6862 3429 3433 6862 3429 3433
Profit Streak 6.2959 0 12.2959 6.2959 0 12.2959
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433201 325300 -77871 -251342 -75865 -578680

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758870363155,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.384
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            564835.1527757851,
            367454.8502370786,
            197380.3025387069,
            359794.2839098256,
            629834.2104827894,
            -270039.9265729633
        ],
        [
            564.835153,
            367.45485,
            197.380303,
            359.794284,
            629.83421,
            -270.039927
        ],
        [
            0.246833,
            0.160578,
            0.086255,
            0.066691,
            0.086898,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166551,
            -101706,
            -204003,
            -1270602,
            -432310,
            -919851
        ],
        [
            1.321486,
            1.465794,
            1.20389,
            1.064869,
            1.287193,
            0.919474
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            208,
            98,
            110,
            208,
            98,
            110
        ],
        [
            187,
            99,
            88,
            187,
            99,
            88
        ],
        [
            52.658228,
            49.746193,
            55.555556,
            52.658228,
            49.746193,
            55.555556
        ],
        [
            1.188067,
            1.480751,
            0.963112,
            0.957358,
            1.300328,
            0.735579
        ],
        [
            76851,
            76851,
            55124,
            277106,
            196561,
            277106
        ],
        [
            -53369,
            -33577,
            -53369,
            -430715,
            -114747,
            -430715
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            6862,
            3429,
            3433,
            6862,
            3429,
            3433
        ],
        [
            6.29587,
            0,
            12.29587,
            6.29587,
            0,
            12.29587
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433201,
            325300,
            -77871,
            -251342,
            -75865,
            -578680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758870363155,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.384
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)