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Trade: ALGO/USDT/720/DEMA/HMA/2779

Strategy
ALGO/USDT/720/DEMA/HMA/2779
Pair
ALGO_USDT
Interval
12h
Score
350852
Daily Profit
0.250921
Profit Factor
3.226107
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 23:31
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 729356.712 573856.7867 155499.9253 2832579.6471 2721686.0569 110893.5901
Total P&L (%) 729.3567 573.8568 155.4999 2832.5796 2721.6861 110.8936
Avg Daily Profit (%) 0.3189 0.2509 0.068 0.1478 0.1461 0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129866 -160497 -63017 -1307522 -1427084 -939964
Profit Factor 2.6302 3.2261 1.8201 1.5759 2.0748 1.0465
Total Trades 63 32 31 63 32 31
Winning Trades 27 12 15 27 12 15
Losing Trades 36 20 16 36 20 16
Profitability (%) 42.8571 37.5 48.3871 42.8571 37.5 48.3871
Ratio Avg Win / Avg Loss 3.507 5.3768 1.9415 2.1012 3.458 1.1162
Largest Winning Trade 252871 252871 51817 1436663 1436663 640359
Largest Losing Trade -36524 -36524 -34612 -803008 -318159 -803008
Avg Bars in Trades 67 76 58 67 76 58
Avg Bars in Winners 109 133 90 109 133 90
Avg Bars in Losers 36 42 28 36 42 28
Bars Traded 4279 2454 1825 4279 2454 1825
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 -139984 350852 -99363 -146452 54819 -319375

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918660913,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "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": [
        [
            729356.7119844288,
            573856.7867184755,
            155499.9252659534,
            2832579.647070448,
            2721686.056943529,
            110893.5901269192
        ],
        [
            729.356712,
            573.856787,
            155.499925,
            2832.579647,
            2721.686057,
            110.89359
        ],
        [
            0.318914,
            0.250921,
            0.067993,
            0.147834,
            0.146146,
            0.032632
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129866,
            -160497,
            -63017,
            -1307522,
            -1427084,
            -939964
        ],
        [
            2.630244,
            3.226107,
            1.820121,
            1.575873,
            2.074772,
            1.046469
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            42.857143,
            37.5,
            48.387097,
            42.857143,
            37.5,
            48.387097
        ],
        [
            3.506992,
            5.376844,
            1.941462,
            2.101163,
            3.457953,
            1.116233
        ],
        [
            252871,
            252871,
            51817,
            1436663,
            1436663,
            640359
        ],
        [
            -36524,
            -36524,
            -34612,
            -803008,
            -318159,
            -803008
        ],
        [
            67,
            76,
            58,
            67,
            76,
            58
        ],
        [
            109,
            133,
            90,
            109,
            133,
            90
        ],
        [
            36,
            42,
            28,
            36,
            42,
            28
        ],
        [
            4279,
            2454,
            1825,
            4279,
            2454,
            1825
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139984,
            350852,
            -99363,
            -146452,
            54819,
            -319375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918660913,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "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)