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Trade: ALGO/USDT/720/FWMA/ZLMA/7742

Strategy
ALGO/USDT/720/FWMA/ZLMA/7742
Pair
ALGO_USDT
Interval
12h
Score
461282
Daily Profit
0.183859
Profit Factor
2.396141
Profitability
51.162791
Streak
116.827398
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 10:51
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 490638.0089 420485.992 70152.017 379654.0836 264066.645 115587.4386
Total P&L (%) 490.638 420.486 70.152 379.6541 264.0666 115.5874
Avg Daily Profit (%) 0.2145 0.1839 0.0307 0.0686 0.0565 0.0336
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136569 -156919 -65462 -341635 -403420 -176837
Profit Factor 1.9487 2.3961 1.3248 1.2825 1.3163 1.227
Total Trades 85 43 42 85 43 42
Winning Trades 39 22 17 39 22 17
Losing Trades 46 21 25 46 21 25
Profitability (%) 45.8824 51.1628 40.4762 45.8824 51.1628 40.4762
Ratio Avg Win / Avg Loss 2.2985 2.2872 1.9482 1.5127 1.2565 1.8044
Largest Winning Trade 196358 196358 52149 414640 414640 137637
Largest Losing Trade -39083 -39083 -34278 -171695 -171695 -120069
Avg Bars in Trades 49 46 53 49 46 53
Avg Bars in Winners 73 60 89 73 60 89
Avg Bars in Losers 29 30 29 29 30 29
Bars Traded 4237 1985 2252 4237 1985 2252
Profit Streak 75.3274 116.8274 0 75.3274 116.8274 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382687 461282 -154221 -101094 -116502 -150924

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570276800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873087164,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 136,
            "offset": 76
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 54,
            "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": [
        [
            490638.0089389621,
            420485.9919644935,
            70152.0169744687,
            379654.0836430229,
            264066.644995812,
            115587.4386472108
        ],
        [
            490.638009,
            420.485992,
            70.152017,
            379.654084,
            264.066645,
            115.587439
        ],
        [
            0.214533,
            0.183859,
            0.030674,
            0.06858,
            0.056516,
            0.033595
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136569,
            -156919,
            -65462,
            -341635,
            -403420,
            -176837
        ],
        [
            1.948708,
            2.396141,
            1.324797,
            1.282482,
            1.316303,
            1.227024
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            45.882353,
            51.162791,
            40.47619,
            45.882353,
            51.162791,
            40.47619
        ],
        [
            2.298476,
            2.287225,
            1.948231,
            1.512671,
            1.256471,
            1.804448
        ],
        [
            196358,
            196358,
            52149,
            414640,
            414640,
            137637
        ],
        [
            -39083,
            -39083,
            -34278,
            -171695,
            -171695,
            -120069
        ],
        [
            49,
            46,
            53,
            49,
            46,
            53
        ],
        [
            73,
            60,
            89,
            73,
            60,
            89
        ],
        [
            29,
            30,
            29,
            29,
            30,
            29
        ],
        [
            4237,
            1985,
            2252,
            4237,
            1985,
            2252
        ],
        [
            75.327398,
            116.827398,
            0,
            75.327398,
            116.827398,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382687,
            461282,
            -154221,
            -101094,
            -116502,
            -150924
        ]
    ]
}
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": 1570276800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873087164,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 136,
            "offset": 76
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 54,
            "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)