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Trade: ALGO/USDT/720/PWMA/JMA/1665

Strategy
ALGO/USDT/720/PWMA/JMA/1665
Pair
ALGO_USDT
Interval
12h
Score
337779
Daily Profit
0.154678
Profit Factor
2.073226
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
2296.000000
Evaluation Time
2025-10-03 21:25
Expiration Time
2025-12-11 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401038.7663 355139.9571 45898.8092 24602.9232 89549.909 -64946.9857
Total P&L (%) 401.0388 355.14 45.8988 24.6029 89.5499 -64.947
Avg Daily Profit (%) 0.1747 0.1547 0.02 0.0096 0.0279 -0.0456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109294 -124716 -92365 -621128 -609916 -432088
Profit Factor 1.6515 2.0732 1.1612 1.0115 1.0751 0.9311
Total Trades 65 33 32 65 33 32
Winning Trades 32 15 17 32 15 17
Losing Trades 33 18 15 33 18 15
Profitability (%) 49.2308 45.4545 53.125 49.2308 45.4545 53.125
Ratio Avg Win / Avg Loss 1.7031 2.4879 1.0246 1.0431 1.2901 0.8215
Largest Winning Trade 262858 262858 56072 351143 351143 184345
Largest Losing Trade -39816 -38058 -39816 -275676 -275676 -160050
Avg Bars in Trades 67 54 81 67 54 81
Avg Bars in Winners 95 75 113 95 75 113
Avg Bars in Losers 41 37 45 41 37 45
Bars Traded 4410 1807 2603 4410 1807 2603
Profit Streak 0 0 82.7674 0 0 82.7674
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125766 337779 -210085 -528000 -295383 -579847
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 12585,
    "actual_packets": 4592,
    "evaluation_days": 2296,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566172800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515904147,
    "expiration_time": 1765444032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 97,
            "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": [
        [
            401038.7663106608,
            355139.9571165955,
            45898.8091940654,
            24602.9232417593,
            89549.908979911,
            -64946.9857381518
        ],
        [
            401.038766,
            355.139957,
            45.898809,
            24.602923,
            89.549909,
            -64.946986
        ],
        [
            0.174668,
            0.154678,
            0.019991,
            0.009581,
            0.027856,
            -0.045648
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109294,
            -124716,
            -92365,
            -621128,
            -609916,
            -432088
        ],
        [
            1.651486,
            2.073226,
            1.161237,
            1.011525,
            1.075092,
            0.931068
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            49.230769,
            45.454545,
            53.125,
            49.230769,
            45.454545,
            53.125
        ],
        [
            1.703095,
            2.487872,
            1.024621,
            1.043135,
            1.290111,
            0.82153
        ],
        [
            262858,
            262858,
            56072,
            351143,
            351143,
            184345
        ],
        [
            -39816,
            -38058,
            -39816,
            -275676,
            -275676,
            -160050
        ],
        [
            67,
            54,
            81,
            67,
            54,
            81
        ],
        [
            95,
            75,
            113,
            95,
            75,
            113
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            4410,
            1807,
            2603,
            4410,
            1807,
            2603
        ],
        [
            0,
            0,
            82.767409,
            0,
            0,
            82.767409
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125766,
            337779,
            -210085,
            -528000,
            -295383,
            -579847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 12585,
    "actual_packets": 4592,
    "evaluation_days": 2296,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566172800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515904147,
    "expiration_time": 1765444032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 97,
            "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)