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Trade: ALGO/USDT/720/SINWMA/MIDPRICE/2088

Strategy
ALGO/USDT/720/SINWMA/MIDPRICE/2088
Pair
ALGO_USDT
Interval
12h
Score
454448
Daily Profit
0.189677
Profit Factor
2.234441
Profitability
60.526316
Streak
142.786499
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 21:52
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 333586.5216 433790.4951 -100203.9735 -120904.9531 153448.426 -274353.3791
Total P&L (%) 333.5865 433.7905 -100.204 -120.905 153.4484 -274.3534
Avg Daily Profit (%) 0.1459 0.1897 -0.0438 0 0.0407 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -300785 -166377 -266690 -368447 -91468 -344071
Profit Factor 1.4081 2.2344 0.785 0.7951 2.1231 0.3951
Total Trades 77 38 39 77 38 39
Winning Trades 41 23 18 33 17 16
Losing Trades 36 15 21 44 21 23
Profitability (%) 53.2468 60.5263 46.1538 42.8571 44.7368 41.0256
Ratio Avg Win / Avg Loss 1.2364 1.4572 0.9158 1.0602 2.6226 0.5679
Largest Winning Trade 310179 310179 69955 102837 102837 89513
Largest Losing Trade -125384 -63004 -125384 -127480 -56629 -127480
Avg Bars in Trades 54 76 33 54 76 33
Avg Bars in Winners 44 46 42 70 113 25
Avg Bars in Losers 66 122 26 43 46 39
Bars Traded 4231 2908 1322 4231 2908 1322
Profit Streak 142.7865 142.7865 382.7865 0 0 0
Trades During Streak 3 1 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42084 454448 -580854 -628166 -136572 -584247
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566820800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999153517,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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": [
        [
            333586.5216392191,
            433790.4951284803,
            -100203.9734892611,
            -120904.9530614141,
            153448.4259923991,
            -274353.3790538132
        ],
        [
            333.586522,
            433.790495,
            -100.203973,
            -120.904953,
            153.448426,
            -274.353379
        ],
        [
            0.145862,
            0.189677,
            -0.043815,
            0,
            0.040672,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -300785,
            -166377,
            -266690,
            -368447,
            -91468,
            -344071
        ],
        [
            1.408076,
            2.234441,
            0.784996,
            0.795128,
            2.123087,
            0.395053
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            41,
            23,
            18,
            33,
            17,
            16
        ],
        [
            36,
            15,
            21,
            44,
            21,
            23
        ],
        [
            53.246753,
            60.526316,
            46.153846,
            42.857143,
            44.736842,
            41.025641
        ],
        [
            1.236359,
            1.457244,
            0.915828,
            1.06017,
            2.622637,
            0.567889
        ],
        [
            310179,
            310179,
            69955,
            102837,
            102837,
            89513
        ],
        [
            -125384,
            -63004,
            -125384,
            -127480,
            -56629,
            -127480
        ],
        [
            54,
            76,
            33,
            54,
            76,
            33
        ],
        [
            44,
            46,
            42,
            70,
            113,
            25
        ],
        [
            66,
            122,
            26,
            43,
            46,
            39
        ],
        [
            4231,
            2908,
            1322,
            4231,
            2908,
            1322
        ],
        [
            142.786499,
            142.786499,
            382.786499,
            0,
            0,
            0
        ],
        [
            3,
            1,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42084,
            454448,
            -580854,
            -628166,
            -136572,
            -584247
        ]
    ]
}
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": 1566820800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999153517,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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)