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Trade: MATIC/USDT/720/HWMA/ALMA/2099

Strategy
MATIC/USDT/720/HWMA/ALMA/2099
Pair
MATIC_USDT
Interval
12h
Score
307551
Daily Profit
0.281557
Profit Factor
1.251111
Profitability
58.139535
Streak
534.373127
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-25 11:57
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -5839032.7614 198134.5994 -6037167.3607 -23815473.9832 24913881.5388 -48729355.522
Total P&L (%) -5839.0328 198.1346 -6037.1674 -23815.474 24913.8815 -48729.3555
Avg Daily Profit (%) -2.973 0.1009 -3.0739 0 0.2816 0
Buy And Hold Return (%) 2011.2966 2011.2966 2011.2966 2011.2966 2011.2966 2011.2966
Max Trade Drawdown -6176303 -65612 -6196255 -110253481 -46041811 -87838386
Profit Factor 0.1019 2.0743 0.0443 0.8972 1.2511 0.6318
Total Trades 86 43 43 86 43 43
Winning Trades 51 26 25 47 25 22
Losing Trades 35 17 18 39 18 21
Profitability (%) 59.3023 60.4651 58.1395 54.6512 58.1395 51.1628
Ratio Avg Win / Avg Loss 0.0699 1.3563 0.0319 0.7444 0.9008 0.6031
Largest Winning Trade 68275 68275 48313 69426777 69426777 28981432
Largest Losing Trade -6148047 -65612 -6148047 -72186440 -26165301 -72186440
Avg Bars in Trades 43 43 43 43 43 43
Avg Bars in Winners 23 24 23 46 49 43
Avg Bars in Losers 72 72 72 40 35 44
Bars Traded 3750 1861 1889 3750 1861 1889
Profit Streak 396.8731 0 540.3731 0 534.3731 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578756 -219833 -578712 -579945 307551 -580576

Evaluation Data

{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562241600000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758790638140,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.20973,
            "nc": 0.196
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 139,
            "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": [
        [
            -5839032.761361828,
            198134.5993622377,
            -6037167.360724066,
            -23815473.983193703,
            24913881.538765907,
            -48729355.521959625
        ],
        [
            -5839.032761,
            198.134599,
            -6037.167361,
            -23815.473983,
            24913.881539,
            -48729.355522
        ],
        [
            -2.973031,
            0.100883,
            -3.073914,
            0,
            0.281557,
            0
        ],
        [
            2011.296605,
            2011.296605,
            2011.296605,
            2011.296605,
            2011.296605,
            2011.296605
        ],
        [
            -6176303,
            -65612,
            -6196255,
            -110253481,
            -46041811,
            -87838386
        ],
        [
            0.101924,
            2.074318,
            0.044342,
            0.897151,
            1.251111,
            0.631794
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            51,
            26,
            25,
            47,
            25,
            22
        ],
        [
            35,
            17,
            18,
            39,
            18,
            21
        ],
        [
            59.302326,
            60.465116,
            58.139535,
            54.651163,
            58.139535,
            51.162791
        ],
        [
            0.069948,
            1.356285,
            0.031926,
            0.744444,
            0.9008,
            0.603076
        ],
        [
            68275,
            68275,
            48313,
            69426777,
            69426777,
            28981432
        ],
        [
            -6148047,
            -65612,
            -6148047,
            -72186440,
            -26165301,
            -72186440
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            23,
            24,
            23,
            46,
            49,
            43
        ],
        [
            72,
            72,
            72,
            40,
            35,
            44
        ],
        [
            3750,
            1861,
            1889,
            3750,
            1861,
            1889
        ],
        [
            396.873127,
            0,
            540.373127,
            0,
            534.373127,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578756,
            -219833,
            -578712,
            -579945,
            307551,
            -580576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562241600000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758790638140,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.20973,
            "nc": 0.196
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 139,
            "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)