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Trade: ALGO/USDT/120/PWMA/SMA/1496

Strategy
ALGO/USDT/120/PWMA/SMA/1496
Pair
ALGO_USDT
Interval
2h
Score
331498
Daily Profit
0.208801
Profit Factor
1.514594
Profitability
45.394737
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 03:28
Expiration Time
2025-12-24 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435000.9956 385437.3336 49563.6621 110464.2179 185158.9344 -74694.7165
Total P&L (%) 435.001 385.4373 49.5637 110.4642 185.1589 -74.6947
Avg Daily Profit (%) 0.2088 0.185 0.0238 0.0357 0.0503 -0.0659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159589 -115874 -149795 -262388 -165528 -187091
Profit Factor 1.5146 1.8775 1.1221 1.1114 1.3532 0.8401
Total Trades 152 76 76 152 76 76
Winning Trades 69 33 36 69 33 36
Losing Trades 83 43 40 83 43 40
Profitability (%) 45.3947 43.4211 47.3684 45.3947 43.4211 47.3684
Ratio Avg Win / Avg Loss 1.8219 2.4464 1.2467 1.3369 1.7632 0.9334
Largest Winning Trade 235187 235187 57311 156616 156616 52483
Largest Losing Trade -41137 -35191 -41137 -48016 -47663 -48016
Avg Bars in Trades 160 152 168 160 152 168
Avg Bars in Winners 225 222 228 225 222 228
Avg Bars in Losers 106 98 114 106 98 114
Bars Traded 24399 11567 12833 24399 11567 12833
Profit Streak 0 0 52.0199 0 0 52.0199
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331498 -40959 -298642 -244130 -176221 -630695
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579982400000,
    "first_datapoint_time": 1582538400000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760056117158,
    "expiration_time": 1766527200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 234,
            "offset": 120
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 182,
            "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": [
        [
            435000.9956125979,
            385437.3335504784,
            49563.6620621193,
            110464.2179394969,
            185158.9344165315,
            -74694.7164770348
        ],
        [
            435.000996,
            385.437334,
            49.563662,
            110.464218,
            185.158934,
            -74.694716
        ],
        [
            0.208801,
            0.18501,
            0.023791,
            0.035725,
            0.050311,
            -0.065938
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159589,
            -115874,
            -149795,
            -262388,
            -165528,
            -187091
        ],
        [
            1.514594,
            1.87749,
            1.122054,
            1.111422,
            1.353174,
            0.840101
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            83,
            43,
            40,
            83,
            43,
            40
        ],
        [
            45.394737,
            43.421053,
            47.368421,
            45.394737,
            43.421053,
            47.368421
        ],
        [
            1.821903,
            2.446426,
            1.246727,
            1.336927,
            1.763226,
            0.933445
        ],
        [
            235187,
            235187,
            57311,
            156616,
            156616,
            52483
        ],
        [
            -41137,
            -35191,
            -41137,
            -48016,
            -47663,
            -48016
        ],
        [
            160,
            152,
            168,
            160,
            152,
            168
        ],
        [
            225,
            222,
            228,
            225,
            222,
            228
        ],
        [
            106,
            98,
            114,
            106,
            98,
            114
        ],
        [
            24399,
            11567,
            12833,
            24399,
            11567,
            12833
        ],
        [
            0,
            0,
            52.019874,
            0,
            0,
            52.019874
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331498,
            -40959,
            -298642,
            -244130,
            -176221,
            -630695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579982400000,
    "first_datapoint_time": 1582538400000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760056117158,
    "expiration_time": 1766527200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 234,
            "offset": 120
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 182,
            "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)