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Trade: ALGO/USDT/120/RMA/VWMA/4398

Strategy
ALGO/USDT/120/RMA/VWMA/4398
Pair
ALGO_USDT
Interval
2h
Score
360629
Daily Profit
0.263065
Profit Factor
1.601370
Profitability
43.298969
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 00:43
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547832.7763 486308.3083 61524.468 291470.4024 1194806.5361 -903336.1337
Total P&L (%) 547.8328 486.3083 61.5245 291.4704 1194.8065 -903.3361
Avg Daily Profit (%) 0.2631 0.2335 0.0295 0.0656 0.1231 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119645 -114289 -102931 -1609435 -805426 -1274130
Profit Factor 1.6014 1.9824 1.1479 1.0456 1.3653 0.711
Total Trades 194 97 97 194 97 97
Winning Trades 84 40 44 84 40 44
Losing Trades 110 57 53 110 57 53
Profitability (%) 43.299 41.2371 45.3608 43.299 41.2371 45.3608
Ratio Avg Win / Avg Loss 2.097 2.8249 1.3827 1.3692 1.9456 0.8565
Largest Winning Trade 195715 195715 50981 1253987 1253987 178915
Largest Losing Trade -37036 -35724 -37036 -443477 -239053 -443477
Avg Bars in Trades 128 129 126 128 129 126
Avg Bars in Winners 179 189 170 179 189 170
Avg Bars in Losers 88 87 90 88 87 90
Bars Traded 24853 12568 12285 24853 12568 12285
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360629 286945 -213905 -277393 -30431 -582877
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759009435330,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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": [
        [
            547832.7762749157,
            486308.3083175888,
            61524.467957327,
            291470.4024004397,
            1194806.536132361,
            -903336.1337319203
        ],
        [
            547.832776,
            486.308308,
            61.524468,
            291.470402,
            1194.806536,
            -903.336134
        ],
        [
            0.263065,
            0.233521,
            0.029544,
            0.065555,
            0.12305,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119645,
            -114289,
            -102931,
            -1609435,
            -805426,
            -1274130
        ],
        [
            1.60137,
            1.982411,
            1.14791,
            1.045567,
            1.365335,
            0.71103
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            43.298969,
            41.237113,
            45.360825,
            43.298969,
            41.237113,
            45.360825
        ],
        [
            2.097032,
            2.824936,
            1.382709,
            1.369195,
            1.945603,
            0.856469
        ],
        [
            195715,
            195715,
            50981,
            1253987,
            1253987,
            178915
        ],
        [
            -37036,
            -35724,
            -37036,
            -443477,
            -239053,
            -443477
        ],
        [
            128,
            129,
            126,
            128,
            129,
            126
        ],
        [
            179,
            189,
            170,
            179,
            189,
            170
        ],
        [
            88,
            87,
            90,
            88,
            87,
            90
        ],
        [
            24853,
            12568,
            12285,
            24853,
            12568,
            12285
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360629,
            286945,
            -213905,
            -277393,
            -30431,
            -582877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759009435330,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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)