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Trade: ALGO/USDT/240/EMA/DCM/6949

Strategy
ALGO/USDT/240/EMA/DCM/6949
Pair
ALGO_USDT
Interval
4h
Score
349938
Daily Profit
0.179678
Profit Factor
1.373388
Profitability
46.846847
Streak
6.224663
Best Strategy
Training Data Length
2290.170000
Evaluation Time
2025-09-28 12:23
Expiration Time
2025-12-06 02:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411492.4587 356748.4596 54743.9991 12816.7196 -82249.0223 95065.7419
Total P&L (%) 411.4925 356.7485 54.744 12.8167 -82.249 95.0657
Avg Daily Profit (%) 0.1797 0.1558 0.0239 0.0053 -0.0755 0.0292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173194 -176465 -110666 -337031 -359387 -162463
Profit Factor 1.3734 1.5624 1.117 1.0095 0.9011 1.184
Total Trades 222 111 111 222 111 111
Winning Trades 104 48 56 104 48 56
Losing Trades 118 63 55 118 63 55
Profitability (%) 46.8468 43.2432 50.4505 46.8468 43.2432 50.4505
Ratio Avg Win / Avg Loss 1.5583 2.0507 1.0971 1.1454 1.1827 1.1629
Largest Winning Trade 169634 169634 45276 179694 179694 90332
Largest Losing Trade -40183 -40183 -30025 -141793 -141793 -48201
Avg Bars in Trades 60 64 55 60 64 55
Avg Bars in Winners 72 78 67 72 78 67
Avg Bars in Losers 49 54 42 49 54 42
Bars Traded 13376 7207 6168 13376 7207 6168
Profit Streak 6.2247 0 79.558 6.2247 0 79.558
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349938 257583 -252514 -473370 -581997 -170808
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13741,
    "evaluation_days": 2290.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563278400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759051410936,
    "expiration_time": 1764982512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 109,
            "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": [
        [
            411492.4587155496,
            356748.459649077,
            54743.9990664725,
            12816.7195812956,
            -82249.0223330232,
            95065.7419143189
        ],
        [
            411.492459,
            356.74846,
            54.743999,
            12.81672,
            -82.249022,
            95.065742
        ],
        [
            0.179678,
            0.155774,
            0.023904,
            0.005266,
            -0.075456,
            0.02918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173194,
            -176465,
            -110666,
            -337031,
            -359387,
            -162463
        ],
        [
            1.373388,
            1.5624,
            1.117045,
            1.009508,
            0.901073,
            1.184003
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            104,
            48,
            56,
            104,
            48,
            56
        ],
        [
            118,
            63,
            55,
            118,
            63,
            55
        ],
        [
            46.846847,
            43.243243,
            50.45045,
            46.846847,
            43.243243,
            50.45045
        ],
        [
            1.558267,
            2.05065,
            1.097098,
            1.145403,
            1.182658,
            1.16286
        ],
        [
            169634,
            169634,
            45276,
            179694,
            179694,
            90332
        ],
        [
            -40183,
            -40183,
            -30025,
            -141793,
            -141793,
            -48201
        ],
        [
            60,
            64,
            55,
            60,
            64,
            55
        ],
        [
            72,
            78,
            67,
            72,
            78,
            67
        ],
        [
            49,
            54,
            42,
            49,
            54,
            42
        ],
        [
            13376,
            7207,
            6168,
            13376,
            7207,
            6168
        ],
        [
            6.224663,
            0,
            79.557997,
            6.224664,
            0,
            79.557997
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349938,
            257583,
            -252514,
            -473370,
            -581997,
            -170808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13741,
    "evaluation_days": 2290.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563278400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759051410936,
    "expiration_time": 1764982512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 109,
            "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)