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Trade: ALGO/USDT/240/MIDPRICE/PWMA/1942

Strategy
ALGO/USDT/240/MIDPRICE/PWMA/1942
Pair
ALGO_USDT
Interval
4h
Score
393565
Daily Profit
0.255437
Profit Factor
1.458659
Profitability
46.557377
Streak
0.000000
Best Strategy
Training Data Length
2286.330000
Evaluation Time
2025-09-27 22:46
Expiration Time
2025-12-02 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 584012.9835 457089.3618 126923.6217 621108.5339 597134.3504 23974.1835
Total P&L (%) 584.013 457.0894 126.9236 621.1085 597.1344 23.9742
Avg Daily Profit (%) 0.2554 0.1999 0.0555 0.0864 0.085 0.0094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160284 -142097 -131056 -426594 -322044 -296321
Profit Factor 1.4587 1.6878 1.2085 1.2393 1.4588 1.0185
Total Trades 305 153 152 305 153 152
Winning Trades 142 72 70 142 72 70
Losing Trades 163 81 82 163 81 82
Profitability (%) 46.5574 47.0588 46.0526 46.5574 47.0588 46.0526
Ratio Avg Win / Avg Loss 1.6744 1.8988 1.4157 1.4226 1.6411 1.1931
Largest Winning Trade 201246 201246 70635 304094 304094 115614
Largest Losing Trade -36615 -36615 -30593 -156839 -156839 -134123
Avg Bars in Trades 44 36 51 44 36 51
Avg Bars in Winners 53 38 68 53 38 68
Avg Bars in Losers 36 35 37 36 35 37
Bars Traded 13450 5616 7834 13450 5616 7834
Profit Streak 0 0 7.6575 0 0 7.6575
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393565 357143 -119879 -77157 -77832 -385274
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563019200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002411203,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "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": [
        [
            584012.9835137131,
            457089.3617846626,
            126923.6217290512,
            621108.533919179,
            597134.3503841615,
            23974.1835350178
        ],
        [
            584.012984,
            457.089362,
            126.923622,
            621.108534,
            597.13435,
            23.974184
        ],
        [
            0.255437,
            0.199923,
            0.055514,
            0.086447,
            0.084967,
            0.0094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160284,
            -142097,
            -131056,
            -426594,
            -322044,
            -296321
        ],
        [
            1.458659,
            1.68783,
            1.208492,
            1.239308,
            1.458774,
            1.018529
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            142,
            72,
            70,
            142,
            72,
            70
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            46.557377,
            47.058824,
            46.052632,
            46.557377,
            47.058824,
            46.052632
        ],
        [
            1.674376,
            1.898809,
            1.415663,
            1.422586,
            1.641121,
            1.193134
        ],
        [
            201246,
            201246,
            70635,
            304094,
            304094,
            115614
        ],
        [
            -36615,
            -36615,
            -30593,
            -156839,
            -156839,
            -134123
        ],
        [
            44,
            36,
            51,
            44,
            36,
            51
        ],
        [
            53,
            38,
            68,
            53,
            38,
            68
        ],
        [
            36,
            35,
            37,
            36,
            35,
            37
        ],
        [
            13450,
            5616,
            7834,
            13450,
            5616,
            7834
        ],
        [
            0,
            0,
            7.657537,
            0,
            0,
            7.657537
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393565,
            357143,
            -119879,
            -77157,
            -77832,
            -385274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563019200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002411203,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "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)