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Trade: ALGO/USDT/3/DCL/SMA/2176

Strategy
ALGO/USDT/3/DCL/SMA/2176
Pair
ALGO_USDT
Interval
3m
Score
421755
Daily Profit
0.440116
Profit Factor
2.949655
Profitability
77.500000
Streak
14.743447
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-09 18:29
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 21999.0182 254.6255 21744.3928 20925.8321 -4771.8743 25697.7064
Total P&L (%) 21.999 0.2546 21.7444 20.9258 -4.7719 25.6977
Avg Daily Profit (%) 0.4224 0.0049 0.4175 0.3655 -0.0938 0.4401
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17375 -16832 -3356 -24621 -23748 -4207
Profit Factor 1.3639 1.0051 3.0104 1.2709 0.9255 2.9497
Total Trades 79 39 40 79 39 40
Winning Trades 57 26 31 57 26 31
Losing Trades 22 13 9 22 13 9
Profitability (%) 72.1519 66.6667 77.5 72.1519 66.6667 77.5
Ratio Avg Win / Avg Loss 0.5264 0.5026 0.874 0.4905 0.4628 0.8564
Largest Winning Trade 5946 5946 3924 6631 6631 3893
Largest Losing Trade -13058 -13058 -3356 -18664 -18664 -4207
Avg Bars in Trades 304 482 131 304 482 131
Avg Bars in Winners 212 348 97 212 348 97
Avg Bars in Losers 544 749 248 544 749 248
Bars Traded 24063 18811 5253 24063 18811 5253
Profit Streak 12.7414 0 14.7434 12.7414 0 14.7434
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26799 -568492 338655 -28569 -580653 421755
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754616420000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760023773816,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "offset": 135
        }
    }
}
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": [
        [
            21999.0182385665,
            254.6254843422,
            21744.3927542244,
            20925.8320507877,
            -4771.8743130396,
            25697.7063638273
        ],
        [
            21.999018,
            0.254625,
            21.744393,
            20.925832,
            -4.771874,
            25.697706
        ],
        [
            0.422408,
            0.004889,
            0.417519,
            0.365504,
            -0.09384,
            0.440116
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17375,
            -16832,
            -3356,
            -24621,
            -23748,
            -4207
        ],
        [
            1.363912,
            1.00513,
            3.01041,
            1.270929,
            0.925506,
            2.949655
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            72.151899,
            66.666667,
            77.5,
            72.151899,
            66.666667,
            77.5
        ],
        [
            0.526422,
            0.502565,
            0.87399,
            0.490534,
            0.462753,
            0.856351
        ],
        [
            5946,
            5946,
            3924,
            6631,
            6631,
            3893
        ],
        [
            -13058,
            -13058,
            -3356,
            -18664,
            -18664,
            -4207
        ],
        [
            304,
            482,
            131,
            304,
            482,
            131
        ],
        [
            212,
            348,
            97,
            212,
            348,
            97
        ],
        [
            544,
            749,
            248,
            544,
            749,
            248
        ],
        [
            24063,
            18811,
            5253,
            24063,
            18811,
            5253
        ],
        [
            12.741364,
            0,
            14.743447,
            12.741364,
            0,
            14.743447
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26799,
            -568492,
            338655,
            -28569,
            -580653,
            421755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754616420000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760023773816,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "offset": 135
        }
    }
}

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)