← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/3/SWMA/SINWMA/4863

Strategy
ALGO/USDT/3/SWMA/SINWMA/4863
Pair
ALGO_USDT
Interval
3m
Score
317378
Daily Profit
0.628041
Profit Factor
1.320722
Profitability
59.358289
Streak
5.462961
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-28 05:15
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 32708.3603 11708.0869 21000.2734 34131.0646 10333.8804 23797.1842
Total P&L (%) 32.7084 11.7081 21.0003 34.1311 10.3339 23.7972
Avg Daily Profit (%) 0.628 0.2248 0.4032 0.5654 0.189 0.4107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17572 -14457 -9274 -20060 -16284 -10227
Profit Factor 1.3207 1.1925 1.5101 1.2803 1.141 1.4911
Total Trades 187 94 93 187 94 93
Winning Trades 111 57 54 111 57 54
Losing Trades 76 37 39 76 37 39
Profitability (%) 59.3583 60.6383 58.0645 59.3583 60.6383 58.0645
Ratio Avg Win / Avg Loss 0.9043 0.7741 1.0906 0.8766 0.7407 1.0769
Largest Winning Trade 9763 9763 4532 10058 10058 5302
Largest Losing Trade -7346 -7346 -3337 -8620 -8620 -3985
Avg Bars in Trades 131 136 127 131 136 127
Avg Bars in Winners 98 102 95 98 102 95
Avg Bars in Losers 180 189 171 180 189 171
Bars Traded 24654 12828 11825 24654 12828 11825
Profit Streak 5.463 5.463 6.3421 5.463 5.463 6.3421
Trades During Streak 8 4 5 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317378 -114548 195607 293781 -214274 250852
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227080000,
    "first_datapoint_time": 1754258760000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759025739866,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "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": [
        [
            32708.3603116846,
            11708.086892192,
            21000.2734194926,
            34131.0646168954,
            10333.8804240489,
            23797.1841928465
        ],
        [
            32.70836,
            11.708087,
            21.000273,
            34.131065,
            10.33388,
            23.797184
        ],
        [
            0.628041,
            0.22481,
            0.403231,
            0.565431,
            0.189005,
            0.410738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17572,
            -14457,
            -9274,
            -20060,
            -16284,
            -10227
        ],
        [
            1.320722,
            1.192518,
            1.510113,
            1.280339,
            1.141002,
            1.491066
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            59.358289,
            60.638298,
            58.064516,
            59.358289,
            60.638298,
            58.064516
        ],
        [
            0.904278,
            0.77409,
            1.090637,
            0.876628,
            0.74065,
            1.076881
        ],
        [
            9763,
            9763,
            4532,
            10058,
            10058,
            5302
        ],
        [
            -7346,
            -7346,
            -3337,
            -8620,
            -8620,
            -3985
        ],
        [
            131,
            136,
            127,
            131,
            136,
            127
        ],
        [
            98,
            102,
            95,
            98,
            102,
            95
        ],
        [
            180,
            189,
            171,
            180,
            189,
            171
        ],
        [
            24654,
            12828,
            11825,
            24654,
            12828,
            11825
        ],
        [
            5.462961,
            5.462961,
            6.342128,
            5.462961,
            5.462961,
            6.342128
        ],
        [
            8,
            4,
            5,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317378,
            -114548,
            195607,
            293781,
            -214274,
            250852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227080000,
    "first_datapoint_time": 1754258760000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759025739866,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "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)