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Trade: ALGO/USDT/360/DEMA/DEMA/6404

Strategy
ALGO/USDT/360/DEMA/DEMA/6404
Pair
ALGO_USDT
Interval
6h
Score
326096
Daily Profit
0.246131
Profit Factor
2.605504
Profitability
35.483871
Streak
360.215260
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-03 02:09
Expiration Time
2025-12-10 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704074.9798 564871.6366 139203.3432 1282810.6564 1144751.2291 138059.4274
Total P&L (%) 704.075 564.8716 139.2033 1282.8107 1144.7512 138.0594
Avg Daily Profit (%) 0.3068 0.2461 0.0607 0.1145 0.1099 0.0378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164158 -154137 -110306 -809587 -373389 -585870
Profit Factor 2.2839 2.6055 1.7082 1.8211 2.4085 1.1842
Total Trades 61 31 30 61 31 30
Winning Trades 28 11 17 28 11 17
Losing Trades 33 20 13 33 20 13
Profitability (%) 45.9016 35.4839 56.6667 45.9016 35.4839 56.6667
Ratio Avg Win / Avg Loss 2.6917 4.7373 1.3063 2.1462 4.3791 0.9055
Largest Winning Trade 252477 252477 50525 626613 626613 302533
Largest Losing Trade -38564 -31346 -38564 -337366 -110560 -337366
Avg Bars in Trades 140 158 122 140 158 122
Avg Bars in Winners 187 238 153 187 238 153
Avg Bars in Losers 101 114 80 101 114 80
Bars Traded 8584 4923 3661 8584 4923 3661
Profit Streak 327.9653 360.2153 327.9653 327.9653 360.2153 327.9653
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152909 326096 -108024 -202450 -45568 -160234
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9180,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759446598506,
    "expiration_time": 1765376640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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": [
        [
            704074.9798347286,
            564871.6366409633,
            139203.3431937653,
            1282810.6564279972,
            1144751.229072292,
            138059.4273557051
        ],
        [
            704.07498,
            564.871637,
            139.203343,
            1282.810656,
            1144.751229,
            138.059427
        ],
        [
            0.306786,
            0.246131,
            0.060655,
            0.114519,
            0.109931,
            0.0378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164158,
            -154137,
            -110306,
            -809587,
            -373389,
            -585870
        ],
        [
            2.283878,
            2.605504,
            1.708188,
            1.821052,
            2.408489,
            1.184166
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            45.901639,
            35.483871,
            56.666667,
            45.901639,
            35.483871,
            56.666667
        ],
        [
            2.691713,
            4.73728,
            1.306262,
            2.14624,
            4.379071,
            0.905539
        ],
        [
            252477,
            252477,
            50525,
            626613,
            626613,
            302533
        ],
        [
            -38564,
            -31346,
            -38564,
            -337366,
            -110560,
            -337366
        ],
        [
            140,
            158,
            122,
            140,
            158,
            122
        ],
        [
            187,
            238,
            153,
            187,
            238,
            153
        ],
        [
            101,
            114,
            80,
            101,
            114,
            80
        ],
        [
            8584,
            4923,
            3661,
            8584,
            4923,
            3661
        ],
        [
            327.96526,
            360.21526,
            327.96526,
            327.96526,
            360.21526,
            327.96526
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152909,
            326096,
            -108024,
            -202450,
            -45568,
            -160234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9180,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759446598506,
    "expiration_time": 1765376640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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)