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Trade: ALGO/USDT/360/FWMA/TEMA/999

Strategy
ALGO/USDT/360/FWMA/TEMA/999
Pair
ALGO_USDT
Interval
6h
Score
332087
Daily Profit
0.243873
Profit Factor
1.335070
Profitability
40.601504
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-25 20:52
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557675.9748 368774.2565 188901.7183 817444.7813 472554.8545 344889.9268
Total P&L (%) 557.676 368.7743 188.9017 817.4448 472.5549 344.8899
Avg Daily Profit (%) 0.2439 0.1613 0.0826 0.097 0.0763 0.0653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110958 -138051 -70155 -1354937 -999969 -619561
Profit Factor 1.3351 1.4458 1.2257 1.0858 1.0966 1.0744
Total Trades 532 266 266 532 266 266
Winning Trades 216 104 112 216 104 112
Losing Trades 316 162 154 316 162 154
Profitability (%) 40.6015 39.0977 42.1053 40.6015 39.0977 42.1053
Ratio Avg Win / Avg Loss 1.9532 2.2521 1.6853 1.5885 1.7082 1.4773
Largest Winning Trade 116073 116073 58680 521817 521817 188052
Largest Losing Trade -38594 -16672 -38594 -291943 -198516 -291943
Avg Bars in Trades 17 16 17 17 16 17
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 11 12 11 11 12 11
Bars Traded 9111 4502 4609 9111 4502 4609
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332087 224999 -83879 -188733 -207301 -246402

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561464000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822765501,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 14,
            "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": [
        [
            557675.9747777053,
            368774.2565245708,
            188901.7182531346,
            817444.7813050109,
            472554.8545444062,
            344889.9267606056
        ],
        [
            557.675975,
            368.774257,
            188.901718,
            817.444781,
            472.554855,
            344.889927
        ],
        [
            0.243873,
            0.161266,
            0.082607,
            0.096972,
            0.076336,
            0.065295
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110958,
            -138051,
            -70155,
            -1354937,
            -999969,
            -619561
        ],
        [
            1.33507,
            1.445805,
            1.22565,
            1.085794,
            1.096605,
            1.074389
        ],
        [
            532,
            266,
            266,
            532,
            266,
            266
        ],
        [
            216,
            104,
            112,
            216,
            104,
            112
        ],
        [
            316,
            162,
            154,
            316,
            162,
            154
        ],
        [
            40.601504,
            39.097744,
            42.105263,
            40.601504,
            39.097744,
            42.105263
        ],
        [
            1.953158,
            2.252119,
            1.685269,
            1.588477,
            1.708173,
            1.477284
        ],
        [
            116073,
            116073,
            58680,
            521817,
            521817,
            188052
        ],
        [
            -38594,
            -16672,
            -38594,
            -291943,
            -198516,
            -291943
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            9111,
            4502,
            4609,
            9111,
            4502,
            4609
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332087,
            224999,
            -83879,
            -188733,
            -207301,
            -246402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561464000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822765501,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 14,
            "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)