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Trade: ALGO/USDT/360/HWMA/DEMA/4202

Strategy
ALGO/USDT/360/HWMA/DEMA/4202
Pair
ALGO_USDT
Interval
6h
Score
482935
Daily Profit
0.245633
Profit Factor
1.523853
Profitability
59.064327
Streak
78.165683
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-27 12:58
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 561700.8057 445797.5965 115903.2091 48654.9372 49196.5117 -541.5745
Total P&L (%) 561.7008 445.7976 115.9032 48.6549 49.1965 -0.5416
Avg Daily Profit (%) 0.2456 0.1949 0.0507 0.0173 0.0175 -0.0002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140711 -76627 -128314 -1272500 -591012 -1277579
Profit Factor 1.5239 1.8139 1.221 1.0083 1.0177 0.9998
Total Trades 171 86 85 171 86 85
Winning Trades 101 50 51 101 50 51
Losing Trades 70 36 34 70 36 34
Profitability (%) 59.0643 58.1395 60 59.0643 58.1395 60
Ratio Avg Win / Avg Loss 1.0561 1.306 0.814 0.6988 0.7328 0.6666
Largest Winning Trade 129443 129443 40293 289186 289186 283676
Largest Losing Trade -82396 -63402 -82396 -765503 -273416 -765503
Avg Bars in Trades 52 52 52 52 52 52
Avg Bars in Winners 52 52 52 52 52 52
Avg Bars in Losers 52 52 52 52 52 52
Bars Traded 8938 4493 4445 8938 4493 4445
Profit Streak 78.1657 91.4157 78.1657 78.1657 91.4157 78.1657
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482935 431968 -125080 -380681 -371504 -578566
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": 1564358400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967115069,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 44,
            "na": 0.05454,
            "nb": 0.04644,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 149,
            "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": [
        [
            561700.8056570305,
            445797.5965263891,
            115903.2091306416,
            48654.9372069627,
            49196.5117381168,
            -541.5745311541
        ],
        [
            561.700806,
            445.797597,
            115.903209,
            48.654937,
            49.196512,
            -0.541575
        ],
        [
            0.245633,
            0.194948,
            0.050685,
            0.017339,
            0.017498,
            -0.000237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140711,
            -76627,
            -128314,
            -1272500,
            -591012,
            -1277579
        ],
        [
            1.523853,
            1.813868,
            1.220979,
            1.008289,
            1.017708,
            0.999825
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            59.064327,
            58.139535,
            60,
            59.064327,
            58.139535,
            60
        ],
        [
            1.056135,
            1.305985,
            0.813986,
            0.698814,
            0.73275,
            0.66655
        ],
        [
            129443,
            129443,
            40293,
            289186,
            289186,
            283676
        ],
        [
            -82396,
            -63402,
            -82396,
            -765503,
            -273416,
            -765503
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            8938,
            4493,
            4445,
            8938,
            4493,
            4445
        ],
        [
            78.165683,
            91.415684,
            78.165684,
            78.165684,
            91.415684,
            78.165684
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482935,
            431968,
            -125080,
            -380681,
            -371504,
            -578566
        ]
    ]
}
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": 1564358400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967115069,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 44,
            "na": 0.05454,
            "nb": 0.04644,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 149,
            "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)