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Trade: ALGO/USDT/360/MIDPOINT/PWMA/6723

Strategy
ALGO/USDT/360/MIDPOINT/PWMA/6723
Pair
ALGO_USDT
Interval
6h
Score
342434
Daily Profit
0.156857
Profit Factor
2.280199
Profitability
43.243243
Streak
27.282190
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-28 21:46
Expiration Time
2025-12-06 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359263.7688 359359.4688 -95.7 32417.0729 140984.123 -108567.05
Total P&L (%) 359.2638 359.3595 -0.0957 32.4171 140.9841 -108.5671
Avg Daily Profit (%) 0.1568 0.1569 0 0.0123 0.0384 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126647 -84142 -95650 -488972 -291935 -418778
Profit Factor 1.6223 2.2802 0.9997 1.0191 1.1733 0.8772
Total Trades 73 37 36 73 37 36
Winning Trades 28 16 12 28 16 12
Losing Trades 45 21 24 45 21 24
Profitability (%) 38.3562 43.2432 33.3333 38.3562 43.2432 33.3333
Ratio Avg Win / Avg Loss 2.6073 2.9928 1.9994 1.6378 1.5399 1.7544
Largest Winning Trade 240190 240190 57472 339454 339454 203573
Largest Losing Trade -34648 -26104 -34648 -128791 -96726 -128791
Avg Bars in Trades 115 86 146 115 86 146
Avg Bars in Winners 203 121 313 203 121 313
Avg Bars in Losers 61 59 63 61 59 63
Bars Traded 8467 3182 5285 8467 3182 5285
Profit Streak 13.2822 27.2822 0 13.2822 27.2822 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69877 342434 -584483 -457971 -172505 -584483
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9164,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567274400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085181259,
    "expiration_time": 1765020672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 60
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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": [
        [
            359263.7688136901,
            359359.4687867554,
            -95.6999730656,
            32417.0729272745,
            140984.1229666379,
            -108567.0500393633
        ],
        [
            359.263769,
            359.359469,
            -0.0957,
            32.417073,
            140.984123,
            -108.56705
        ],
        [
            0.156815,
            0.156857,
            -4.2e-5,
            0.012257,
            0.038399,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126647,
            -84142,
            -95650,
            -488972,
            -291935,
            -418778
        ],
        [
            1.622346,
            2.280199,
            0.999677,
            1.019096,
            1.173272,
            0.87718
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            38.356164,
            43.243243,
            33.333333,
            38.356164,
            43.243243,
            33.333333
        ],
        [
            2.607342,
            2.992761,
            1.999355,
            1.637832,
            1.53992,
            1.75436
        ],
        [
            240190,
            240190,
            57472,
            339454,
            339454,
            203573
        ],
        [
            -34648,
            -26104,
            -34648,
            -128791,
            -96726,
            -128791
        ],
        [
            115,
            86,
            146,
            115,
            86,
            146
        ],
        [
            203,
            121,
            313,
            203,
            121,
            313
        ],
        [
            61,
            59,
            63,
            61,
            59,
            63
        ],
        [
            8467,
            3182,
            5285,
            8467,
            3182,
            5285
        ],
        [
            13.28219,
            27.28219,
            0,
            13.28219,
            27.28219,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69877,
            342434,
            -584483,
            -457971,
            -172505,
            -584483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9164,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567274400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085181259,
    "expiration_time": 1765020672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 60
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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)