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Trade: ALGO/USDT/360/PWMA/JMA/3827

Strategy
ALGO/USDT/360/PWMA/JMA/3827
Pair
ALGO_USDT
Interval
6h
Score
314185
Daily Profit
0.218794
Profit Factor
1.524192
Profitability
42.514970
Streak
0.000000
Best Strategy
Training Data Length
2295.750000
Evaluation Time
2025-10-03 20:22
Expiration Time
2025-12-11 10:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502296.8403 409328.01 92968.8303 200765.1633 375584.1452 -174818.9819
Total P&L (%) 502.2968 409.328 92.9688 200.7652 375.5841 -174.819
Avg Daily Profit (%) 0.2188 0.1783 0.0405 0.048 0.0679 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157996 -136973 -150538 -316833 -179469 -387391
Profit Factor 1.5242 1.8277 1.2005 1.1086 1.4215 0.8176
Total Trades 167 84 83 167 84 83
Winning Trades 71 32 39 71 32 39
Losing Trades 96 52 44 96 52 44
Profitability (%) 42.515 38.0952 46.988 42.515 38.0952 46.988
Ratio Avg Win / Avg Loss 2.0609 2.97 1.3544 1.4989 2.31 0.9224
Largest Winning Trade 230916 230916 63003 291244 291244 76092
Largest Losing Trade -45357 -37844 -45357 -118348 -61133 -118348
Avg Bars in Trades 53 49 58 53 49 58
Avg Bars in Winners 77 72 81 77 72 81
Avg Bars in Losers 35 34 37 35 34 37
Bars Traded 8964 4119 4845 8964 4119 4845
Profit Streak 0 0 145.2241 0 0 145.2241
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314185 213994 -139456 -231993 -105231 -580898
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9183,
    "evaluation_days": 2295.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759512160610,
    "expiration_time": 1765443384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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": [
        [
            502296.8403464425,
            409328.0100385526,
            92968.8303078899,
            200765.1632626875,
            375584.1451883814,
            -174818.9819256938
        ],
        [
            502.29684,
            409.32801,
            92.96883,
            200.765163,
            375.584145,
            -174.818982
        ],
        [
            0.218794,
            0.178298,
            0.040496,
            0.047977,
            0.067947,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157996,
            -136973,
            -150538,
            -316833,
            -179469,
            -387391
        ],
        [
            1.524192,
            1.827683,
            1.200501,
            1.108552,
            1.421513,
            0.8176
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            96,
            52,
            44,
            96,
            52,
            44
        ],
        [
            42.51497,
            38.095238,
            46.987952,
            42.51497,
            38.095238,
            46.987952
        ],
        [
            2.060879,
            2.969985,
            1.354411,
            1.498888,
            2.309958,
            0.922421
        ],
        [
            230916,
            230916,
            63003,
            291244,
            291244,
            76092
        ],
        [
            -45357,
            -37844,
            -45357,
            -118348,
            -61133,
            -118348
        ],
        [
            53,
            49,
            58,
            53,
            49,
            58
        ],
        [
            77,
            72,
            81,
            77,
            72,
            81
        ],
        [
            35,
            34,
            37,
            35,
            34,
            37
        ],
        [
            8964,
            4119,
            4845,
            8964,
            4119,
            4845
        ],
        [
            0,
            0,
            145.224081,
            0,
            0,
            145.224081
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314185,
            213994,
            -139456,
            -231993,
            -105231,
            -580898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9183,
    "evaluation_days": 2295.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759512160610,
    "expiration_time": 1765443384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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)