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Trade: ALGO/USDT/360/SWMA/RMA/4376

Strategy
ALGO/USDT/360/SWMA/RMA/4376
Pair
ALGO_USDT
Interval
6h
Score
312086
Daily Profit
0.199513
Profit Factor
2.367903
Profitability
38.709677
Streak
236.370074
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 23:52
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 564315.1078 456236.2685 108078.8393 372271.5416 358551.6574 13719.8842
Total P&L (%) 564.3151 456.2363 108.0788 372.2715 358.5517 13.7199
Avg Daily Profit (%) 0.2468 0.1995 0.0473 0.0679 0.0666 0.0056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128414 -115462 -102451 -391349 -360831 -297511
Profit Factor 1.9851 2.3679 1.4516 1.2202 1.367 1.0192
Total Trades 61 31 30 61 31 30
Winning Trades 26 12 14 26 12 14
Losing Trades 35 19 16 35 19 16
Profitability (%) 42.623 38.7097 46.6667 42.623 38.7097 46.6667
Ratio Avg Win / Avg Loss 2.6722 3.7492 1.6589 1.6426 2.1643 1.1648
Largest Winning Trade 285340 285340 54140 376099 376099 131902
Largest Losing Trade -36260 -36260 -34859 -135295 -135295 -112144
Avg Bars in Trades 143 140 147 143 140 147
Avg Bars in Winners 217 225 209 217 225 209
Avg Bars in Losers 88 86 91 88 86 91
Bars Traded 8758 4348 4410 8758 4348 4410
Profit Streak 78.1201 236.3701 0 78.1201 236.3701 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -156379 312086 -129011 -270142 -105834 -436079

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": 1565676000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919974373,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 83,
            "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": [
        [
            564315.1078382155,
            456236.2685189188,
            108078.8393192965,
            372271.5416141611,
            358551.657428683,
            13719.884185478
        ],
        [
            564.315108,
            456.236269,
            108.078839,
            372.271542,
            358.551657,
            13.719884
        ],
        [
            0.246776,
            0.199513,
            0.047263,
            0.067909,
            0.066619,
            0.005622
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128414,
            -115462,
            -102451,
            -391349,
            -360831,
            -297511
        ],
        [
            1.985056,
            2.367903,
            1.451558,
            1.22019,
            1.366954,
            1.019227
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            42.622951,
            38.709677,
            46.666667,
            42.622951,
            38.709677,
            46.666667
        ],
        [
            2.672191,
            3.74918,
            1.658924,
            1.642563,
            2.164344,
            1.164831
        ],
        [
            285340,
            285340,
            54140,
            376099,
            376099,
            131902
        ],
        [
            -36260,
            -36260,
            -34859,
            -135295,
            -135295,
            -112144
        ],
        [
            143,
            140,
            147,
            143,
            140,
            147
        ],
        [
            217,
            225,
            209,
            217,
            225,
            209
        ],
        [
            88,
            86,
            91,
            88,
            86,
            91
        ],
        [
            8758,
            4348,
            4410,
            8758,
            4348,
            4410
        ],
        [
            78.120074,
            236.370074,
            0,
            78.120074,
            236.370074,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156379,
            312086,
            -129011,
            -270142,
            -105834,
            -436079
        ]
    ]
}
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": 1565676000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919974373,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 83,
            "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)