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Trade: ALGO/USDT/480/FWMA/KCB/8435

Strategy
ALGO/USDT/480/FWMA/KCB/8435
Pair
ALGO_USDT
Interval
8h
Score
334205
Daily Profit
0.165622
Profit Factor
1.448704
Profitability
50.282486
Streak
0.000000
Best Strategy
Training Data Length
2304.330000
Evaluation Time
2025-10-12 05:57
Expiration Time
2025-12-20 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381648.4865 306706.5239 74941.9626 38553.4785 64216.6626 -25663.1841
Total P&L (%) 381.6485 306.7065 74.942 38.5535 64.2167 -25.6632
Avg Daily Profit (%) 0.1656 0.1331 0.0325 0.0142 0.0215 -0.0129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125050 -76823 -131569 -199179 -127150 -127738
Profit Factor 1.4487 1.7084 1.1795 1.0419 1.1414 0.9449
Total Trades 177 89 88 177 89 88
Winning Trades 89 41 48 89 41 48
Losing Trades 88 48 40 88 48 40
Profitability (%) 50.2825 46.0674 54.5455 50.2825 46.0674 54.5455
Ratio Avg Win / Avg Loss 1.4324 2.0001 0.9829 1.0302 1.3363 0.7874
Largest Winning Trade 160184 160184 43809 104952 104952 49470
Largest Losing Trade -53269 -49084 -53269 -54393 -49084 -54393
Avg Bars in Trades 37 36 38 37 36 38
Avg Bars in Winners 48 50 47 48 50 47
Avg Bars in Losers 26 24 28 26 24 28
Bars Traded 6643 3241 3402 6643 3241 3402
Profit Streak 0 0 93.4563 0 0 93.4563
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334205 -13947 -173409 -349748 -231284 -579948
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6913,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564819200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760237822370,
    "expiration_time": 1766200032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "offset": 82
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            381648.4865391054,
            306706.5239275839,
            74941.9626115215,
            38553.478519658,
            64216.6625758866,
            -25663.1840562286
        ],
        [
            381.648487,
            306.706524,
            74.941963,
            38.553479,
            64.216663,
            -25.663184
        ],
        [
            0.165622,
            0.1331,
            0.032522,
            0.014152,
            0.021528,
            -0.012869
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125050,
            -76823,
            -131569,
            -199179,
            -127150,
            -127738
        ],
        [
            1.448704,
            1.70842,
            1.179453,
            1.041912,
            1.141433,
            0.944907
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            50.282486,
            46.067416,
            54.545455,
            50.282486,
            46.067416,
            54.545455
        ],
        [
            1.432427,
            2.000101,
            0.982878,
            1.030205,
            1.336312,
            0.787423
        ],
        [
            160184,
            160184,
            43809,
            104952,
            104952,
            49470
        ],
        [
            -53269,
            -49084,
            -53269,
            -54393,
            -49084,
            -54393
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            48,
            50,
            47,
            48,
            50,
            47
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            6643,
            3241,
            3402,
            6643,
            3241,
            3402
        ],
        [
            0,
            0,
            93.456277,
            0,
            0,
            93.456277
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334205,
            -13947,
            -173409,
            -349748,
            -231284,
            -579948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6913,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564819200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760237822370,
    "expiration_time": 1766200032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "offset": 82
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)