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Trade: ALGO/USDT/480/PWMA/HMA/5964

Strategy
ALGO/USDT/480/PWMA/HMA/5964
Pair
ALGO_USDT
Interval
8h
Score
309901
Daily Profit
0.263114
Profit Factor
1.881918
Profitability
40.196078
Streak
0.000000
Best Strategy
Training Data Length
2303.000000
Evaluation Time
2025-10-11 01:12
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605951.5282 468674.7226 137276.8056 674057.5763 418702.2251 255355.3511
Total P&L (%) 605.9515 468.6747 137.2768 674.0576 418.7022 255.3554
Avg Daily Profit (%) 0.2631 0.2035 0.0596 0.0889 0.0715 0.0551
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109168 -83383 -145262 -135296 -101704 -156446
Profit Factor 1.8819 2.3874 1.393 1.756 1.8512 1.6387
Total Trades 102 51 51 102 51 51
Winning Trades 41 19 22 41 19 22
Losing Trades 61 32 29 61 32 29
Profitability (%) 40.1961 37.2549 43.1373 40.1961 37.2549 43.1373
Ratio Avg Win / Avg Loss 2.7999 4.0209 1.8363 2.6125 3.1179 2.1601
Largest Winning Trade 208269 208269 61325 234572 234572 177925
Largest Losing Trade -48100 -35929 -48100 -87813 -87813 -46929
Avg Bars in Trades 66 62 70 66 62 70
Avg Bars in Winners 102 98 106 102 98 106
Avg Bars in Losers 41 41 42 41 41 42
Bars Traded 6770 3191 3579 6770 3191 3579
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309901 -172812 -294289 -74066 -278966 -298998
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6909,
    "evaluation_days": 2303,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760134330926,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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": [
        [
            605951.5282348257,
            468674.7226318744,
            137276.8056029516,
            674057.576281679,
            418702.2251371602,
            255355.3511445189
        ],
        [
            605.951528,
            468.674723,
            137.276806,
            674.057576,
            418.702225,
            255.355351
        ],
        [
            0.263114,
            0.203506,
            0.059608,
            0.088901,
            0.071504,
            0.055072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109168,
            -83383,
            -145262,
            -135296,
            -101704,
            -156446
        ],
        [
            1.881918,
            2.387394,
            1.393035,
            1.755957,
            1.851249,
            1.638718
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            40.196078,
            37.254902,
            43.137255,
            40.196078,
            37.254902,
            43.137255
        ],
        [
            2.799927,
            4.020874,
            1.836273,
            2.612521,
            3.117893,
            2.160129
        ],
        [
            208269,
            208269,
            61325,
            234572,
            234572,
            177925
        ],
        [
            -48100,
            -35929,
            -48100,
            -87813,
            -87813,
            -46929
        ],
        [
            66,
            62,
            70,
            66,
            62,
            70
        ],
        [
            102,
            98,
            106,
            102,
            98,
            106
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            6770,
            3191,
            3579,
            6770,
            3191,
            3579
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309901,
            -172812,
            -294289,
            -74066,
            -278966,
            -298998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6909,
    "evaluation_days": 2303,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760134330926,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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)