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Trade: ALGO/USDT/480/PWMA/RMA/1240

Strategy
ALGO/USDT/480/PWMA/RMA/1240
Pair
ALGO_USDT
Interval
8h
Score
310081
Daily Profit
0.153050
Profit Factor
1.578502
Profitability
46.987952
Streak
0.000000
Best Strategy
Training Data Length
2304.670000
Evaluation Time
2025-10-12 17:35
Expiration Time
2025-12-20 13:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369490.1474 352729.4137 16760.7337 -34678.8844 282208.5596 -316887.4441
Total P&L (%) 369.4901 352.7294 16.7607 -34.6789 282.2086 -316.8874
Avg Daily Profit (%) 0.1603 0.1531 0.0073 -0.0185 0.0582 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -295846 -222418 -226597 -506220 -182938 -524392
Profit Factor 1.3383 1.5785 1.0347 0.9768 1.4726 0.6474
Total Trades 166 83 83 166 83 83
Winning Trades 81 39 42 81 39 42
Losing Trades 85 44 41 85 44 41
Profitability (%) 48.7952 46.988 50.6024 48.7952 46.988 50.6024
Ratio Avg Win / Avg Loss 1.4044 1.7809 1.0101 1.0251 1.6614 0.6319
Largest Winning Trade 248529 248529 58187 137711 109417 137711
Largest Losing Trade -48338 -40365 -48338 -117113 -99686 -117113
Avg Bars in Trades 40 49 32 40 49 32
Avg Bars in Winners 50 60 40 50 60 40
Avg Bars in Losers 31 38 24 31 38 24
Bars Traded 6782 4067 2715 6782 4067 2715
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 288035 310081 -374723 -578710 -114467 -581031
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6914,
    "evaluation_days": 2304.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563696000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760279731975,
    "expiration_time": 1766229696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 55,
            "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": [
        [
            369490.1474127716,
            352729.4137117767,
            16760.7337009948,
            -34678.8844447872,
            282208.5596212544,
            -316887.4440660418
        ],
        [
            369.490147,
            352.729414,
            16.760734,
            -34.678884,
            282.20856,
            -316.887444
        ],
        [
            0.160322,
            0.15305,
            0.007273,
            -0.018476,
            0.058194,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -295846,
            -222418,
            -226597,
            -506220,
            -182938,
            -524392
        ],
        [
            1.338306,
            1.578502,
            1.034741,
            0.976815,
            1.472583,
            0.647353
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            48.795181,
            46.987952,
            50.60241,
            48.795181,
            46.987952,
            50.60241
        ],
        [
            1.404395,
            1.780874,
            1.010104,
            1.025053,
            1.661376,
            0.631939
        ],
        [
            248529,
            248529,
            58187,
            137711,
            109417,
            137711
        ],
        [
            -48338,
            -40365,
            -48338,
            -117113,
            -99686,
            -117113
        ],
        [
            40,
            49,
            32,
            40,
            49,
            32
        ],
        [
            50,
            60,
            40,
            50,
            60,
            40
        ],
        [
            31,
            38,
            24,
            31,
            38,
            24
        ],
        [
            6782,
            4067,
            2715,
            6782,
            4067,
            2715
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            288035,
            310081,
            -374723,
            -578710,
            -114467,
            -581031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6914,
    "evaluation_days": 2304.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563696000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760279731975,
    "expiration_time": 1766229696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 55,
            "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)