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Trade: ALGO/USDT/480/PWMA/SSF/5466

Strategy
ALGO/USDT/480/PWMA/SSF/5466
Pair
ALGO_USDT
Interval
8h
Score
451946
Daily Profit
0.187459
Profit Factor
2.338878
Profitability
50.000000
Streak
46.293787
Best Strategy
Training Data Length
2296.670000
Evaluation Time
2025-10-04 18:03
Expiration Time
2025-12-12 07:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454150.4764 430530.6339 23619.8425 -13054.7518 7588.7202 -20643.472
Total P&L (%) 454.1505 430.5306 23.6198 -13.0548 7.5887 -20.6435
Avg Daily Profit (%) 0.1977 0.1875 0.0103 -0.0061 0.0032 -0.0101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143032 -142972 -105643 -286855 -339586 -170436
Profit Factor 1.6754 2.3389 1.0673 0.9906 1.01 0.9672
Total Trades 80 40 40 80 40 40
Winning Trades 40 20 20 40 20 20
Losing Trades 40 20 20 40 20 20
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 1.6754 2.3389 1.0673 0.9906 1.01 0.9672
Largest Winning Trade 317751 317751 51451 217171 217171 109553
Largest Losing Trade -59916 -43053 -59916 -146812 -119388 -146812
Avg Bars in Trades 82 72 91 82 72 91
Avg Bars in Winners 104 88 120 104 88 120
Avg Bars in Losers 60 57 62 60 57 62
Bars Traded 6596 2919 3677 6596 2919 3677
Profit Streak 46.2938 46.2938 78.6271 46.2938 46.2938 78.6271
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12013 451946 -329468 -603567 -563229 -580192
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6890,
    "evaluation_days": 2296.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567296000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759590183245,
    "expiration_time": 1765517760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            454150.4763956491,
            430530.6338571176,
            23619.8425385313,
            -13054.7518250121,
            7588.7201505838,
            -20643.4719755959
        ],
        [
            454.150476,
            430.530634,
            23.619843,
            -13.054752,
            7.58872,
            -20.643472
        ],
        [
            0.197743,
            0.187459,
            0.010284,
            -0.006091,
            0.003185,
            -0.010067
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143032,
            -142972,
            -105643,
            -286855,
            -339586,
            -170436
        ],
        [
            1.675353,
            2.338878,
            1.067312,
            0.990575,
            1.010045,
            0.967217
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            1.675353,
            2.338878,
            1.067312,
            0.990575,
            1.010045,
            0.967217
        ],
        [
            317751,
            317751,
            51451,
            217171,
            217171,
            109553
        ],
        [
            -59916,
            -43053,
            -59916,
            -146812,
            -119388,
            -146812
        ],
        [
            82,
            72,
            91,
            82,
            72,
            91
        ],
        [
            104,
            88,
            120,
            104,
            88,
            120
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            6596,
            2919,
            3677,
            6596,
            2919,
            3677
        ],
        [
            46.293787,
            46.293787,
            78.627121,
            46.293788,
            46.293788,
            78.627121
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12013,
            451946,
            -329468,
            -603567,
            -563229,
            -580192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6890,
    "evaluation_days": 2296.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567296000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759590183245,
    "expiration_time": 1765517760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 2
        }
    }
}

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)