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Trade: ALGO/USDT/480/PWMA/SUPERTREND/5924

Strategy
ALGO/USDT/480/PWMA/SUPERTREND/5924
Pair
ALGO_USDT
Interval
8h
Score
323717
Daily Profit
0.180801
Profit Factor
1.509277
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2301.330000
Evaluation Time
2025-10-09 07:26
Expiration Time
2025-12-17 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416082.4162 345432.9334 70649.4828 68281.519 -1723.5525 70005.0714
Total P&L (%) 416.0824 345.4329 70.6495 68.2815 -1.7236 70.0051
Avg Daily Profit (%) 0.1808 0.1501 0.0307 0.0226 -0.0008 0.0231
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139192 -113960 -118192 -122258 -118624 -83060
Profit Factor 1.5093 1.7706 1.1916 1.0933 0.9961 1.239
Total Trades 135 68 67 135 68 67
Winning Trades 63 32 31 63 32 31
Losing Trades 72 36 36 72 36 36
Profitability (%) 46.6667 47.0588 46.2687 46.6667 47.0588 46.2687
Ratio Avg Win / Avg Loss 1.7249 1.9919 1.3838 1.2495 1.1206 1.4388
Largest Winning Trade 170646 170646 56523 97096 97096 42126
Largest Losing Trade -43086 -39321 -43086 -45144 -45144 -26456
Avg Bars in Trades 49 45 53 49 45 53
Avg Bars in Winners 70 64 76 70 64 76
Avg Bars in Losers 31 28 34 31 28 34
Bars Traded 6666 3062 3604 6666 3062 3604
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 323717 -100049 -280055 -281545 -689713 -280756
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6904,
    "evaluation_days": 2301.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565856000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759984009254,
    "expiration_time": 1765933056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 11,
            "offset": 0,
            "multiplier": 2.50357
        }
    }
}
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": [
        [
            416082.4162256316,
            345432.9333882452,
            70649.4828373861,
            68281.5189750804,
            -1723.5524583297,
            70005.0714334101
        ],
        [
            416.082416,
            345.432933,
            70.649483,
            68.281519,
            -1.723552,
            70.005071
        ],
        [
            0.180801,
            0.150101,
            0.030699,
            0.022619,
            -0.000755,
            0.023061
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139192,
            -113960,
            -118192,
            -122258,
            -118624,
            -83060
        ],
        [
            1.509277,
            1.770603,
            1.191596,
            1.093348,
            0.99607,
            1.23899
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            46.666667,
            47.058824,
            46.268657,
            46.666667,
            47.058824,
            46.268657
        ],
        [
            1.724888,
            1.991928,
            1.383788,
            1.24954,
            1.120579,
            1.438827
        ],
        [
            170646,
            170646,
            56523,
            97096,
            97096,
            42126
        ],
        [
            -43086,
            -39321,
            -43086,
            -45144,
            -45144,
            -26456
        ],
        [
            49,
            45,
            53,
            49,
            45,
            53
        ],
        [
            70,
            64,
            76,
            70,
            64,
            76
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            6666,
            3062,
            3604,
            6666,
            3062,
            3604
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323717,
            -100049,
            -280055,
            -281545,
            -689713,
            -280756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6904,
    "evaluation_days": 2301.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565856000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759984009254,
    "expiration_time": 1765933056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 11,
            "offset": 0,
            "multiplier": 2.50357
        }
    }
}

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)