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Trade: ALGO/USDT/120/DCL/SINWMA/4835

Strategy
ALGO/USDT/120/DCL/SINWMA/4835
Pair
ALGO_USDT
Interval
2h
Score
464258
Daily Profit
0.295108
Profit Factor
1.826104
Profitability
47.798742
Streak
13.384698
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 16:13
Expiration Time
2025-12-15 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614807.3261 553912.172 60895.1541 444086.2983 486996.7648 -42910.4666
Total P&L (%) 614.8073 553.9122 60.8952 444.0863 486.9968 -42.9105
Avg Daily Profit (%) 0.2951 0.2659 0.0292 0.0813 0.085 -0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155929 -181194 -60421 -881498 -694634 -334494
Profit Factor 1.8261 2.121 1.2435 1.1785 1.2741 0.9397
Total Trades 159 79 80 159 79 80
Winning Trades 76 33 43 76 33 43
Losing Trades 83 46 37 83 46 37
Profitability (%) 47.7987 41.7722 53.75 47.7987 41.7722 53.75
Ratio Avg Win / Avg Loss 1.9943 2.9566 1.07 1.287 1.776 0.8086
Largest Winning Trade 323059 323059 32521 594710 594710 68956
Largest Losing Trade -45807 -45807 -24610 -338160 -338160 -88431
Avg Bars in Trades 151 248 55 151 248 55
Avg Bars in Winners 180 332 63 180 332 63
Avg Bars in Losers 124 188 45 124 188 45
Bars Traded 24091 19662 4429 24091 19662 4429
Profit Streak 13.3847 0 13.6347 13.3847 0 13.6347
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464258 -17523 -173072 -107964 -108608 -599149
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1581595200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759324437908,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 99,
            "offset": 227
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 40,
            "offset": 135
        }
    }
}
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": [
        [
            614807.3261007309,
            553912.1720183475,
            60895.1540823833,
            444086.2982833099,
            486996.7648411618,
            -42910.4665578516
        ],
        [
            614.807326,
            553.912172,
            60.895154,
            444.086298,
            486.996765,
            -42.910467
        ],
        [
            0.295108,
            0.265878,
            0.02923,
            0.081342,
            0.084989,
            -0.026903
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155929,
            -181194,
            -60421,
            -881498,
            -694634,
            -334494
        ],
        [
            1.826104,
            2.121004,
            1.24348,
            1.178484,
            1.274082,
            0.939671
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            47.798742,
            41.772152,
            53.75,
            47.798742,
            41.772152,
            53.75
        ],
        [
            1.994298,
            2.956552,
            1.069971,
            1.287028,
            1.775993,
            0.808554
        ],
        [
            323059,
            323059,
            32521,
            594710,
            594710,
            68956
        ],
        [
            -45807,
            -45807,
            -24610,
            -338160,
            -338160,
            -88431
        ],
        [
            151,
            248,
            55,
            151,
            248,
            55
        ],
        [
            180,
            332,
            63,
            180,
            332,
            63
        ],
        [
            124,
            188,
            45,
            124,
            188,
            45
        ],
        [
            24091,
            19662,
            4429,
            24091,
            19662,
            4429
        ],
        [
            13.384698,
            0,
            13.634698,
            13.384698,
            0,
            13.634698
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464258,
            -17523,
            -173072,
            -107964,
            -108608,
            -599149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1581595200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759324437908,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 99,
            "offset": 227
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 40,
            "offset": 135
        }
    }
}

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)