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Trade: ALGO/USDT/120/PWMA/PWMA/9903

Strategy
ALGO/USDT/120/PWMA/PWMA/9903
Pair
ALGO_USDT
Interval
2h
Score
300539
Daily Profit
0.168071
Profit Factor
1.255491
Profitability
45.533141
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 03:52
Expiration Time
2025-12-22 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350148.369 365017.4689 -14869.0999 -48644.161 10203.9863 -58848.1473
Total P&L (%) 350.1484 365.0175 -14.8691 -48.6442 10.204 -58.8481
Avg Daily Profit (%) 0.1681 0.1752 -0.0071 -0.032 0.0047 -0.0426
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133548 -143206 -108202 -225750 -232997 -140681
Profit Factor 1.2555 1.5508 0.979 0.9682 1.0133 0.9229
Total Trades 347 173 174 347 173 174
Winning Trades 158 70 88 158 70 88
Losing Trades 189 103 86 189 103 86
Profitability (%) 45.5331 40.4624 50.5747 45.5331 40.4624 50.5747
Ratio Avg Win / Avg Loss 1.5018 2.2819 0.9567 1.1581 1.4911 0.9019
Largest Winning Trade 236045 236045 44245 169433 169433 42673
Largest Losing Trade -45051 -36912 -45051 -77073 -77073 -69376
Avg Bars in Trades 71 67 74 71 67 74
Avg Bars in Winners 89 87 92 89 87 92
Avg Bars in Losers 55 54 55 55 54 55
Bars Traded 24637 11720 12917 24637 11720 12917
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 300539 244017 -580347 -579034 -555226 -580347
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1581148800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759884759160,
    "expiration_time": 1766361600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "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": [
        [
            350148.3690213286,
            365017.4689388262,
            -14869.0999174973,
            -48644.1610279372,
            10203.9863116288,
            -58848.147339566
        ],
        [
            350.148369,
            365.017469,
            -14.8691,
            -48.644161,
            10.203986,
            -58.848147
        ],
        [
            0.168071,
            0.175209,
            -0.007137,
            -0.031982,
            0.004664,
            -0.04261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133548,
            -143206,
            -108202,
            -225750,
            -232997,
            -140681
        ],
        [
            1.255491,
            1.550783,
            0.978991,
            0.968154,
            1.013344,
            0.922853
        ],
        [
            347,
            173,
            174,
            347,
            173,
            174
        ],
        [
            158,
            70,
            88,
            158,
            70,
            88
        ],
        [
            189,
            103,
            86,
            189,
            103,
            86
        ],
        [
            45.533141,
            40.462428,
            50.574713,
            45.533141,
            40.462428,
            50.574713
        ],
        [
            1.501822,
            2.281866,
            0.956742,
            1.158109,
            1.491063,
            0.901879
        ],
        [
            236045,
            236045,
            44245,
            169433,
            169433,
            42673
        ],
        [
            -45051,
            -36912,
            -45051,
            -77073,
            -77073,
            -69376
        ],
        [
            71,
            67,
            74,
            71,
            67,
            74
        ],
        [
            89,
            87,
            92,
            89,
            87,
            92
        ],
        [
            55,
            54,
            55,
            55,
            54,
            55
        ],
        [
            24637,
            11720,
            12917,
            24637,
            11720,
            12917
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300539,
            244017,
            -580347,
            -579034,
            -555226,
            -580347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1581148800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759884759160,
    "expiration_time": 1766361600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "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)