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Trade: ALGO/USDT/15/SWMA/PWMA/3170

Strategy
ALGO/USDT/15/SWMA/PWMA/3170
Pair
ALGO_USDT
Interval
15m
Score
344248
Daily Profit
0.267064
Profit Factor
1.259541
Profitability
55.607477
Streak
9.754379
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 06:06
Expiration Time
2025-12-26 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101454.4405 31905.63 69548.8105 92708.7556 39583.6845 53125.0711
Total P&L (%) 101.4544 31.9056 69.5488 92.7088 39.5837 53.1251
Avg Daily Profit (%) 0.3896 0.1225 0.2671 0.2522 0.1281 0.1637
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74649 -37155 -51249 -154258 -85736 -102644
Profit Factor 1.1842 1.1129 1.2595 1.1027 1.0867 1.119
Total Trades 428 214 214 428 214 214
Winning Trades 230 111 119 230 111 119
Losing Trades 198 103 95 198 103 95
Profitability (%) 53.7383 51.8692 55.6075 53.7383 51.8692 55.6075
Ratio Avg Win / Avg Loss 1.0195 1.0327 1.0055 0.9492 1.0084 0.8933
Largest Winning Trade 27898 14181 27898 37045 24681 37045
Largest Losing Trade -16742 -11889 -16742 -32855 -28373 -32855
Avg Bars in Trades 57 57 57 57 57 57
Avg Bars in Winners 52 48 55 52 48 55
Avg Bars in Losers 63 67 59 63 67 59
Bars Traded 24655 12350 12305 24655 12350 12305
Profit Streak 3.494 3.494 9.7544 3.494 3.494 9.7544
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7084 -129596 344248 -99668 -150221 -83539
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737738900000,
    "first_datapoint_time": 1737948600000,
    "last_datapoint_time": 1760238000000,
    "evaluation_time": 1760238378327,
    "expiration_time": 1766718000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 204,
            "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": [
        [
            101454.4405148221,
            31905.6300282741,
            69548.8104865479,
            92708.7556270857,
            39583.6844875081,
            53125.0711395775
        ],
        [
            101.454441,
            31.90563,
            69.54881,
            92.708756,
            39.583684,
            53.125071
        ],
        [
            0.38958,
            0.122516,
            0.267064,
            0.252222,
            0.128142,
            0.163748
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74649,
            -37155,
            -51249,
            -154258,
            -85736,
            -102644
        ],
        [
            1.184237,
            1.112858,
            1.259541,
            1.102652,
            1.086668,
            1.119006
        ],
        [
            428,
            214,
            214,
            428,
            214,
            214
        ],
        [
            230,
            111,
            119,
            230,
            111,
            119
        ],
        [
            198,
            103,
            95,
            198,
            103,
            95
        ],
        [
            53.738318,
            51.869159,
            55.607477,
            53.738318,
            51.869159,
            55.607477
        ],
        [
            1.019473,
            1.032652,
            1.005516,
            0.94924,
            1.00835,
            0.893324
        ],
        [
            27898,
            14181,
            27898,
            37045,
            24681,
            37045
        ],
        [
            -16742,
            -11889,
            -16742,
            -32855,
            -28373,
            -32855
        ],
        [
            57,
            57,
            57,
            57,
            57,
            57
        ],
        [
            52,
            48,
            55,
            52,
            48,
            55
        ],
        [
            63,
            67,
            59,
            63,
            67,
            59
        ],
        [
            24655,
            12350,
            12305,
            24655,
            12350,
            12305
        ],
        [
            3.493962,
            3.493962,
            9.754379,
            3.493962,
            3.493962,
            9.754379
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7084,
            -129596,
            344248,
            -99668,
            -150221,
            -83539
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737738900000,
    "first_datapoint_time": 1737948600000,
    "last_datapoint_time": 1760238000000,
    "evaluation_time": 1760238378327,
    "expiration_time": 1766718000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 204,
            "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)