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Trade: ALGO/USDT/15/SWMA/SMA/6323

Strategy
ALGO/USDT/15/SWMA/SMA/6323
Pair
ALGO_USDT
Interval
15m
Score
322986
Daily Profit
0.355934
Profit Factor
1.203147
Profitability
46.896552
Streak
4.931135
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 04:20
Expiration Time
2025-12-14 03:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92692.4518 26515.7541 66176.6977 78593.4917 37424.8649 41168.6268
Total P&L (%) 92.6925 26.5158 66.1767 78.5935 37.4249 41.1686
Avg Daily Profit (%) 0.3559 0.1018 0.2541 0.2229 0.1221 0.1325
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50363 -37565 -29946 -56531 -36985 -35873
Profit Factor 1.2031 1.1184 1.2849 1.1427 1.1377 1.1475
Total Trades 290 145 145 290 145 145
Winning Trades 136 65 71 136 65 71
Losing Trades 154 80 74 154 80 74
Profitability (%) 46.8966 44.8276 48.9655 46.8966 44.8276 48.9655
Ratio Avg Win / Avg Loss 1.3624 1.3765 1.3392 1.2939 1.4003 1.196
Largest Winning Trade 27677 26553 27677 39146 39146 18265
Largest Losing Trade -16464 -10534 -16464 -20708 -17096 -20708
Avg Bars in Trades 84 82 86 84 82 86
Avg Bars in Winners 111 108 114 111 108 114
Avg Bars in Losers 61 62 60 61 62 60
Bars Traded 24601 12019 12582 24601 12019 12582
Profit Streak 4.9311 4.9311 5.4728 4.9311 4.9311 5.4728
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322986 -153235 253053 -55209 -103864 -77305
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736695800000,
    "first_datapoint_time": 1736840700000,
    "last_datapoint_time": 1759194900000,
    "evaluation_time": 1759195250082,
    "expiration_time": 1765674900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "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": [
        [
            92692.4517686495,
            26515.754083705,
            66176.6976849445,
            78593.4916825734,
            37424.8649292757,
            41168.6267532978
        ],
        [
            92.692452,
            26.515754,
            66.176698,
            78.593492,
            37.424865,
            41.168627
        ],
        [
            0.355934,
            0.101819,
            0.254115,
            0.222943,
            0.122149,
            0.132483
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50363,
            -37565,
            -29946,
            -56531,
            -36985,
            -35873
        ],
        [
            1.203147,
            1.11838,
            1.284881,
            1.142704,
            1.137738,
            1.147539
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            136,
            65,
            71,
            136,
            65,
            71
        ],
        [
            154,
            80,
            74,
            154,
            80,
            74
        ],
        [
            46.896552,
            44.827586,
            48.965517,
            46.896552,
            44.827586,
            48.965517
        ],
        [
            1.362386,
            1.376468,
            1.339172,
            1.293944,
            1.400293,
            1.196027
        ],
        [
            27677,
            26553,
            27677,
            39146,
            39146,
            18265
        ],
        [
            -16464,
            -10534,
            -16464,
            -20708,
            -17096,
            -20708
        ],
        [
            84,
            82,
            86,
            84,
            82,
            86
        ],
        [
            111,
            108,
            114,
            111,
            108,
            114
        ],
        [
            61,
            62,
            60,
            61,
            62,
            60
        ],
        [
            24601,
            12019,
            12582,
            24601,
            12019,
            12582
        ],
        [
            4.931135,
            4.931135,
            5.472802,
            4.931135,
            4.931135,
            5.472802
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322986,
            -153235,
            253053,
            -55209,
            -103864,
            -77305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736695800000,
    "first_datapoint_time": 1736840700000,
    "last_datapoint_time": 1759194900000,
    "evaluation_time": 1759195250082,
    "expiration_time": 1765674900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "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)