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Trade: ALGO/USDT/15/WMA/SWMA/5161

Strategy
ALGO/USDT/15/WMA/SWMA/5161
Pair
ALGO_USDT
Interval
15m
Score
313267
Daily Profit
0.264450
Profit Factor
1.247693
Profitability
64.335664
Streak
5.309313
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 12:40
Expiration Time
2025-12-16 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68868.1107 8247.841 60620.2697 51036.5806 -8117.6615 59154.2421
Total P&L (%) 68.8681 8.2478 60.6203 51.0366 -8.1177 59.1542
Avg Daily Profit (%) 0.2645 0.0317 0.2328 0.1585 -0.0325 0.1786
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40480 -55427 -37392 -51013 -64273 -44962
Profit Factor 1.2477 1.0513 1.5165 1.163 0.9558 1.4574
Total Trades 143 72 71 143 72 71
Winning Trades 92 42 50 92 42 50
Losing Trades 51 30 21 51 30 21
Profitability (%) 64.3357 58.3333 70.4225 64.3357 58.3333 70.4225
Ratio Avg Win / Avg Loss 0.6917 0.751 0.6369 0.6447 0.6827 0.6121
Largest Winning Trade 17453 17453 8937 15333 15333 8912
Largest Losing Trade -24504 -24504 -20488 -31957 -31957 -24492
Avg Bars in Trades 171 180 162 171 180 162
Avg Bars in Winners 106 95 115 106 95 115
Avg Bars in Losers 290 300 274 290 300 274
Bars Traded 24579 13019 11560 24579 13019 11560
Profit Streak 5.3093 5.3093 12.7989 5.3093 5.3093 12.7989
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313267 -560398 -76906 -34422 -659093 -77827
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736898300000,
    "first_datapoint_time": 1737108000000,
    "last_datapoint_time": 1759397400000,
    "evaluation_time": 1759398024669,
    "expiration_time": 1765877400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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": [
        [
            68868.1106643193,
            8247.8410008676,
            60620.2696634517,
            51036.5806043315,
            -8117.6614726149,
            59154.2420769463
        ],
        [
            68.868111,
            8.247841,
            60.62027,
            51.036581,
            -8.117661,
            59.154242
        ],
        [
            0.26445,
            0.031671,
            0.232779,
            0.158467,
            -0.032504,
            0.178603
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40480,
            -55427,
            -37392,
            -51013,
            -64273,
            -44962
        ],
        [
            1.247693,
            1.051334,
            1.516494,
            1.162965,
            0.955846,
            1.4574
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            64.335664,
            58.333333,
            70.422535,
            64.335664,
            58.333333,
            70.422535
        ],
        [
            0.691656,
            0.750953,
            0.636927,
            0.644687,
            0.682747,
            0.612108
        ],
        [
            17453,
            17453,
            8937,
            15333,
            15333,
            8912
        ],
        [
            -24504,
            -24504,
            -20488,
            -31957,
            -31957,
            -24492
        ],
        [
            171,
            180,
            162,
            171,
            180,
            162
        ],
        [
            106,
            95,
            115,
            106,
            95,
            115
        ],
        [
            290,
            300,
            274,
            290,
            300,
            274
        ],
        [
            24579,
            13019,
            11560,
            24579,
            13019,
            11560
        ],
        [
            5.309313,
            5.309313,
            12.798897,
            5.309313,
            5.309313,
            12.798897
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313267,
            -560398,
            -76906,
            -34422,
            -659093,
            -77827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736898300000,
    "first_datapoint_time": 1737108000000,
    "last_datapoint_time": 1759397400000,
    "evaluation_time": 1759398024669,
    "expiration_time": 1765877400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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)