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Trade: ALGO/USDT/240/DEMA/RMA/5751

Strategy
ALGO/USDT/240/DEMA/RMA/5751
Pair
ALGO_USDT
Interval
4h
Score
308080
Daily Profit
0.227179
Profit Factor
1.634587
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
2302.170000
Evaluation Time
2025-10-10 12:07
Expiration Time
2025-12-18 11:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523005.7702 421983.4043 101022.3659 187208.348 225454.1675 -38245.8195
Total P&L (%) 523.0058 421.9834 101.0224 187.2083 225.4542 -38.2458
Avg Daily Profit (%) 0.2272 0.1833 0.0439 0.0458 0.0513 -0.0209
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165664 -139916 -159594 -275575 -132727 -264951
Profit Factor 1.6346 1.9247 1.2747 1.1982 1.4538 0.9146
Total Trades 124 62 62 124 62 62
Winning Trades 52 22 30 52 22 30
Losing Trades 72 40 32 72 40 32
Profitability (%) 41.9355 35.4839 48.3871 41.9355 35.4839 48.3871
Ratio Avg Win / Avg Loss 2.2633 3.4994 1.3596 1.659 2.6432 0.9756
Largest Winning Trade 216537 216537 60656 197067 197067 66648
Largest Losing Trade -40795 -33853 -40795 -98338 -67947 -98338
Avg Bars in Trades 109 110 108 109 110 108
Avg Bars in Winners 159 169 153 159 169 153
Avg Bars in Losers 72 78 65 72 78 65
Bars Traded 13552 6852 6700 13552 6852 6700
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 308080 -148970 -289176 -135912 -282413 -735585
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563465600000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087223431,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 80,
            "offset": 81
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 40,
            "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": [
        [
            523005.7701745172,
            421983.4042939855,
            101022.365880532,
            187208.3480080958,
            225454.1674658276,
            -38245.8194577318
        ],
        [
            523.00577,
            421.983404,
            101.022366,
            187.208348,
            225.454167,
            -38.245819
        ],
        [
            0.227179,
            0.183298,
            0.043881,
            0.045838,
            0.051271,
            -0.020935
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165664,
            -139916,
            -159594,
            -275575,
            -132727,
            -264951
        ],
        [
            1.634587,
            1.924665,
            1.274664,
            1.198182,
            1.453751,
            0.914584
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            41.935484,
            35.483871,
            48.387097,
            41.935484,
            35.483871,
            48.387097
        ],
        [
            2.263274,
            3.49939,
            1.359641,
            1.659021,
            2.643183,
            0.975557
        ],
        [
            216537,
            216537,
            60656,
            197067,
            197067,
            66648
        ],
        [
            -40795,
            -33853,
            -40795,
            -98338,
            -67947,
            -98338
        ],
        [
            109,
            110,
            108,
            109,
            110,
            108
        ],
        [
            159,
            169,
            153,
            159,
            169,
            153
        ],
        [
            72,
            78,
            65,
            72,
            78,
            65
        ],
        [
            13552,
            6852,
            6700,
            13552,
            6852,
            6700
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308080,
            -148970,
            -289176,
            -135912,
            -282413,
            -735585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563465600000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087223431,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 80,
            "offset": 81
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 40,
            "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)