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Trade: ALGO/USDT/240/PWMA/DCM/2819

Strategy
ALGO/USDT/240/PWMA/DCM/2819
Pair
ALGO_USDT
Interval
4h
Score
323488
Daily Profit
0.239056
Profit Factor
1.590058
Profitability
41.618497
Streak
0.000000
Best Strategy
Training Data Length
2293.330000
Evaluation Time
2025-10-01 17:53
Expiration Time
2025-12-09 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548235.0322 422682.9236 125552.1086 340890.0026 291927.0516 48962.951
Total P&L (%) 548.235 422.6829 125.5521 340.89 291.9271 48.963
Avg Daily Profit (%) 0.2391 0.1843 0.0547 0.0647 0.0596 0.0174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133511 -165000 -125043 -304215 -200013 -257253
Profit Factor 1.5901 1.8228 1.3022 1.2195 1.3404 1.0704
Total Trades 173 87 86 173 87 86
Winning Trades 72 34 38 72 34 38
Losing Trades 101 53 48 101 53 48
Profitability (%) 41.6185 39.0805 44.186 41.6185 39.0805 44.186
Ratio Avg Win / Avg Loss 2.2305 2.8414 1.6449 1.7107 2.0894 1.3521
Largest Winning Trade 211236 211236 59066 237382 237382 104034
Largest Losing Trade -40990 -28778 -40990 -108859 -105714 -108859
Avg Bars in Trades 77 78 77 77 78 77
Avg Bars in Winners 112 119 105 112 119 105
Avg Bars in Losers 53 51 55 53 51 55
Bars Traded 13457 6793 6664 13457 6793 6664
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 323488 229579 -121186 -108171 -116495 -316712
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13760,
    "evaluation_days": 2293.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563811200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759330391237,
    "expiration_time": 1765264320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "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": [
        [
            548235.0321862986,
            422682.9236046007,
            125552.108581698,
            340890.0026489197,
            291927.0516056103,
            48962.9510433097
        ],
        [
            548.235032,
            422.682924,
            125.552109,
            340.890003,
            291.927052,
            48.962951
        ],
        [
            0.239056,
            0.18431,
            0.054747,
            0.064714,
            0.059578,
            0.017379
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133511,
            -165000,
            -125043,
            -304215,
            -200013,
            -257253
        ],
        [
            1.590058,
            1.822789,
            1.302243,
            1.219502,
            1.340361,
            1.070418
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            41.618497,
            39.08046,
            44.186047,
            41.618497,
            39.08046,
            44.186047
        ],
        [
            2.230498,
            2.841407,
            1.644938,
            1.71069,
            2.089387,
            1.352107
        ],
        [
            211236,
            211236,
            59066,
            237382,
            237382,
            104034
        ],
        [
            -40990,
            -28778,
            -40990,
            -108859,
            -105714,
            -108859
        ],
        [
            77,
            78,
            77,
            77,
            78,
            77
        ],
        [
            112,
            119,
            105,
            112,
            119,
            105
        ],
        [
            53,
            51,
            55,
            53,
            51,
            55
        ],
        [
            13457,
            6793,
            6664,
            13457,
            6793,
            6664
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323488,
            229579,
            -121186,
            -108171,
            -116495,
            -316712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13760,
    "evaluation_days": 2293.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563811200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759330391237,
    "expiration_time": 1765264320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "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)