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Trade: ALGO/USDT/240/PWMA/DEMA/4655

Strategy
ALGO/USDT/240/PWMA/DEMA/4655
Pair
ALGO_USDT
Interval
4h
Score
579202
Daily Profit
0.411165
Profit Factor
2.933873
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-29 11:17
Expiration Time
2025-12-06 23:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 941978.1381 643107.7669 298870.3712 23646653.1228 13517914.1681 10128738.9547
Total P&L (%) 941.9781 643.1078 298.8704 23646.6531 13517.9142 10128.739
Avg Daily Profit (%) 0.4112 0.2807 0.1305 0.239 0.2147 0.2022
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81575 -92905 -87336 -2004090 -1564214 -1491470
Profit Factor 2.9339 3.7697 2.1725 3.5442 3.5063 3.5966
Total Trades 114 57 57 114 57 57
Winning Trades 60 30 30 60 30 30
Losing Trades 54 27 27 54 27 27
Profitability (%) 52.6316 52.6316 52.6316 52.6316 52.6316 52.6316
Ratio Avg Win / Avg Loss 2.6405 3.3928 1.9552 3.1898 3.1557 3.237
Largest Winning Trade 244798 244798 60394 6785126 6785126 3516046
Largest Losing Trade -36529 -36529 -29659 -1564214 -1564214 -1276864
Avg Bars in Trades 117 97 137 117 97 137
Avg Bars in Winners 162 128 195 162 128 195
Avg Bars in Losers 67 62 72 67 62 72
Bars Traded 13366 5544 7822 13366 5544 7822
Profit Streak 0 0 45.679 0 0 45.679
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 579202 -164093 -193892 566741 -164851 -164335
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13746,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564286400000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759133865973,
    "expiration_time": 1765056672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "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": [
        [
            941978.1380994514,
            643107.7668732676,
            298870.3712261841,
            23646653.12281832,
            13517914.168098427,
            10128738.95471989
        ],
        [
            941.978138,
            643.107767,
            298.870371,
            23646.653123,
            13517.914168,
            10128.738955
        ],
        [
            0.411165,
            0.280711,
            0.130454,
            0.239047,
            0.21472,
            0.202203
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81575,
            -92905,
            -87336,
            -2004090,
            -1564214,
            -1491470
        ],
        [
            2.933873,
            3.769723,
            2.172491,
            3.5442,
            3.506289,
            3.59662
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            52.631579,
            52.631579,
            52.631579,
            52.631579,
            52.631579,
            52.631579
        ],
        [
            2.640485,
            3.392751,
            1.955242,
            3.18978,
            3.15566,
            3.236958
        ],
        [
            244798,
            244798,
            60394,
            6785126,
            6785126,
            3516046
        ],
        [
            -36529,
            -36529,
            -29659,
            -1564214,
            -1564214,
            -1276864
        ],
        [
            117,
            97,
            137,
            117,
            97,
            137
        ],
        [
            162,
            128,
            195,
            162,
            128,
            195
        ],
        [
            67,
            62,
            72,
            67,
            62,
            72
        ],
        [
            13366,
            5544,
            7822,
            13366,
            5544,
            7822
        ],
        [
            0,
            0,
            45.679004,
            0,
            0,
            45.679004
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            579202,
            -164093,
            -193892,
            566741,
            -164851,
            -164335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13746,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564286400000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759133865973,
    "expiration_time": 1765056672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "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)