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Trade: ALGO/USDT/240/SSF/VWMA/9605

Strategy
ALGO/USDT/240/SSF/VWMA/9605
Pair
ALGO_USDT
Interval
4h
Score
443988
Daily Profit
0.157972
Profit Factor
2.097771
Profitability
53.488372
Streak
164.568122
Best Strategy
Training Data Length
2302.500000
Evaluation Time
2025-10-10 20:38
Expiration Time
2025-12-18 19:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 206284.0784 363731.4748 -157447.3964 -440798.343 -48791.4535 -392006.8896
Total P&L (%) 206.2841 363.7315 -157.4474 -440.7983 -48.7915 -392.0069
Avg Daily Profit (%) 0.0896 0.158 -0.0684 0 -0.0291 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -436650 -136120 -394434 -507863 -183850 -477966
Profit Factor 1.2088 2.0978 0.7603 0.6504 0.8905 0.5192
Total Trades 87 43 44 87 43 44
Winning Trades 48 23 25 44 26 18
Losing Trades 39 20 19 43 17 26
Profitability (%) 55.1724 53.4884 56.8182 50.5747 60.4651 40.9091
Ratio Avg Win / Avg Loss 0.9821 1.8241 0.5778 0.6356 0.5822 0.75
Largest Winning Trade 324797 324797 55329 195861 56289 195861
Largest Losing Trade -324607 -53033 -324607 -308665 -97804 -308665
Avg Bars in Trades 150 188 113 150 188 113
Avg Bars in Winners 140 152 129 148 189 90
Avg Bars in Losers 163 230 93 152 187 129
Bars Traded 13117 8107 5009 13117 8107 5009
Profit Streak 164.5681 164.5681 386.4015 0 0 0
Trades During Streak 3 1 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73235 443988 -578456 -580471 -579370 -584254
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13815,
    "evaluation_days": 2302.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564675200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117885757,
    "expiration_time": 1766080080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 245,
            "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": [
        [
            206284.0783851954,
            363731.4747568854,
            -157447.3963716899,
            -440798.343022323,
            -48791.4534561941,
            -392006.889566129
        ],
        [
            206.284078,
            363.731475,
            -157.447396,
            -440.798343,
            -48.791453,
            -392.00689
        ],
        [
            0.089591,
            0.157972,
            -0.068381,
            0,
            -0.029063,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -436650,
            -136120,
            -394434,
            -507863,
            -183850,
            -477966
        ],
        [
            1.208773,
            2.097771,
            0.760259,
            0.650387,
            0.890467,
            0.519226
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            48,
            23,
            25,
            44,
            26,
            18
        ],
        [
            39,
            20,
            19,
            43,
            17,
            26
        ],
        [
            55.172414,
            53.488372,
            56.818182,
            50.574713,
            60.465116,
            40.909091
        ],
        [
            0.982128,
            1.824149,
            0.577797,
            0.635605,
            0.582229,
            0.749992
        ],
        [
            324797,
            324797,
            55329,
            195861,
            56289,
            195861
        ],
        [
            -324607,
            -53033,
            -324607,
            -308665,
            -97804,
            -308665
        ],
        [
            150,
            188,
            113,
            150,
            188,
            113
        ],
        [
            140,
            152,
            129,
            148,
            189,
            90
        ],
        [
            163,
            230,
            93,
            152,
            187,
            129
        ],
        [
            13117,
            8107,
            5009,
            13117,
            8107,
            5009
        ],
        [
            164.568122,
            164.568122,
            386.401455,
            0,
            0,
            0
        ],
        [
            3,
            1,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73235,
            443988,
            -578456,
            -580471,
            -579370,
            -584254
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13815,
    "evaluation_days": 2302.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564675200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117885757,
    "expiration_time": 1766080080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 245,
            "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)