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Trade: ALGO/USDT/30/T3/PWMA/7071

Strategy
ALGO/USDT/30/T3/PWMA/7071
Pair
ALGO_USDT
Interval
30m
Score
300695
Daily Profit
0.655205
Profit Factor
2.153947
Profitability
30.459770
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 22:52
Expiration Time
2025-12-22 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341250.4892 274435.1259 66815.3633 382111.1467 213835.4356 168275.7111
Total P&L (%) 341.2505 274.4351 66.8154 382.1111 213.8354 168.2757
Avg Daily Profit (%) 0.6552 0.5269 0.1283 0.3025 0.2198 0.1897
Buy And Hold Return (%) 25.2087 25.2087 25.2087 25.2087 25.2087 25.2087
Max Trade Drawdown -48302 -60885 -19516 -204691 -253499 -80429
Profit Factor 2.1539 2.6552 1.5143 1.3646 1.3602 1.3704
Total Trades 174 87 87 174 87 87
Winning Trades 53 22 31 53 22 31
Losing Trades 121 65 56 121 65 56
Profitability (%) 30.4598 25.2874 35.6322 30.4598 25.2874 35.6322
Ratio Avg Win / Avg Loss 4.9175 7.845 2.7354 3.1155 4.0189 2.4756
Largest Winning Trade 282765 282765 24406 334176 334176 99292
Largest Losing Trade -11942 -11942 -6753 -59513 -59513 -27318
Avg Bars in Trades 140 130 150 140 130 150
Avg Bars in Winners 335 328 339 335 328 339
Avg Bars in Losers 55 63 45 55 63 45
Bars Traded 24437 11369 13068 24437 11369 13068
Profit Streak 0 8.7445 0 0 8.7445 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300695 -13289 -29153 101899 -19415 88689
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714953600000,
    "first_datapoint_time": 1715490000000,
    "last_datapoint_time": 1759951800000,
    "evaluation_time": 1759953128431,
    "expiration_time": 1766431800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 247,
            "offset": 52,
            "a": 0.68008
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "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": [
        [
            341250.4891570979,
            274435.125851834,
            66815.3633052638,
            382111.1466927999,
            213835.4355851854,
            168275.7111076147
        ],
        [
            341.250489,
            274.435126,
            66.815363,
            382.111147,
            213.835436,
            168.275711
        ],
        [
            0.655205,
            0.526919,
            0.128286,
            0.302475,
            0.219833,
            0.189655
        ],
        [
            25.208681,
            25.208681,
            25.208681,
            25.208681,
            25.208681,
            25.208681
        ],
        [
            -48302,
            -60885,
            -19516,
            -204691,
            -253499,
            -80429
        ],
        [
            2.153947,
            2.655233,
            1.514257,
            1.364644,
            1.360237,
            1.370402
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            121,
            65,
            56,
            121,
            65,
            56
        ],
        [
            30.45977,
            25.287356,
            35.632184,
            30.45977,
            25.287356,
            35.632184
        ],
        [
            4.917502,
            7.845005,
            2.735432,
            3.115508,
            4.018882,
            2.475564
        ],
        [
            282765,
            282765,
            24406,
            334176,
            334176,
            99292
        ],
        [
            -11942,
            -11942,
            -6753,
            -59513,
            -59513,
            -27318
        ],
        [
            140,
            130,
            150,
            140,
            130,
            150
        ],
        [
            335,
            328,
            339,
            335,
            328,
            339
        ],
        [
            55,
            63,
            45,
            55,
            63,
            45
        ],
        [
            24437,
            11369,
            13068,
            24437,
            11369,
            13068
        ],
        [
            0,
            8.744542,
            0,
            0,
            8.744542,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            300695,
            -13289,
            -29153,
            101899,
            -19415,
            88689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714953600000,
    "first_datapoint_time": 1715490000000,
    "last_datapoint_time": 1759951800000,
    "evaluation_time": 1759953128431,
    "expiration_time": 1766431800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 247,
            "offset": 52,
            "a": 0.68008
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "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)