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Trade: ALGO/USDT/360/DCM/PWMA/1166

Strategy
ALGO/USDT/360/DCM/PWMA/1166
Pair
ALGO_USDT
Interval
6h
Score
356261
Daily Profit
0.255660
Profit Factor
1.602864
Profitability
43.558282
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 11:29
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 584629.5498 493800.257 90829.2928 204460.0396 249895.1369 -45435.0973
Total P&L (%) 584.6296 493.8003 90.8293 204.46 249.8951 -45.4351
Avg Daily Profit (%) 0.2557 0.2159 0.0397 0.0487 0.0548 -0.0265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113817 -152399 -113820 -448338 -415161 -348174
Profit Factor 1.6029 1.885 1.2206 1.0839 1.1728 0.9541
Total Trades 163 82 81 163 82 81
Winning Trades 71 32 39 71 32 39
Losing Trades 92 50 42 92 50 42
Profitability (%) 43.5583 39.0244 48.1481 43.5583 39.0244 48.1481
Ratio Avg Win / Avg Loss 2.077 2.9453 1.3145 1.4045 1.8325 1.0275
Largest Winning Trade 290264 290264 67319 378478 378478 84204
Largest Losing Trade -42602 -42602 -39071 -168407 -168407 -113798
Avg Bars in Trades 53 40 67 53 40 67
Avg Bars in Winners 72 46 94 72 46 94
Avg Bars in Losers 39 37 42 39 37 42
Bars Traded 8784 3341 5443 8784 3341 5443
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 356261 93928 -152926 -257734 -157792 -591789

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875383835,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "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": [
        [
            584629.5498129751,
            493800.2570092706,
            90829.2928037047,
            204460.0395958525,
            249895.136904647,
            -45435.0973087947
        ],
        [
            584.62955,
            493.800257,
            90.829293,
            204.46004,
            249.895137,
            -45.435097
        ],
        [
            0.25566,
            0.21594,
            0.03972,
            0.0487,
            0.054785,
            -0.026487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113817,
            -152399,
            -113820,
            -448338,
            -415161,
            -348174
        ],
        [
            1.602864,
            1.884968,
            1.220584,
            1.083924,
            1.172827,
            0.954121
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            92,
            50,
            42,
            92,
            50,
            42
        ],
        [
            43.558282,
            39.02439,
            48.148148,
            43.558282,
            39.02439,
            48.148148
        ],
        [
            2.076951,
            2.945263,
            1.314476,
            1.404521,
            1.832542,
            1.027515
        ],
        [
            290264,
            290264,
            67319,
            378478,
            378478,
            84204
        ],
        [
            -42602,
            -42602,
            -39071,
            -168407,
            -168407,
            -113798
        ],
        [
            53,
            40,
            67,
            53,
            40,
            67
        ],
        [
            72,
            46,
            94,
            72,
            46,
            94
        ],
        [
            39,
            37,
            42,
            39,
            37,
            42
        ],
        [
            8784,
            3341,
            5443,
            8784,
            3341,
            5443
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356261,
            93928,
            -152926,
            -257734,
            -157792,
            -591789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875383835,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "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)