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Trade: ALGO/USDT/360/PWMA/BBU/3745

Strategy
ALGO/USDT/360/PWMA/BBU/3745
Pair
ALGO_USDT
Interval
6h
Score
341311
Daily Profit
0.167944
Profit Factor
1.509085
Profitability
46.666667
Streak
7.603962
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 384045.6332 382439.3967 1606.2364 -36094.695 -61663.613 25568.918
Total P&L (%) 384.0456 382.4394 1.6062 -36.0947 -61.6636 25.5689
Avg Daily Profit (%) 0.1679 0.1672 0.0007 -0.0196 -0.0419 0.01
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176082 -208346 -91544 -404519 -465693 -148807
Profit Factor 1.5091 1.772 1.0062 0.9713 0.9312 1.0709
Total Trades 105 52 53 105 52 53
Winning Trades 49 20 29 49 20 29
Losing Trades 56 32 24 56 32 24
Profitability (%) 46.6667 38.4615 54.717 46.6667 38.4615 54.717
Ratio Avg Win / Avg Loss 1.7247 2.8352 0.8327 1.11 1.4899 0.8863
Largest Winning Trade 255291 255291 45776 226619 226619 45905
Largest Losing Trade -42333 -42333 -39239 -187220 -187220 -58224
Avg Bars in Trades 84 138 30 84 138 30
Avg Bars in Winners 93 182 32 93 182 32
Avg Bars in Losers 75 111 28 75 111 28
Bars Traded 8834 7207 1627 8834 7207 1627
Profit Streak 7.604 0 78.354 7.604 0 78.354
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341311 -173841 -751501 -579450 -763653 -505688

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": 1565892000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875382327,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 1.89248
        }
    }
}
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": [
        [
            384045.6331826028,
            382439.3967440937,
            1606.2364385093,
            -36094.6950463864,
            -61663.613023094,
            25568.9179767076
        ],
        [
            384.045633,
            382.439397,
            1.606236,
            -36.094695,
            -61.663613,
            25.568918
        ],
        [
            0.167944,
            0.167241,
            0.000702,
            -0.019579,
            -0.041918,
            0.009957
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176082,
            -208346,
            -91544,
            -404519,
            -465693,
            -148807
        ],
        [
            1.509085,
            1.772031,
            1.006201,
            0.97127,
            0.931166,
            1.070928
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            46.666667,
            38.461538,
            54.716981,
            46.666667,
            38.461538,
            54.716981
        ],
        [
            1.724668,
            2.835249,
            0.832718,
            1.110023,
            1.489866,
            0.886285
        ],
        [
            255291,
            255291,
            45776,
            226619,
            226619,
            45905
        ],
        [
            -42333,
            -42333,
            -39239,
            -187220,
            -187220,
            -58224
        ],
        [
            84,
            138,
            30,
            84,
            138,
            30
        ],
        [
            93,
            182,
            32,
            93,
            182,
            32
        ],
        [
            75,
            111,
            28,
            75,
            111,
            28
        ],
        [
            8834,
            7207,
            1627,
            8834,
            7207,
            1627
        ],
        [
            7.603962,
            0,
            78.353962,
            7.603962,
            0,
            78.353962
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341311,
            -173841,
            -751501,
            -579450,
            -763653,
            -505688
        ]
    ]
}
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": 1565892000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875382327,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 1.89248
        }
    }
}

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)