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Trade: ALGO/USDT/360/PWMA/BBU/8947

Strategy
ALGO/USDT/360/PWMA/BBU/8947
Pair
ALGO_USDT
Interval
6h
Score
311476
Daily Profit
0.297164
Profit Factor
1.874848
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-27 02:33
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 679538.9372 541297.3156 138241.6216 588489.6756 649547.4573 -61057.7817
Total P&L (%) 679.5389 541.2973 138.2416 588.4897 649.5475 -61.0578
Avg Daily Profit (%) 0.2972 0.2367 0.0605 0.0844 0.0881 -0.0412
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134166 -184223 -54485 -1388009 -1139984 -612528
Profit Factor 1.8748 2.1278 1.4658 1.1268 1.2213 0.9642
Total Trades 132 66 66 132 66 66
Winning Trades 52 21 31 52 21 31
Losing Trades 80 45 35 80 45 35
Profitability (%) 39.3939 31.8182 46.9697 39.3939 31.8182 46.9697
Ratio Avg Win / Avg Loss 2.8844 4.5595 1.6549 1.7335 2.617 1.0886
Largest Winning Trade 355062 355062 52378 981233 981233 128168
Largest Losing Trade -35559 -35559 -20148 -517488 -517488 -250253
Avg Bars in Trades 67 88 47 67 88 47
Avg Bars in Winners 93 140 60 93 140 60
Avg Bars in Losers 51 63 35 51 63 35
Bars Traded 8938 5821 3117 8938 5821 3117
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 311476 -119130 -235630 -163582 -205705 -704747

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": 1564509600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929628675,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 1.28919
        }
    }
}
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": [
        [
            679538.9372275992,
            541297.3156407814,
            138241.6215868179,
            588489.675609594,
            649547.4572826313,
            -61057.7816730373
        ],
        [
            679.538937,
            541.297316,
            138.241622,
            588.489676,
            649.547457,
            -61.057782
        ],
        [
            0.297164,
            0.23671,
            0.060453,
            0.084406,
            0.088124,
            -0.041233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134166,
            -184223,
            -54485,
            -1388009,
            -1139984,
            -612528
        ],
        [
            1.874848,
            2.127764,
            1.465811,
            1.126779,
            1.221286,
            0.964221
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            80,
            45,
            35,
            80,
            45,
            35
        ],
        [
            39.393939,
            31.818182,
            46.969697,
            39.393939,
            31.818182,
            46.969697
        ],
        [
            2.884382,
            4.559494,
            1.654947,
            1.733506,
            2.617042,
            1.088637
        ],
        [
            355062,
            355062,
            52378,
            981233,
            981233,
            128168
        ],
        [
            -35559,
            -35559,
            -20148,
            -517488,
            -517488,
            -250253
        ],
        [
            67,
            88,
            47,
            67,
            88,
            47
        ],
        [
            93,
            140,
            60,
            93,
            140,
            60
        ],
        [
            51,
            63,
            35,
            51,
            63,
            35
        ],
        [
            8938,
            5821,
            3117,
            8938,
            5821,
            3117
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311476,
            -119130,
            -235630,
            -163582,
            -205705,
            -704747
        ]
    ]
}
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": 1564509600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929628675,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 1.28919
        }
    }
}

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)