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Trade: ALGO/USDT/360/PWMA/DCM/7283

Strategy
ALGO/USDT/360/PWMA/DCM/7283
Pair
ALGO_USDT
Interval
6h
Score
300453
Daily Profit
0.253208
Profit Factor
1.587533
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
2301.750000
Evaluation Time
2025-10-09 19:04
Expiration Time
2025-12-17 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582822.304 462846.6373 119975.6667 377358.9559 606154.4867 -228795.5309
Total P&L (%) 582.8223 462.8466 119.9757 377.359 606.1545 -228.7955
Avg Daily Profit (%) 0.2532 0.2011 0.0521 0.0679 0.085 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113141 -105321 -110486 -1442928 -872796 -670269
Profit Factor 1.5875 1.8641 1.2629 1.0669 1.2026 0.9135
Total Trades 190 95 95 190 95 95
Winning Trades 75 37 38 75 37 38
Losing Trades 115 58 57 115 58 57
Profitability (%) 39.4737 38.9474 40 39.4737 38.9474 40
Ratio Avg Win / Avg Loss 2.4342 2.9221 1.8944 1.636 1.8852 1.3703
Largest Winning Trade 245089 245089 61807 929201 929201 298331
Largest Losing Trade -36480 -24342 -36480 -578121 -253055 -578121
Avg Bars in Trades 47 47 47 47 47 47
Avg Bars in Winners 73 74 71 73 74 71
Avg Bars in Losers 30 30 31 30 30 31
Bars Traded 9025 4516 4509 9025 4516 4509
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 300453 236497 -126528 -251117 -83112 -583300
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9207,
    "evaluation_days": 2301.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563256800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025860643,
    "expiration_time": 1765977336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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": [
        [
            582822.3039525925,
            462846.6372877468,
            119975.666664846,
            377358.9558693374,
            606154.4867247721,
            -228795.5308554342
        ],
        [
            582.822304,
            462.846637,
            119.975667,
            377.358956,
            606.154487,
            -228.795531
        ],
        [
            0.253208,
            0.201085,
            0.052124,
            0.067932,
            0.084957,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113141,
            -105321,
            -110486,
            -1442928,
            -872796,
            -670269
        ],
        [
            1.587533,
            1.864068,
            1.262919,
            1.066934,
            1.202638,
            0.913547
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            39.473684,
            38.947368,
            40,
            39.473684,
            38.947368,
            40
        ],
        [
            2.434217,
            2.922052,
            1.894378,
            1.635965,
            1.885217,
            1.37032
        ],
        [
            245089,
            245089,
            61807,
            929201,
            929201,
            298331
        ],
        [
            -36480,
            -24342,
            -36480,
            -578121,
            -253055,
            -578121
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            73,
            74,
            71,
            73,
            74,
            71
        ],
        [
            30,
            30,
            31,
            30,
            30,
            31
        ],
        [
            9025,
            4516,
            4509,
            9025,
            4516,
            4509
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300453,
            236497,
            -126528,
            -251117,
            -83112,
            -583300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9207,
    "evaluation_days": 2301.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563256800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025860643,
    "expiration_time": 1765977336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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)