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Trade: ALGO/USDT/360/PWMA/MIDPRICE/5764

Strategy
ALGO/USDT/360/PWMA/MIDPRICE/5764
Pair
ALGO_USDT
Interval
6h
Score
342372
Daily Profit
0.184215
Profit Factor
1.505904
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
2290.750000
Evaluation Time
2025-09-28 20:14
Expiration Time
2025-12-06 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421990.4378 371967.5873 50022.8505 40874.7212 -8488.7856 49363.5068
Total P&L (%) 421.9904 371.9676 50.0229 40.8747 -8.4888 49.3635
Avg Daily Profit (%) 0.1842 0.1624 0.0218 0.015 -0.0039 0.0175
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183309 -180245 -90949 -1644342 -1641813 -662685
Profit Factor 1.5059 1.8043 1.1346 1.0091 0.997 1.0297
Total Trades 144 72 72 144 72 72
Winning Trades 69 29 40 69 29 40
Losing Trades 75 43 32 75 43 32
Profitability (%) 47.9167 40.2778 55.5556 47.9167 40.2778 55.5556
Ratio Avg Win / Avg Loss 1.6369 2.6754 0.9077 1.0968 1.4783 0.8238
Largest Winning Trade 208943 208943 33617 774941 774941 171173
Largest Losing Trade -44152 -44152 -34288 -540033 -540033 -272021
Avg Bars in Trades 61 69 53 61 69 53
Avg Bars in Winners 76 96 62 76 96 62
Avg Bars in Losers 47 51 43 47 51 43
Bars Traded 8854 4982 3872 8854 4982 3872
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 342372 -72516 -317625 -385971 -662350 -438837
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9163,
    "evaluation_days": 2290.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566367200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759079684400,
    "expiration_time": 1764998424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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": [
        [
            421990.4378327207,
            371967.5873490142,
            50022.8504837065,
            40874.7211904257,
            -8488.7855964954,
            49363.5067869217
        ],
        [
            421.990438,
            371.967587,
            50.02285,
            40.874721,
            -8.488786,
            49.363507
        ],
        [
            0.184215,
            0.162378,
            0.021837,
            0.014961,
            -0.003872,
            0.017516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183309,
            -180245,
            -90949,
            -1644342,
            -1641813,
            -662685
        ],
        [
            1.505904,
            1.804309,
            1.134592,
            1.00908,
            0.99701,
            1.029689
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            47.916667,
            40.277778,
            55.555556,
            47.916667,
            40.277778,
            55.555556
        ],
        [
            1.636853,
            2.675354,
            0.907674,
            1.096826,
            1.478325,
            0.823751
        ],
        [
            208943,
            208943,
            33617,
            774941,
            774941,
            171173
        ],
        [
            -44152,
            -44152,
            -34288,
            -540033,
            -540033,
            -272021
        ],
        [
            61,
            69,
            53,
            61,
            69,
            53
        ],
        [
            76,
            96,
            62,
            76,
            96,
            62
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            8854,
            4982,
            3872,
            8854,
            4982,
            3872
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342372,
            -72516,
            -317625,
            -385971,
            -662350,
            -438837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9163,
    "evaluation_days": 2290.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566367200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759079684400,
    "expiration_time": 1764998424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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)