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Trade: ALGO/USDT/360/SWMA/DCM/4192

Strategy
ALGO/USDT/360/SWMA/DCM/4192
Pair
ALGO_USDT
Interval
6h
Score
461936
Daily Profit
0.246249
Profit Factor
1.765089
Profitability
51.162791
Streak
0.000000
Best Strategy
Training Data Length
2297.750000
Evaluation Time
2025-10-05 20:23
Expiration Time
2025-12-13 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565817.6155 407400.3191 158417.2965 672769.3322 387916.7352 284852.5971
Total P&L (%) 565.8176 407.4003 158.4173 672.7693 387.9167 284.8526
Avg Daily Profit (%) 0.2462 0.1773 0.0689 0.089 0.069 0.0587
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86131 -91283 -115452 -720194 -378655 -508543
Profit Factor 1.7651 2.0728 1.4403 1.2396 1.2648 1.2121
Total Trades 172 86 86 172 86 86
Winning Trades 88 39 49 88 39 49
Losing Trades 84 47 37 84 47 37
Profitability (%) 51.1628 45.3488 56.9767 51.1628 45.3488 56.9767
Ratio Avg Win / Avg Loss 1.6849 2.498 1.0876 1.1832 1.5243 0.9152
Largest Winning Trade 260979 260979 46532 693081 693081 293613
Largest Losing Trade -45080 -35674 -45080 -306132 -116329 -306132
Avg Bars in Trades 52 57 47 52 57 47
Avg Bars in Winners 65 76 57 65 76 57
Avg Bars in Losers 38 42 33 38 42 33
Bars Traded 9022 4973 4049 9022 4973 4049
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 461936 332459 -99358 -72915 -101955 -116119
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564077600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759685018152,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "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": [
        [
            565817.6155218721,
            407400.3190684643,
            158417.2964534078,
            672769.3322408688,
            387916.7351773242,
            284852.5970635444
        ],
        [
            565.817616,
            407.400319,
            158.417296,
            672.769332,
            387.916735,
            284.852597
        ],
        [
            0.246249,
            0.177304,
            0.068945,
            0.089031,
            0.069003,
            0.05867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86131,
            -91283,
            -115452,
            -720194,
            -378655,
            -508543
        ],
        [
            1.765089,
            2.072848,
            1.440283,
            1.239577,
            1.264821,
            1.212051
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            84,
            47,
            37,
            84,
            47,
            37
        ],
        [
            51.162791,
            45.348837,
            56.976744,
            51.162791,
            45.348837,
            56.976744
        ],
        [
            1.684858,
            2.498048,
            1.087561,
            1.183233,
            1.524271,
            0.915222
        ],
        [
            260979,
            260979,
            46532,
            693081,
            693081,
            293613
        ],
        [
            -45080,
            -35674,
            -45080,
            -306132,
            -116329,
            -306132
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            65,
            76,
            57,
            65,
            76,
            57
        ],
        [
            38,
            42,
            33,
            38,
            42,
            33
        ],
        [
            9022,
            4973,
            4049,
            9022,
            4973,
            4049
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461936,
            332459,
            -99358,
            -72915,
            -101955,
            -116119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564077600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759685018152,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "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)