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Trade: ALGO/USDT/480/PWMA/SWMA/9704

Strategy
ALGO/USDT/480/PWMA/SWMA/9704
Pair
ALGO_USDT
Interval
8h
Score
430133
Daily Profit
0.231184
Profit Factor
1.677002
Profitability
55.140187
Streak
11.775067
Best Strategy
Training Data Length
2298.330000
Evaluation Time
2025-10-06 05:36
Expiration Time
2025-12-14 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531337.5799 444928.9934 86408.5866 -167483.7456 256147.0483 -423630.7939
Total P&L (%) 531.3376 444.929 86.4086 -167.4837 256.147 -423.6308
Avg Daily Profit (%) 0.2312 0.1936 0.0376 0 0.0553 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169832 -138621 -171943 -435566 -114239 -532302
Profit Factor 1.677 2.2425 1.2025 0.8383 1.8894 0.4336
Total Trades 107 53 54 107 53 54
Winning Trades 59 26 33 49 29 20
Losing Trades 48 27 21 58 24 34
Profitability (%) 55.1402 49.0566 61.1111 45.7944 54.717 37.037
Ratio Avg Win / Avg Loss 1.3643 2.3287 0.7652 0.9923 1.5636 0.7371
Largest Winning Trade 234444 234444 49589 149605 149605 63707
Largest Losing Trade -105833 -34981 -105833 -315035 -74841 -315035
Avg Bars in Trades 62 75 48 62 75 48
Avg Bars in Winners 63 77 51 66 80 44
Avg Bars in Losers 60 74 43 58 70 50
Bars Traded 6641 4024 2616 6641 4024 2616
Profit Streak 11.7751 0 238.4417 0 25.7751 0
Trades During Streak 1 0 6 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430133 -168587 -322047 -582128 -294414 -765874
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6895,
    "evaluation_days": 2298.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567843200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759718165772,
    "expiration_time": 1765666080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 233,
            "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": [
        [
            531337.5799488731,
            444928.9933677576,
            86408.5865811156,
            -167483.7456085104,
            256147.0482902015,
            -423630.793898712
        ],
        [
            531.33758,
            444.928993,
            86.408587,
            -167.483746,
            256.147048,
            -423.630794
        ],
        [
            0.231184,
            0.193588,
            0.037596,
            0,
            0.05528,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169832,
            -138621,
            -171943,
            -435566,
            -114239,
            -532302
        ],
        [
            1.677002,
            2.242497,
            1.202482,
            0.838328,
            1.889387,
            0.433605
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            59,
            26,
            33,
            49,
            29,
            20
        ],
        [
            48,
            27,
            21,
            58,
            24,
            34
        ],
        [
            55.140187,
            49.056604,
            61.111111,
            45.794393,
            54.716981,
            37.037037
        ],
        [
            1.36434,
            2.328747,
            0.765216,
            0.992306,
            1.56363,
            0.737128
        ],
        [
            234444,
            234444,
            49589,
            149605,
            149605,
            63707
        ],
        [
            -105833,
            -34981,
            -105833,
            -315035,
            -74841,
            -315035
        ],
        [
            62,
            75,
            48,
            62,
            75,
            48
        ],
        [
            63,
            77,
            51,
            66,
            80,
            44
        ],
        [
            60,
            74,
            43,
            58,
            70,
            50
        ],
        [
            6641,
            4024,
            2616,
            6641,
            4024,
            2616
        ],
        [
            11.775067,
            0,
            238.441733,
            0,
            25.775067,
            0
        ],
        [
            1,
            0,
            6,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430133,
            -168587,
            -322047,
            -582128,
            -294414,
            -765874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6895,
    "evaluation_days": 2298.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567843200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759718165772,
    "expiration_time": 1765666080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 233,
            "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)