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Trade: ALGO/USDT/480/PWMA/VWMA/3704

Strategy
ALGO/USDT/480/PWMA/VWMA/3704
Pair
ALGO_USDT
Interval
8h
Score
364492
Daily Profit
0.246375
Profit Factor
3.087663
Profitability
36.585366
Streak
236.909415
Best Strategy
Training Data Length
2289.670000
Evaluation Time
2025-09-27 16:49
Expiration Time
2025-12-05 02:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 675592.1592 564117.9188 111474.2404 1370630.9576 1196391.7288 174239.2288
Total P&L (%) 675.5922 564.1179 111.4742 1370.631 1196.3917 174.2392
Avg Daily Profit (%) 0.2951 0.2464 0.0487 0.1175 0.112 0.0441
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134328 -163285 -55574 -1208233 -1129300 -505341
Profit Factor 2.3706 3.0877 1.5005 1.3904 1.5781 1.1209
Total Trades 81 41 40 81 41 40
Winning Trades 31 15 16 31 15 16
Losing Trades 50 26 24 50 26 24
Profitability (%) 38.2716 36.5854 40 38.2716 36.5854 40
Ratio Avg Win / Avg Loss 3.8235 5.3519 2.2508 2.2426 2.7354 1.6814
Largest Winning Trade 273596 273596 51530 1076728 1076728 309034
Largest Losing Trade -35572 -35572 -22109 -495714 -495714 -172580
Avg Bars in Trades 78 72 84 78 72 84
Avg Bars in Winners 150 142 159 150 142 159
Avg Bars in Losers 33 32 34 33 32 34
Bars Traded 6354 2972 3382 6354 2972 3382
Profit Streak 78.9094 236.9094 0 78.9094 236.9094 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6915 364492 -129331 -54285 -44418 -224330
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6869,
    "evaluation_days": 2289.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567209600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758980973491,
    "expiration_time": 1764894816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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": [
        [
            675592.1591937331,
            564117.9187756486,
            111474.2404180846,
            1370630.9576131937,
            1196391.7288200022,
            174239.2287931921
        ],
        [
            675.592159,
            564.117919,
            111.47424,
            1370.630958,
            1196.391729,
            174.239229
        ],
        [
            0.295061,
            0.246375,
            0.048686,
            0.117478,
            0.111964,
            0.04407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134328,
            -163285,
            -55574,
            -1208233,
            -1129300,
            -505341
        ],
        [
            2.370567,
            3.087663,
            1.500527,
            1.390433,
            1.578142,
            1.120902
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            38.271605,
            36.585366,
            40,
            38.271605,
            36.585366,
            40
        ],
        [
            3.823496,
            5.351949,
            2.25079,
            2.242634,
            2.735447,
            1.681352
        ],
        [
            273596,
            273596,
            51530,
            1076728,
            1076728,
            309034
        ],
        [
            -35572,
            -35572,
            -22109,
            -495714,
            -495714,
            -172580
        ],
        [
            78,
            72,
            84,
            78,
            72,
            84
        ],
        [
            150,
            142,
            159,
            150,
            142,
            159
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            6354,
            2972,
            3382,
            6354,
            2972,
            3382
        ],
        [
            78.909415,
            236.909415,
            0,
            78.909415,
            236.909415,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6915,
            364492,
            -129331,
            -54285,
            -44418,
            -224330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6869,
    "evaluation_days": 2289.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567209600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758980973491,
    "expiration_time": 1764894816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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)