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Trade: ALGO/USDT/480/WMA/SUPERTREND/3327

Strategy
ALGO/USDT/480/WMA/SUPERTREND/3327
Pair
ALGO_USDT
Interval
8h
Score
352583
Daily Profit
0.262737
Profit Factor
1.705022
Profitability
43.835616
Streak
0.000000
Best Strategy
Training Data Length
2290.330000
Evaluation Time
2025-09-28 08:30
Expiration Time
2025-12-05 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 601755.1964 461674.5932 140080.6032 791679.7154 709103.2601 82576.4553
Total P&L (%) 601.7552 461.6746 140.0806 791.6797 709.1033 82.5765
Avg Daily Profit (%) 0.2627 0.2016 0.0612 0.0956 0.0913 0.0263
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125940 -172938 -59797 -3286140 -3279492 -1363343
Profit Factor 1.705 1.9027 1.4095 1.0587 1.083 1.0167
Total Trades 146 73 73 146 73 73
Winning Trades 64 30 34 64 30 34
Losing Trades 82 43 39 82 43 39
Profitability (%) 43.8356 41.0959 46.5753 43.8356 41.0959 46.5753
Ratio Avg Win / Avg Loss 2.1846 2.7272 1.6168 1.3565 1.5523 1.1662
Largest Winning Trade 188899 188899 40896 1698827 1698827 687765
Largest Losing Trade -38470 -38470 -32146 -1107273 -1107273 -492013
Avg Bars in Trades 45 46 44 45 46 44
Avg Bars in Winners 66 72 62 66 72 62
Avg Bars in Losers 28 28 29 28 28 29
Bars Traded 6658 3415 3243 6658 3415 3243
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 352583 -64173 -182682 -222883 -274122 -433177
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6871,
    "evaluation_days": 2290.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566835200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037420523,
    "expiration_time": 1764954144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 227,
            "offset": 0,
            "multiplier": 3.42562
        }
    }
}
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": [
        [
            601755.1963895194,
            461674.5931776005,
            140080.6032119188,
            791679.7153805436,
            709103.2601076474,
            82576.4552728979
        ],
        [
            601.755196,
            461.674593,
            140.080603,
            791.679715,
            709.10326,
            82.576455
        ],
        [
            0.262737,
            0.201576,
            0.061162,
            0.095575,
            0.091328,
            0.026288
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125940,
            -172938,
            -59797,
            -3286140,
            -3279492,
            -1363343
        ],
        [
            1.705022,
            1.902668,
            1.409508,
            1.058737,
            1.08303,
            1.016723
        ],
        [
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            73,
            73,
            146,
            73,
            73
        ],
        [
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            34,
            64,
            30,
            34
        ],
        [
            82,
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            39,
            82,
            43,
            39
        ],
        [
            43.835616,
            41.09589,
            46.575342,
            43.835616,
            41.09589,
            46.575342
        ],
        [
            2.18456,
            2.727157,
            1.616788,
            1.356507,
            1.552342,
            1.166241
        ],
        [
            188899,
            188899,
            40896,
            1698827,
            1698827,
            687765
        ],
        [
            -38470,
            -38470,
            -32146,
            -1107273,
            -1107273,
            -492013
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            66,
            72,
            62,
            66,
            72,
            62
        ],
        [
            28,
            28,
            29,
            28,
            28,
            29
        ],
        [
            6658,
            3415,
            3243,
            6658,
            3415,
            3243
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0,
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            0,
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        [
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            0.8,
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        ],
        [
            352583,
            -64173,
            -182682,
            -222883,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6871,
    "evaluation_days": 2290.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566835200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037420523,
    "expiration_time": 1764954144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 227,
            "offset": 0,
            "multiplier": 3.42562
        }
    }
}

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)