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Trade: ALGO/USDT/5/SWMA/RMA/7047

Strategy
ALGO/USDT/5/SWMA/RMA/7047
Pair
ALGO_USDT
Interval
5m
Score
318886
Daily Profit
0.518462
Profit Factor
1.467225
Profitability
57.391304
Streak
3.151332
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 00:07
Expiration Time
2025-12-24 23:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 45007.6936 10837.8137 34169.88 50115.9883 9373.4146 40742.5737
Total P&L (%) 45.0077 10.8378 34.1699 50.116 9.3734 40.7426
Avg Daily Profit (%) 0.5185 0.1248 0.3936 0.4691 0.1033 0.3945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24655 -15932 -11232 -39219 -25051 -18126
Profit Factor 1.4672 1.1985 1.8188 1.3887 1.1283 1.7289
Total Trades 115 58 57 115 58 57
Winning Trades 66 31 35 66 31 35
Losing Trades 49 27 22 49 27 22
Profitability (%) 57.3913 53.4483 61.4035 57.3913 53.4483 61.4035
Ratio Avg Win / Avg Loss 1.0893 1.0439 1.1432 1.031 0.9828 1.0868
Largest Winning Trade 6069 6069 5509 8775 8775 8313
Largest Losing Trade -8232 -7903 -8232 -11907 -11907 -8699
Avg Bars in Trades 213 224 201 213 224 201
Avg Bars in Winners 192 223 164 192 223 164
Avg Bars in Losers 241 226 260 241 226 260
Bars Traded 24554 13049 11505 24554 13049 11505
Profit Streak 3.1513 3.2069 3.1513 3.1513 3.2069 3.1513
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318886 -350278 -172654 302665 -483963 -172236
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752630600000,
    "first_datapoint_time": 1752674400000,
    "last_datapoint_time": 1760130300000,
    "evaluation_time": 1760130475130,
    "expiration_time": 1766610300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 147,
            "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": [
        [
            45007.693646734,
            10837.8136900941,
            34169.8799566399,
            50115.9882694104,
            9373.414559898,
            40742.5737095124
        ],
        [
            45.007694,
            10.837814,
            34.16988,
            50.115988,
            9.373415,
            40.742574
        ],
        [
            0.518462,
            0.124845,
            0.393617,
            0.469059,
            0.103265,
            0.394466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24655,
            -15932,
            -11232,
            -39219,
            -25051,
            -18126
        ],
        [
            1.467225,
            1.198508,
            1.818766,
            1.388715,
            1.128344,
            1.728932
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            57.391304,
            53.448276,
            61.403509,
            57.391304,
            53.448276,
            61.403509
        ],
        [
            1.089303,
            1.043862,
            1.143225,
            1.031016,
            0.982751,
            1.086758
        ],
        [
            6069,
            6069,
            5509,
            8775,
            8775,
            8313
        ],
        [
            -8232,
            -7903,
            -8232,
            -11907,
            -11907,
            -8699
        ],
        [
            213,
            224,
            201,
            213,
            224,
            201
        ],
        [
            192,
            223,
            164,
            192,
            223,
            164
        ],
        [
            241,
            226,
            260,
            241,
            226,
            260
        ],
        [
            24554,
            13049,
            11505,
            24554,
            13049,
            11505
        ],
        [
            3.151332,
            3.206888,
            3.151332,
            3.151332,
            3.206888,
            3.151332
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318886,
            -350278,
            -172654,
            302665,
            -483963,
            -172236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752630600000,
    "first_datapoint_time": 1752674400000,
    "last_datapoint_time": 1760130300000,
    "evaluation_time": 1760130475130,
    "expiration_time": 1766610300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 147,
            "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)