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Trade: ALGO/USDT/60/DCM/SMA/2803

Strategy
ALGO/USDT/60/DCM/SMA/2803
Pair
ALGO_USDT
Interval
1h
Score
327137
Daily Profit
0.323259
Profit Factor
1.458805
Profitability
41.471572
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 09:43
Expiration Time
2025-12-13 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336729.2803 235305.2193 101424.061 605576.2348 312509.0242 293067.2107
Total P&L (%) 336.7293 235.3052 101.4241 605.5762 312.509 293.0672
Avg Daily Profit (%) 0.3233 0.2259 0.0974 0.1877 0.1361 0.1315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101310 -82423 -57361 -260324 -250584 -155539
Profit Factor 1.4588 1.6199 1.2862 1.3481 1.3219 1.3813
Total Trades 299 150 149 299 150 149
Winning Trades 124 55 69 124 55 69
Losing Trades 175 95 80 175 95 80
Profitability (%) 41.4716 36.6667 46.3087 41.4716 36.6667 46.3087
Ratio Avg Win / Avg Loss 2.0588 2.798 1.4913 1.9026 2.2832 1.6016
Largest Winning Trade 92077 92077 30710 289500 289500 131787
Largest Losing Trade -21139 -21139 -16687 -146072 -146072 -71828
Avg Bars in Trades 82 78 86 82 78 86
Avg Bars in Winners 119 126 114 119 126 114
Avg Bars in Losers 55 50 62 55 50 62
Bars Traded 24663 11726 12937 24663 11726 12937
Profit Streak 0 0 10.4883 0 0 10.4883
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327137 214358 -63926 276095 -14921 -16734
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669125600000,
    "first_datapoint_time": 1669651200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759128185804,
    "expiration_time": 1765605600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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": [
        [
            336729.2803378305,
            235305.2193205618,
            101424.0610172686,
            605576.2348157271,
            312509.0241505023,
            293067.2106652252
        ],
        [
            336.72928,
            235.305219,
            101.424061,
            605.576235,
            312.509024,
            293.067211
        ],
        [
            0.323259,
            0.225892,
            0.097367,
            0.187745,
            0.136133,
            0.131492
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101310,
            -82423,
            -57361,
            -260324,
            -250584,
            -155539
        ],
        [
            1.458805,
            1.61989,
            1.286238,
            1.34814,
            1.321863,
            1.381338
        ],
        [
            299,
            150,
            149,
            299,
            150,
            149
        ],
        [
            124,
            55,
            69,
            124,
            55,
            69
        ],
        [
            175,
            95,
            80,
            175,
            95,
            80
        ],
        [
            41.471572,
            36.666667,
            46.308725,
            41.471572,
            36.666667,
            46.308725
        ],
        [
            2.058798,
            2.797992,
            1.49129,
            1.902617,
            2.283219,
            1.601551
        ],
        [
            92077,
            92077,
            30710,
            289500,
            289500,
            131787
        ],
        [
            -21139,
            -21139,
            -16687,
            -146072,
            -146072,
            -71828
        ],
        [
            82,
            78,
            86,
            82,
            78,
            86
        ],
        [
            119,
            126,
            114,
            119,
            126,
            114
        ],
        [
            55,
            50,
            62,
            55,
            50,
            62
        ],
        [
            24663,
            11726,
            12937,
            24663,
            11726,
            12937
        ],
        [
            0,
            0,
            10.488261,
            0,
            0,
            10.488262
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327137,
            214358,
            -63926,
            276095,
            -14921,
            -16734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669125600000,
    "first_datapoint_time": 1669651200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759128185804,
    "expiration_time": 1765605600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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)