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Trade: ALGO/USDT/60/SWMA/BBU/4429

Strategy
ALGO/USDT/60/SWMA/BBU/4429
Pair
ALGO_USDT
Interval
1h
Score
302232
Daily Profit
0.286451
Profit Factor
1.447356
Profitability
41.245136
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 05:32
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298372.7423 262086.5253 36286.217 86151.0152 119913.8083 -33762.793
Total P&L (%) 298.3727 262.0865 36.2862 86.151 119.9138 -33.7628
Avg Daily Profit (%) 0.2865 0.2516 0.0348 0.0597 0.0757 -0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82919 -76264 -41095 -381646 -301265 -126917
Profit Factor 1.4474 1.6073 1.1541 1.0609 1.13 0.9316
Total Trades 257 129 128 257 129 128
Winning Trades 106 46 60 106 46 60
Losing Trades 151 83 68 151 83 68
Profitability (%) 41.2451 35.6589 46.875 41.2451 35.6589 46.875
Ratio Avg Win / Avg Loss 2.0618 2.9002 1.308 1.5112 2.039 1.0558
Largest Winning Trade 265228 265228 25938 412333 412333 32844
Largest Losing Trade -25161 -25161 -11677 -115564 -115564 -55788
Avg Bars in Trades 96 148 43 96 148 43
Avg Bars in Winners 133 238 53 133 238 53
Avg Bars in Losers 70 98 35 70 98 35
Bars Traded 24766 19146 5620 24766 19146 5620
Profit Streak 0 0 10.1894 0 0 10.1894
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302232 191364 -200670 -267770 -174067 -579882
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669374000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759026760226,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 37,
            "offset": 177,
            "std": 2.60214
        }
    }
}
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": [
        [
            298372.7423219523,
            262086.5253072711,
            36286.217014681,
            86151.0152228656,
            119913.8082624975,
            -33762.7930396319
        ],
        [
            298.372742,
            262.086525,
            36.286217,
            86.151015,
            119.913808,
            -33.762793
        ],
        [
            0.286451,
            0.251614,
            0.034836,
            0.059674,
            0.075686,
            -0.039539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82919,
            -76264,
            -41095,
            -381646,
            -301265,
            -126917
        ],
        [
            1.447356,
            1.607332,
            1.154126,
            1.060861,
            1.130027,
            0.93156
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            106,
            46,
            60,
            106,
            46,
            60
        ],
        [
            151,
            83,
            68,
            151,
            83,
            68
        ],
        [
            41.245136,
            35.658915,
            46.875,
            41.245136,
            35.658915,
            46.875
        ],
        [
            2.0618,
            2.900187,
            1.30801,
            1.511226,
            2.038962,
            1.055768
        ],
        [
            265228,
            265228,
            25938,
            412333,
            412333,
            32844
        ],
        [
            -25161,
            -25161,
            -11677,
            -115564,
            -115564,
            -55788
        ],
        [
            96,
            148,
            43,
            96,
            148,
            43
        ],
        [
            133,
            238,
            53,
            133,
            238,
            53
        ],
        [
            70,
            98,
            35,
            70,
            98,
            35
        ],
        [
            24766,
            19146,
            5620,
            24766,
            19146,
            5620
        ],
        [
            0,
            0,
            10.189354,
            0,
            0,
            10.189354
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302232,
            191364,
            -200670,
            -267770,
            -174067,
            -579882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669374000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759026760226,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 37,
            "offset": 177,
            "std": 2.60214
        }
    }
}

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)