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Trade: ALGO/USDT/60/WMA/KCB/7654

Strategy
ALGO/USDT/60/WMA/KCB/7654
Pair
ALGO_USDT
Interval
1h
Score
310633
Daily Profit
0.391367
Profit Factor
1.852707
Profitability
36.956522
Streak
18.322422
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 11:44
Expiration Time
2025-12-22 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407674.9081 311749.7461 95925.162 574748.0784 313009.4213 261738.6571
Total P&L (%) 407.6749 311.7497 95.9252 574.7481 313.0094 261.7387
Avg Daily Profit (%) 0.3914 0.2993 0.0921 0.1834 0.1362 0.1235
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50056 -54169 -48556 -292281 -329412 -136245
Profit Factor 1.8527 2.2393 1.4234 1.4448 1.4281 1.4665
Total Trades 138 69 69 138 69 69
Winning Trades 51 21 30 51 21 30
Losing Trades 87 48 39 87 48 39
Profitability (%) 36.9565 30.4348 43.4783 36.9565 30.4348 43.4783
Ratio Avg Win / Avg Loss 3.1605 5.1185 1.8504 2.4647 3.2643 1.9065
Largest Winning Trade 265989 265989 22843 462597 462597 95728
Largest Losing Trade -18299 -16600 -18299 -115147 -115147 -105859
Avg Bars in Trades 177 172 182 177 172 182
Avg Bars in Winners 296 323 277 296 323 277
Avg Bars in Losers 107 106 109 107 106 109
Bars Traded 24496 11889 12607 24496 11889 12607
Profit Streak 18.3224 0 19.2808 18.3224 0 19.2808
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310633 -96835 -172008 209958 -118729 -129852
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669910400000,
    "first_datapoint_time": 1670900400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759913057242,
    "expiration_time": 1766390400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 47
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            407674.9080986737,
            311749.7460726832,
            95925.1620259906,
            574748.0783700296,
            313009.4212764548,
            261738.6570935749
        ],
        [
            407.674908,
            311.749746,
            95.925162,
            574.748078,
            313.009421,
            261.738657
        ],
        [
            0.391367,
            0.299279,
            0.092088,
            0.183448,
            0.136249,
            0.123508
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50056,
            -54169,
            -48556,
            -292281,
            -329412,
            -136245
        ],
        [
            1.852707,
            2.239348,
            1.423414,
            1.444798,
            1.428122,
            1.46653
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            36.956522,
            30.434783,
            43.478261,
            36.956522,
            30.434783,
            43.478261
        ],
        [
            3.160501,
            5.11851,
            1.850439,
            2.464656,
            3.26428,
            1.906489
        ],
        [
            265989,
            265989,
            22843,
            462597,
            462597,
            95728
        ],
        [
            -18299,
            -16600,
            -18299,
            -115147,
            -115147,
            -105859
        ],
        [
            177,
            172,
            182,
            177,
            172,
            182
        ],
        [
            296,
            323,
            277,
            296,
            323,
            277
        ],
        [
            107,
            106,
            109,
            107,
            106,
            109
        ],
        [
            24496,
            11889,
            12607,
            24496,
            11889,
            12607
        ],
        [
            18.322422,
            0,
            19.280755,
            18.322422,
            0,
            19.280755
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310633,
            -96835,
            -172008,
            209958,
            -118729,
            -129852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669910400000,
    "first_datapoint_time": 1670900400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759913057242,
    "expiration_time": 1766390400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 47
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)