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Trade: ALGO/USDT/120/SWMA/KCU/9233

Strategy
ALGO/USDT/120/SWMA/KCU/9233
Pair
ALGO_USDT
Interval
2h
Score
427709
Daily Profit
0.174007
Profit Factor
1.541960
Profitability
59.595960
Streak
156.718027
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 16:13
Expiration Time
2025-12-15 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362512.9903 345366.1721 17146.8183 -3753.5656 -108051.6128 104298.0472
Total P&L (%) 362.513 345.3662 17.1468 -3.7536 -108.0516 104.298
Avg Daily Profit (%) 0.174 0.1658 0.0082 -0.0018 0 0.0343
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181327 -204409 -110782 -1361109 -1401558 -221917
Profit Factor 1.542 1.7394 1.085 0.9985 0.9488 1.2439
Total Trades 99 49 50 99 49 50
Winning Trades 59 29 30 59 29 30
Losing Trades 40 20 20 40 20 20
Profitability (%) 59.596 59.1837 60 59.596 59.1837 60
Ratio Avg Win / Avg Loss 1.0454 1.1996 0.7233 0.677 0.6544 0.8293
Largest Winning Trade 156936 156936 25374 673222 673222 118358
Largest Losing Trade -58433 -58433 -57134 -729593 -729593 -87373
Avg Bars in Trades 241 444 41 241 444 41
Avg Bars in Winners 144 244 47 144 244 47
Avg Bars in Losers 383 734 32 383 734 32
Bars Traded 23868 21778 2090 23868 21778 2090
Profit Streak 156.718 156.718 305.8014 156.718 156.718 305.8014
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427709 423577 -496707 -577858 -578526 -326350
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759324437519,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            362512.9903230937,
            345366.1720715758,
            17146.8182515178,
            -3753.5655711521,
            -108051.6127710521,
            104298.0471998996
        ],
        [
            362.51299,
            345.366172,
            17.146818,
            -3.753566,
            -108.051613,
            104.298047
        ],
        [
            0.174007,
            0.165776,
            0.00823,
            -0.001836,
            0,
            0.034298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181327,
            -204409,
            -110782,
            -1361109,
            -1401558,
            -221917
        ],
        [
            1.54196,
            1.73942,
            1.084963,
            0.998522,
            0.948824,
            1.243887
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            59.59596,
            59.183673,
            60,
            59.59596,
            59.183673,
            60
        ],
        [
            1.045396,
            1.1996,
            0.723308,
            0.676964,
            0.654362,
            0.829258
        ],
        [
            156936,
            156936,
            25374,
            673222,
            673222,
            118358
        ],
        [
            -58433,
            -58433,
            -57134,
            -729593,
            -729593,
            -87373
        ],
        [
            241,
            444,
            41,
            241,
            444,
            41
        ],
        [
            144,
            244,
            47,
            144,
            244,
            47
        ],
        [
            383,
            734,
            32,
            383,
            734,
            32
        ],
        [
            23868,
            21778,
            2090,
            23868,
            21778,
            2090
        ],
        [
            156.718027,
            156.718027,
            305.80136,
            156.718027,
            156.718027,
            305.80136
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427709,
            423577,
            -496707,
            -577858,
            -578526,
            -326350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759324437519,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)