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Trade: ALGO/USDT/15/DEMA/RMA/6168

Strategy
ALGO/USDT/15/DEMA/RMA/6168
Pair
ALGO_USDT
Interval
15m
Score
350816
Daily Profit
0.418229
Profit Factor
1.472669
Profitability
57.364341
Streak
3.390241
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 16:36
Expiration Time
2025-12-18 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108915.187 31361.6802 77553.5068 130428.5054 73762.5258 56665.9796
Total P&L (%) 108.9152 31.3617 77.5535 130.4285 73.7625 56.666
Avg Daily Profit (%) 0.4182 0.1204 0.2978 0.3211 0.2124 0.1725
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39096 -22241 -40749 -126178 -60801 -124299
Profit Factor 1.4727 1.2599 1.7065 1.2752 1.3237 1.2303
Total Trades 129 65 64 129 65 64
Winning Trades 74 36 38 74 36 38
Losing Trades 55 29 26 55 29 26
Profitability (%) 57.3643 55.3846 59.375 57.3643 55.3846 59.375
Ratio Avg Win / Avg Loss 1.0946 1.0149 1.1676 0.9478 1.0663 0.8418
Largest Winning Trade 32167 16601 32167 39568 39568 31138
Largest Losing Trade -16410 -15045 -16410 -55976 -25620 -55976
Avg Bars in Trades 189 218 160 189 218 160
Avg Bars in Winners 190 228 154 190 228 154
Avg Bars in Losers 189 206 170 189 206 170
Bars Traded 24501 14214 10287 24501 14214 10287
Profit Streak 3.3902 3.9215 0 3.3902 3.9215 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350816 -168058 -128780 217479 -124714 -134871
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737085500000,
    "first_datapoint_time": 1737312300000,
    "last_datapoint_time": 1759584600000,
    "evaluation_time": 1759585016862,
    "expiration_time": 1766064600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 173,
            "offset": 80
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "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": [
        [
            108915.1870455459,
            31361.6802329909,
            77553.506812555,
            130428.5053955121,
            73762.525814596,
            56665.9795809163
        ],
        [
            108.915187,
            31.36168,
            77.553507,
            130.428505,
            73.762526,
            56.66598
        ],
        [
            0.418229,
            0.120427,
            0.297802,
            0.321062,
            0.21239,
            0.172542
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39096,
            -22241,
            -40749,
            -126178,
            -60801,
            -124299
        ],
        [
            1.472669,
            1.259933,
            1.70649,
            1.275216,
            1.323742,
            1.230285
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            57.364341,
            55.384615,
            59.375,
            57.364341,
            55.384615,
            59.375
        ],
        [
            1.094551,
            1.014946,
            1.167598,
            0.947796,
            1.066347,
            0.841774
        ],
        [
            32167,
            16601,
            32167,
            39568,
            39568,
            31138
        ],
        [
            -16410,
            -15045,
            -16410,
            -55976,
            -25620,
            -55976
        ],
        [
            189,
            218,
            160,
            189,
            218,
            160
        ],
        [
            190,
            228,
            154,
            190,
            228,
            154
        ],
        [
            189,
            206,
            170,
            189,
            206,
            170
        ],
        [
            24501,
            14214,
            10287,
            24501,
            14214,
            10287
        ],
        [
            3.390241,
            3.921491,
            0,
            3.390241,
            3.921491,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350816,
            -168058,
            -128780,
            217479,
            -124714,
            -134871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737085500000,
    "first_datapoint_time": 1737312300000,
    "last_datapoint_time": 1759584600000,
    "evaluation_time": 1759585016862,
    "expiration_time": 1766064600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 173,
            "offset": 80
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "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)