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Trade: ALGO/USDT/240/DCM/SWMA/2655

Strategy
ALGO/USDT/240/DCM/SWMA/2655
Pair
ALGO_USDT
Interval
4h
Score
307625
Daily Profit
0.191598
Profit Factor
1.750839
Profitability
44.791667
Streak
0.000000
Best Strategy
Training Data Length
2302.170000
Evaluation Time
2025-10-10 12:07
Expiration Time
2025-12-18 11:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496816.1833 441091.6453 55724.538 52165.1582 277967.4312 -225802.273
Total P&L (%) 496.8162 441.0916 55.7245 52.1652 277.9674 -225.8023
Avg Daily Profit (%) 0.2158 0.1916 0.0242 0.0182 0.0578 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -278973 -199912 -181476 -608834 -361602 -338335
Profit Factor 1.4355 1.7508 1.1007 1.0389 1.4007 0.651
Total Trades 191 96 95 191 96 95
Winning Trades 76 43 33 76 43 33
Losing Trades 115 53 62 115 53 62
Profitability (%) 39.7906 44.7917 34.7368 39.7906 44.7917 34.7368
Ratio Avg Win / Avg Loss 2.1722 2.158 2.068 1.572 1.7264 1.223
Largest Winning Trade 268428 268428 68109 453104 453104 55205
Largest Losing Trade -38383 -38383 -30353 -222884 -222884 -108600
Avg Bars in Trades 70 56 84 70 56 84
Avg Bars in Winners 89 60 127 89 60 127
Avg Bars in Losers 57 54 60 57 54 60
Bars Traded 13425 5443 7982 13425 5443 7982
Profit Streak 0 0 45.5466 0 0 45.5466
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 245123 307625 -275797 -349267 -116288 -584791
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563379200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087224457,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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": [
        [
            496816.1832778683,
            441091.6453142924,
            55724.5379635759,
            52165.1581664924,
            277967.4311546167,
            -225802.2729881242
        ],
        [
            496.816183,
            441.091645,
            55.724538,
            52.165158,
            277.967431,
            -225.802273
        ],
        [
            0.215803,
            0.191598,
            0.024205,
            0.018236,
            0.057773,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -278973,
            -199912,
            -181476,
            -608834,
            -361602,
            -338335
        ],
        [
            1.43551,
            1.750839,
            1.100712,
            1.038909,
            1.400672,
            0.650966
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            76,
            43,
            33,
            76,
            43,
            33
        ],
        [
            115,
            53,
            62,
            115,
            53,
            62
        ],
        [
            39.790576,
            44.791667,
            34.736842,
            39.790576,
            44.791667,
            34.736842
        ],
        [
            2.172153,
            2.15801,
            2.068005,
            1.572034,
            1.726409,
            1.223027
        ],
        [
            268428,
            268428,
            68109,
            453104,
            453104,
            55205
        ],
        [
            -38383,
            -38383,
            -30353,
            -222884,
            -222884,
            -108600
        ],
        [
            70,
            56,
            84,
            70,
            56,
            84
        ],
        [
            89,
            60,
            127,
            89,
            60,
            127
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            13425,
            5443,
            7982,
            13425,
            5443,
            7982
        ],
        [
            0,
            0,
            45.546579,
            0,
            0,
            45.546579
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            245123,
            307625,
            -275797,
            -349267,
            -116288,
            -584791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563379200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087224457,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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)