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Trade: ALGO/USDT/240/PWMA/SMA/9543

Strategy
ALGO/USDT/240/PWMA/SMA/9543
Pair
ALGO_USDT
Interval
4h
Score
304042
Daily Profit
0.153204
Profit Factor
1.330604
Profitability
50.285714
Streak
0.000000
Best Strategy
Training Data Length
2301.000000
Evaluation Time
2025-10-09 07:32
Expiration Time
2025-12-17 06:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352523.2974 336261.9019 16261.3955 -55540.7037 92063.9628 -147604.6666
Total P&L (%) 352.5233 336.2619 16.2614 -55.5407 92.064 -147.6047
Avg Daily Profit (%) 0.1532 0.1461 0.0071 -0.0352 0.0284 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -290478 -234907 -235865 -160172 -82225 -238340
Profit Factor 1.3306 1.6486 1.0297 0.9108 1.414 0.6314
Total Trades 175 87 88 175 87 88
Winning Trades 88 39 49 88 39 49
Losing Trades 87 48 39 87 48 39
Profitability (%) 50.2857 44.8276 55.6818 50.2857 44.8276 55.6818
Ratio Avg Win / Avg Loss 1.3155 2.0291 0.8195 0.9005 1.7403 0.5026
Largest Winning Trade 275118 275118 63872 51128 37083 51128
Largest Losing Trade -61737 -40379 -61737 -85480 -57387 -85480
Avg Bars in Trades 76 86 67 76 86 67
Avg Bars in Winners 83 95 74 83 95 74
Avg Bars in Losers 69 79 57 69 79 57
Bars Traded 13447 7529 5919 13447 7529 5919
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304042 101959 -381892 -579824 -155423 -580360
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13806,
    "evaluation_days": 2301,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564531200000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759984333778,
    "expiration_time": 1765946592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 235,
            "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": [
        [
            352523.2974101468,
            336261.9018694046,
            16261.3955407421,
            -55540.7037404194,
            92063.9628470866,
            -147604.666587506
        ],
        [
            352.523297,
            336.261902,
            16.261396,
            -55.540704,
            92.063963,
            -147.604667
        ],
        [
            0.153204,
            0.146137,
            0.007067,
            -0.035222,
            0.028368,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -290478,
            -234907,
            -235865,
            -160172,
            -82225,
            -238340
        ],
        [
            1.330604,
            1.648631,
            1.029681,
            0.910825,
            1.414029,
            0.631421
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            50.285714,
            44.827586,
            55.681818,
            50.285714,
            44.827586,
            55.681818
        ],
        [
            1.315484,
            2.029084,
            0.819542,
            0.900475,
            1.740344,
            0.50256
        ],
        [
            275118,
            275118,
            63872,
            51128,
            37083,
            51128
        ],
        [
            -61737,
            -40379,
            -61737,
            -85480,
            -57387,
            -85480
        ],
        [
            76,
            86,
            67,
            76,
            86,
            67
        ],
        [
            83,
            95,
            74,
            83,
            95,
            74
        ],
        [
            69,
            79,
            57,
            69,
            79,
            57
        ],
        [
            13447,
            7529,
            5919,
            13447,
            7529,
            5919
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304042,
            101959,
            -381892,
            -579824,
            -155423,
            -580360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13806,
    "evaluation_days": 2301,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564531200000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759984333778,
    "expiration_time": 1765946592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 235,
            "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)