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Trade: ALGO/USDT/240/SWMA/VWMA/4787

Strategy
ALGO/USDT/240/SWMA/VWMA/4787
Pair
ALGO_USDT
Interval
4h
Score
307298
Daily Profit
0.221962
Profit Factor
1.586739
Profitability
42.253521
Streak
0.000000
Best Strategy
Training Data Length
2296.500000
Evaluation Time
2025-10-04 22:32
Expiration Time
2025-12-12 15:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509735.7047 438912.7275 70822.9772 75957.1308 -2025.6177 77982.7485
Total P&L (%) 509.7357 438.9127 70.823 75.9571 -2.0256 77.9827
Avg Daily Profit (%) 0.222 0.1911 0.0308 0.0246 -0.0009 0.0251
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125668 -176199 -60894 -332773 -436731 -110804
Profit Factor 1.5867 1.8118 1.2159 1.0522 0.9978 1.1501
Total Trades 142 71 71 142 71 71
Winning Trades 60 22 38 60 22 38
Losing Trades 82 49 33 82 49 33
Profitability (%) 42.2535 30.9859 53.5211 42.2535 30.9859 53.5211
Ratio Avg Win / Avg Loss 2.1685 4.0354 1.0559 1.438 2.2225 0.9988
Largest Winning Trade 293112 293112 48283 203801 203801 75299
Largest Losing Trade -30618 -30618 -27510 -79192 -79192 -74432
Avg Bars in Trades 95 121 69 95 121 69
Avg Bars in Winners 126 193 88 126 193 88
Avg Bars in Losers 71 88 46 71 88 46
Bars Traded 13516 8617 4899 13516 8617 4899
Profit Streak 0 0 58.4809 0 0 58.4809
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307298 -83370 -237779 -325733 -672352 -302089
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13779,
    "evaluation_days": 2296.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563652800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759606346197,
    "expiration_time": 1765546128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "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": [
        [
            509735.7047038253,
            438912.7275172992,
            70822.977186526,
            75957.1308025161,
            -2025.6177129505,
            77982.7485154664
        ],
        [
            509.735705,
            438.912728,
            70.822977,
            75.957131,
            -2.025618,
            77.982749
        ],
        [
            0.221962,
            0.191122,
            0.03084,
            0.024609,
            -0.000891,
            0.025107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125668,
            -176199,
            -60894,
            -332773,
            -436731,
            -110804
        ],
        [
            1.586739,
            1.811811,
            1.215856,
            1.052204,
            0.997835,
            1.150089
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            60,
            22,
            38,
            60,
            22,
            38
        ],
        [
            82,
            49,
            33,
            82,
            49,
            33
        ],
        [
            42.253521,
            30.985915,
            53.521127,
            42.253521,
            30.985915,
            53.521127
        ],
        [
            2.168543,
            4.035397,
            1.055875,
            1.438012,
            2.22245,
            0.998762
        ],
        [
            293112,
            293112,
            48283,
            203801,
            203801,
            75299
        ],
        [
            -30618,
            -30618,
            -27510,
            -79192,
            -79192,
            -74432
        ],
        [
            95,
            121,
            69,
            95,
            121,
            69
        ],
        [
            126,
            193,
            88,
            126,
            193,
            88
        ],
        [
            71,
            88,
            46,
            71,
            88,
            46
        ],
        [
            13516,
            8617,
            4899,
            13516,
            8617,
            4899
        ],
        [
            0,
            0,
            58.480859,
            0,
            0,
            58.480859
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307298,
            -83370,
            -237779,
            -325733,
            -672352,
            -302089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13779,
    "evaluation_days": 2296.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563652800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759606346197,
    "expiration_time": 1765546128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "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)