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Trade: ALGO/USDT/3/RMA/ALMA/7112

Strategy
ALGO/USDT/3/RMA/ALMA/7112
Pair
ALGO_USDT
Interval
3m
Score
321685
Daily Profit
0.385517
Profit Factor
2.272558
Profitability
65.789474
Streak
13.361265
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-30 21:49
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 18132.9678 -1486.1859 19619.1537 17273.7124 -4914.3817 22188.0942
Total P&L (%) 18.133 -1.4862 19.6192 17.2737 -4.9144 22.1881
Avg Daily Profit (%) 0.3482 -0.0285 0.3767 0.3064 -0.0967 0.3855
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16971 -16442 -3815 -22447 -21541 -4956
Profit Factor 1.3663 0.9576 2.3587 1.2799 0.889 2.2726
Total Trades 76 38 38 76 38 38
Winning Trades 49 24 25 49 24 25
Losing Trades 27 14 13 27 14 13
Profitability (%) 64.4737 63.1579 65.7895 64.4737 63.1579 65.7895
Ratio Avg Win / Avg Loss 0.7529 0.5586 1.2265 0.7053 0.5186 1.1817
Largest Winning Trade 5633 5633 5513 6897 6672 6897
Largest Losing Trade -9431 -9431 -3357 -11629 -11629 -3797
Avg Bars in Trades 313 309 317 313 309 317
Avg Bars in Winners 234 208 258 234 208 258
Avg Bars in Losers 458 483 432 458 483 432
Bars Traded 23861 11778 12083 23861 11778 12083
Profit Streak 4.0758 0 13.3613 4.0758 0 13.3613
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54253 -581116 263305 -55711 -581116 321685
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754618940000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759258153295,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 175,
            "offset": 222
        }
    }
}
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": [
        [
            18132.9677884602,
            -1486.18593497,
            19619.1537234302,
            17273.7124179847,
            -4914.381734906,
            22188.0941528907
        ],
        [
            18.132968,
            -1.486186,
            19.619154,
            17.273712,
            -4.914382,
            22.188094
        ],
        [
            0.348175,
            -0.028537,
            0.376712,
            0.306422,
            -0.096713,
            0.385517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16971,
            -16442,
            -3815,
            -22447,
            -21541,
            -4956
        ],
        [
            1.36632,
            0.957611,
            2.358674,
            1.279916,
            0.889002,
            2.272558
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            64.473684,
            63.157895,
            65.789474,
            64.473684,
            63.157895,
            65.789474
        ],
        [
            0.75287,
            0.558606,
            1.22651,
            0.70526,
            0.518584,
            1.18173
        ],
        [
            5633,
            5633,
            5513,
            6897,
            6672,
            6897
        ],
        [
            -9431,
            -9431,
            -3357,
            -11629,
            -11629,
            -3797
        ],
        [
            313,
            309,
            317,
            313,
            309,
            317
        ],
        [
            234,
            208,
            258,
            234,
            208,
            258
        ],
        [
            458,
            483,
            432,
            458,
            483,
            432
        ],
        [
            23861,
            11778,
            12083,
            23861,
            11778,
            12083
        ],
        [
            4.075848,
            0,
            13.361265,
            4.075848,
            0,
            13.361265
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54253,
            -581116,
            263305,
            -55711,
            -581116,
            321685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754618940000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759258153295,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 175,
            "offset": 222
        }
    }
}

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)