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Trade: ALGO/USDT/30/RMA/DEMA/1230

Strategy
ALGO/USDT/30/RMA/DEMA/1230
Pair
ALGO_USDT
Interval
30m
Score
310328
Daily Profit
0.559267
Profit Factor
1.805031
Profitability
34.883721
Streak
12.910298
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 21:20
Expiration Time
2025-12-16 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291282.9793 256961.9052 34321.0741 125043.8902 73622.9919 51420.8983
Total P&L (%) 291.283 256.9619 34.3211 125.0439 73.623 51.4209
Avg Daily Profit (%) 0.5593 0.4934 0.0659 0.1559 0.106 0.0797
Buy And Hold Return (%) 26.7455 26.7455 26.7455 26.7455 26.7455 26.7455
Max Trade Drawdown -55723 -56993 -30849 -159909 -157427 -83616
Profit Factor 1.805 2.2823 1.2126 1.1695 1.1752 1.162
Total Trades 129 64 65 129 64 65
Winning Trades 45 15 30 45 15 30
Losing Trades 84 49 35 84 49 35
Profitability (%) 34.8837 23.4375 46.1538 34.8837 23.4375 46.1538
Ratio Avg Win / Avg Loss 3.3694 7.4556 1.4147 2.1832 3.8391 1.3557
Largest Winning Trade 314995 314995 21502 220344 220344 55320
Largest Losing Trade -11395 -9878 -11395 -36041 -27103 -36041
Avg Bars in Trades 190 166 213 190 166 213
Avg Bars in Winners 376 420 354 376 420 354
Avg Bars in Losers 90 88 93 90 88 93
Bars Traded 24533 10634 13899 24533 10634 13899
Profit Streak 12.9103 0 14.702 12.9103 0 14.702
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310328 -162254 -316483 -32789 -258206 -269703
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714429800000,
    "first_datapoint_time": 1714617000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759429249733,
    "expiration_time": 1765908000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 86,
            "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": [
        [
            291282.9793400502,
            256961.9052484469,
            34321.0740916033,
            125043.8901853736,
            73622.991927716,
            51420.8982576579
        ],
        [
            291.282979,
            256.961905,
            34.321074,
            125.04389,
            73.622992,
            51.420898
        ],
        [
            0.559267,
            0.49337,
            0.065897,
            0.155858,
            0.105986,
            0.079692
        ],
        [
            26.745495,
            26.745495,
            26.745495,
            26.745495,
            26.745495,
            26.745495
        ],
        [
            -55723,
            -56993,
            -30849,
            -159909,
            -157427,
            -83616
        ],
        [
            1.805031,
            2.282322,
            1.212593,
            1.169546,
            1.175237,
            1.162011
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            45,
            15,
            30,
            45,
            15,
            30
        ],
        [
            84,
            49,
            35,
            84,
            49,
            35
        ],
        [
            34.883721,
            23.4375,
            46.153846,
            34.883721,
            23.4375,
            46.153846
        ],
        [
            3.369391,
            7.455584,
            1.414692,
            2.183152,
            3.839109,
            1.35568
        ],
        [
            314995,
            314995,
            21502,
            220344,
            220344,
            55320
        ],
        [
            -11395,
            -9878,
            -11395,
            -36041,
            -27103,
            -36041
        ],
        [
            190,
            166,
            213,
            190,
            166,
            213
        ],
        [
            376,
            420,
            354,
            376,
            420,
            354
        ],
        [
            90,
            88,
            93,
            90,
            88,
            93
        ],
        [
            24533,
            10634,
            13899,
            24533,
            10634,
            13899
        ],
        [
            12.910298,
            0,
            14.701964,
            12.910298,
            0,
            14.701964
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310328,
            -162254,
            -316483,
            -32789,
            -258206,
            -269703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714429800000,
    "first_datapoint_time": 1714617000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759429249733,
    "expiration_time": 1765908000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 86,
            "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)