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Trade: ALGO/USDT/30/SINWMA/DCM/6455

Strategy
ALGO/USDT/30/SINWMA/DCM/6455
Pair
ALGO_USDT
Interval
30m
Score
337506
Daily Profit
0.336811
Profit Factor
1.274044
Profitability
48.895899
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 21:42
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 175421.3971 134478.2197 40943.1773 176649.7023 158481.779 18167.9232
Total P&L (%) 175.4214 134.4782 40.9432 176.6497 158.4818 18.1679
Avg Daily Profit (%) 0.3368 0.2582 0.0786 0.1956 0.1825 0.0321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68744 -41655 -77040 -201335 -71749 -191794
Profit Factor 1.274 1.4368 1.1232 1.1633 1.3223 1.0308
Total Trades 317 158 159 317 158 159
Winning Trades 155 81 74 155 81 74
Losing Trades 162 77 85 162 77 85
Profitability (%) 48.8959 51.2658 46.5409 48.8959 51.2658 46.5409
Ratio Avg Win / Avg Loss 1.3316 1.3658 1.2902 1.2158 1.257 1.184
Largest Winning Trade 39996 39996 19025 46636 46636 34804
Largest Losing Trade -22975 -16793 -22975 -104197 -32338 -104197
Avg Bars in Trades 77 79 75 77 79 75
Avg Bars in Winners 96 96 96 96 96 96
Avg Bars in Losers 58 61 56 58 61 56
Bars Traded 24523 12519 12004 24523 12519 12004
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 337506 320609 -176735 -32699 272138 -346485

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714078800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758912124788,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 196,
            "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": [
        [
            175421.3970787636,
            134478.219742498,
            40943.1773362661,
            176649.7022762072,
            158481.7790351871,
            18167.9232410202
        ],
        [
            175.421397,
            134.47822,
            40.943177,
            176.649702,
            158.481779,
            18.167923
        ],
        [
            0.336811,
            0.2582,
            0.078611,
            0.195568,
            0.182501,
            0.032057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68744,
            -41655,
            -77040,
            -201335,
            -71749,
            -191794
        ],
        [
            1.274044,
            1.43678,
            1.123235,
            1.163259,
            1.32233,
            1.030775
        ],
        [
            317,
            158,
            159,
            317,
            158,
            159
        ],
        [
            155,
            81,
            74,
            155,
            81,
            74
        ],
        [
            162,
            77,
            85,
            162,
            77,
            85
        ],
        [
            48.895899,
            51.265823,
            46.540881,
            48.895899,
            51.265823,
            46.540881
        ],
        [
            1.331581,
            1.365828,
            1.290202,
            1.215793,
            1.25703,
            1.183998
        ],
        [
            39996,
            39996,
            19025,
            46636,
            46636,
            34804
        ],
        [
            -22975,
            -16793,
            -22975,
            -104197,
            -32338,
            -104197
        ],
        [
            77,
            79,
            75,
            77,
            79,
            75
        ],
        [
            96,
            96,
            96,
            96,
            96,
            96
        ],
        [
            58,
            61,
            56,
            58,
            61,
            56
        ],
        [
            24523,
            12519,
            12004,
            24523,
            12519,
            12004
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337506,
            320609,
            -176735,
            -32699,
            272138,
            -346485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714078800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758912124788,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 196,
            "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)