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Trade: ALGO/USDT/360/DCL/HWMA/8480

Strategy
ALGO/USDT/360/DCL/HWMA/8480
Pair
ALGO_USDT
Interval
6h
Score
301380
Daily Profit
0.301910
Profit Factor
3.056042
Profitability
32.258065
Streak
118.024514
Best Strategy
Training Data Length
2302.000000
Evaluation Time
2025-10-10 03:35
Expiration Time
2025-12-17 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 729893.0767 694997.1011 34895.9756 10192.8364 78171.3773 -67978.5409
Total P&L (%) 729.8931 694.9971 34.896 10.1928 78.1714 -67.9785
Avg Daily Profit (%) 0.3171 0.3019 0.0152 0.0042 0.0251 -0.0495
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212281 -201210 -30137 -524543 -436923 -98500
Profit Factor 2.8379 3.056 1.5903 1.015 1.1403 0.448
Total Trades 63 31 32 63 31 32
Winning Trades 23 10 13 23 10 13
Losing Trades 40 21 19 40 21 19
Profitability (%) 36.5079 32.2581 40.625 36.5079 32.2581 40.625
Ratio Avg Win / Avg Loss 4.9354 6.4177 2.3243 1.7652 2.3946 0.6548
Largest Winning Trade 793449 793449 25400 496667 496667 8818
Largest Losing Trade -63760 -63760 -15777 -300332 -300332 -88235
Avg Bars in Trades 140 279 6 140 279 6
Avg Bars in Winners 253 575 6 253 575 6
Avg Bars in Losers 75 139 5 75 139 5
Bars Traded 8870 8678 192 8870 8678 192
Profit Streak 0 118.0245 0 0 118.0245 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142068 301380 -175701 -706427 -230845 -584178
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9208,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565913600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760056517981,
    "expiration_time": 1765999584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.27435,
            "nc": 0.1
        }
    }
}
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": [
        [
            729893.076690768,
            694997.1010742405,
            34895.9756165275,
            10192.8364357419,
            78171.3773421824,
            -67978.5409064404
        ],
        [
            729.893077,
            694.997101,
            34.895976,
            10.192836,
            78.171377,
            -67.978541
        ],
        [
            0.317069,
            0.30191,
            0.015159,
            0.004216,
            0.025093,
            -0.049456
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212281,
            -201210,
            -30137,
            -524543,
            -436923,
            -98500
        ],
        [
            2.837881,
            3.056042,
            1.590339,
            1.014979,
            1.140268,
            0.448025
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            36.507937,
            32.258065,
            40.625,
            36.507937,
            32.258065,
            40.625
        ],
        [
            4.935445,
            6.417689,
            2.324342,
            1.765182,
            2.394562,
            0.654805
        ],
        [
            793449,
            793449,
            25400,
            496667,
            496667,
            8818
        ],
        [
            -63760,
            -63760,
            -15777,
            -300332,
            -300332,
            -88235
        ],
        [
            140,
            279,
            6,
            140,
            279,
            6
        ],
        [
            253,
            575,
            6,
            253,
            575,
            6
        ],
        [
            75,
            139,
            5,
            75,
            139,
            5
        ],
        [
            8870,
            8678,
            192,
            8870,
            8678,
            192
        ],
        [
            0,
            118.024514,
            0,
            0,
            118.024514,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142068,
            301380,
            -175701,
            -706427,
            -230845,
            -584178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9208,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565913600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760056517981,
    "expiration_time": 1765999584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.27435,
            "nc": 0.1
        }
    }
}

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)