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Trade: ALGO/USDT/360/FWMA/KCU/5008

Strategy
ALGO/USDT/360/FWMA/KCU/5008
Pair
ALGO_USDT
Interval
6h
Score
442653
Daily Profit
0.222119
Profit Factor
1.779890
Profitability
52.592593
Streak
0.000000
Best Strategy
Training Data Length
2299.250000
Evaluation Time
2025-10-07 03:29
Expiration Time
2025-12-15 01:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510708.2311 445325.9004 65382.3308 152727.584 85655.6885 67071.8954
Total P&L (%) 510.7082 445.3259 65.3823 152.7276 85.6557 67.0719
Avg Daily Profit (%) 0.2221 0.1937 0.0284 0.0403 0.0269 0.0223
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166789 -196899 -49075 -194378 -199669 -32852
Profit Factor 1.7799 1.8715 1.4545 1.1933 1.1339 1.4462
Total Trades 135 67 68 135 67 68
Winning Trades 71 37 34 71 37 34
Losing Trades 64 30 34 64 30 34
Profitability (%) 52.5926 55.2239 50 52.5926 55.2239 50
Ratio Avg Win / Avg Loss 1.6044 1.5174 1.4545 1.0756 0.9194 1.4462
Largest Winning Trade 233545 233545 26578 210629 210629 27356
Largest Losing Trade -50296 -50296 -33614 -88644 -88644 -22808
Avg Bars in Trades 65 114 17 65 114 17
Avg Bars in Winners 71 118 20 71 118 20
Avg Bars in Losers 58 108 14 58 108 14
Bars Traded 8825 7639 1186 8825 7639 1186
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 442653 -104883 -263074 -146243 -347859 -271160
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565827200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759796965646,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 43,
            "offset": 107
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 217,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            510708.231149596,
            445325.9003982991,
            65382.3307512972,
            152727.5839569127,
            85655.6885101249,
            67071.8954467877
        ],
        [
            510.708231,
            445.3259,
            65.382331,
            152.727584,
            85.655689,
            67.071895
        ],
        [
            0.222119,
            0.193683,
            0.028436,
            0.040332,
            0.026913,
            0.022325
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166789,
            -196899,
            -49075,
            -194378,
            -199669,
            -32852
        ],
        [
            1.77989,
            1.871505,
            1.454481,
            1.193291,
            1.133873,
            1.446201
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            52.592593,
            55.223881,
            50,
            52.592593,
            55.223881,
            50
        ],
        [
            1.604408,
            1.517436,
            1.454481,
            1.075642,
            0.919357,
            1.446201
        ],
        [
            233545,
            233545,
            26578,
            210629,
            210629,
            27356
        ],
        [
            -50296,
            -50296,
            -33614,
            -88644,
            -88644,
            -22808
        ],
        [
            65,
            114,
            17,
            65,
            114,
            17
        ],
        [
            71,
            118,
            20,
            71,
            118,
            20
        ],
        [
            58,
            108,
            14,
            58,
            108,
            14
        ],
        [
            8825,
            7639,
            1186,
            8825,
            7639,
            1186
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442653,
            -104883,
            -263074,
            -146243,
            -347859,
            -271160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565827200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759796965646,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 43,
            "offset": 107
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 217,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)