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Trade: ALGO/USDT/360/SMA/PWMA/5702

Strategy
ALGO/USDT/360/SMA/PWMA/5702
Pair
ALGO_USDT
Interval
6h
Score
422233
Daily Profit
0.186341
Profit Factor
1.259777
Profitability
53.865337
Streak
21.547999
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 22:09
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426114.3292 343734.6487 82379.6805 -11091.8502 86077.8154 -97169.6656
Total P&L (%) 426.1143 343.7346 82.3797 -11.0919 86.0778 -97.1697
Avg Daily Profit (%) 0.1863 0.1503 0.036 -0.0051 0.0272 -0.1558
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157103 -107326 -161431 -1167350 -765849 -945179
Profit Factor 1.2598 1.5017 1.0862 0.9982 1.0302 0.9718
Total Trades 401 201 200 401 201 200
Winning Trades 216 107 109 216 107 109
Losing Trades 185 94 91 185 94 91
Profitability (%) 53.8653 53.2338 54.5 53.8653 53.2338 54.5
Ratio Avg Win / Avg Loss 1.079 1.3193 0.9069 0.855 0.905 0.8113
Largest Winning Trade 96593 96593 44171 287262 287262 154324
Largest Losing Trade -73829 -35548 -73829 -333143 -325460 -333143
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 22 21 23 22 21 23
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 8912 4302 4610 8912 4302 4610
Profit Streak 21.548 21.548 70.548 21.548 21.548 70.548
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422233 387231 -269215 -576391 -343360 -577893

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913747100,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 11,
            "offset": 106
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "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": [
        [
            426114.32918796,
            343734.6486527135,
            82379.6805352469,
            -11091.8501922805,
            86077.8154255071,
            -97169.6656177878
        ],
        [
            426.114329,
            343.734649,
            82.379681,
            -11.09185,
            86.077815,
            -97.169666
        ],
        [
            0.186341,
            0.150316,
            0.036025,
            -0.005141,
            0.02716,
            -0.155767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157103,
            -107326,
            -161431,
            -1167350,
            -765849,
            -945179
        ],
        [
            1.259777,
            1.501727,
            1.086243,
            0.99824,
            1.030166,
            0.971822
        ],
        [
            401,
            201,
            200,
            401,
            201,
            200
        ],
        [
            216,
            107,
            109,
            216,
            107,
            109
        ],
        [
            185,
            94,
            91,
            185,
            94,
            91
        ],
        [
            53.865337,
            53.233831,
            54.5,
            53.865337,
            53.233831,
            54.5
        ],
        [
            1.078976,
            1.319274,
            0.906864,
            0.854974,
            0.905006,
            0.811337
        ],
        [
            96593,
            96593,
            44171,
            287262,
            287262,
            154324
        ],
        [
            -73829,
            -35548,
            -73829,
            -333143,
            -325460,
            -333143
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            8912,
            4302,
            4610,
            8912,
            4302,
            4610
        ],
        [
            21.547999,
            21.547999,
            70.547999,
            21.547999,
            21.547999,
            70.547999
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422233,
            387231,
            -269215,
            -576391,
            -343360,
            -577893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913747100,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 11,
            "offset": 106
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "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)