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Trade: ALGO/USDT/480/DCM/HWMA/2352

Strategy
ALGO/USDT/480/DCM/HWMA/2352
Pair
ALGO_USDT
Interval
8h
Score
307968
Daily Profit
0.236430
Profit Factor
1.567739
Profitability
39.130435
Streak
0.000000
Best Strategy
Training Data Length
2295.330000
Evaluation Time
2025-10-03 07:55
Expiration Time
2025-12-10 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 542684.5759 485268.0779 57416.498 347908.8676 628135.5774 -280226.7098
Total P&L (%) 542.6846 485.2681 57.4165 347.9089 628.1356 -280.2267
Avg Daily Profit (%) 0.2364 0.2114 0.025 0.0653 0.0865 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95794 -92780 -80804 -1054023 -592810 -657859
Profit Factor 1.5677 2.0174 1.1199 1.0891 1.317 0.8544
Total Trades 253 127 126 253 127 126
Winning Trades 99 49 50 99 49 50
Losing Trades 154 78 76 154 78 76
Profitability (%) 39.1304 38.5827 39.6825 39.1304 38.5827 39.6825
Ratio Avg Win / Avg Loss 2.4387 3.2114 1.7022 1.6941 2.0964 1.2987
Largest Winning Trade 247659 247659 51348 1069919 1069919 247932
Largest Losing Trade -27510 -20316 -27510 -257337 -217851 -257337
Avg Bars in Trades 25 17 32 25 17 32
Avg Bars in Winners 45 29 61 45 29 61
Avg Bars in Losers 12 9 14 12 9 14
Bars Traded 6380 2235 4145 6380 2235 4145
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 307968 258229 -252060 -229745 -80095 -583343
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6886,
    "evaluation_days": 2295.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566777600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759467330755,
    "expiration_time": 1765399104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.50979,
            "nc": 0.23949
        }
    }
}
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": [
        [
            542684.5758975588,
            485268.0778948257,
            57416.4980027333,
            347908.867641293,
            628135.5774016781,
            -280226.7097603852
        ],
        [
            542.684576,
            485.268078,
            57.416498,
            347.908868,
            628.135577,
            -280.22671
        ],
        [
            0.23643,
            0.211415,
            0.025014,
            0.065346,
            0.086531,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95794,
            -92780,
            -80804,
            -1054023,
            -592810,
            -657859
        ],
        [
            1.567739,
            2.017404,
            1.119892,
            1.089068,
            1.316987,
            0.85439
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            154,
            78,
            76,
            154,
            78,
            76
        ],
        [
            39.130435,
            38.582677,
            39.68254,
            39.130435,
            38.582677,
            39.68254
        ],
        [
            2.438705,
            3.211377,
            1.702236,
            1.694106,
            2.096428,
            1.298673
        ],
        [
            247659,
            247659,
            51348,
            1069919,
            1069919,
            247932
        ],
        [
            -27510,
            -20316,
            -27510,
            -257337,
            -217851,
            -257337
        ],
        [
            25,
            17,
            32,
            25,
            17,
            32
        ],
        [
            45,
            29,
            61,
            45,
            29,
            61
        ],
        [
            12,
            9,
            14,
            12,
            9,
            14
        ],
        [
            6380,
            2235,
            4145,
            6380,
            2235,
            4145
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307968,
            258229,
            -252060,
            -229745,
            -80095,
            -583343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6886,
    "evaluation_days": 2295.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566777600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759467330755,
    "expiration_time": 1765399104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.50979,
            "nc": 0.23949
        }
    }
}

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)