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Trade: ALGO/USDT/480/PWMA/JMA/6128

Strategy
ALGO/USDT/480/PWMA/JMA/6128
Pair
ALGO_USDT
Interval
8h
Score
321528
Daily Profit
0.194673
Profit Factor
2.499091
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-28 19:45
Expiration Time
2025-12-06 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453463.6312 445996.7237 7466.9075 40800.6114 -32562.9536 73363.565
Total P&L (%) 453.4636 445.9967 7.4669 40.8006 -32.563 73.3636
Avg Daily Profit (%) 0.1979 0.1947 0.0033 0.0149 -0.0172 0.024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153488 -137036 -100733 -257562 -288396 -93841
Profit Factor 1.7868 2.4991 1.0268 1.0494 0.9334 1.2178
Total Trades 57 29 28 57 29 28
Winning Trades 27 12 15 27 12 15
Losing Trades 30 17 13 30 17 13
Profitability (%) 47.3684 41.3793 53.5714 47.3684 41.3793 53.5714
Ratio Avg Win / Avg Loss 1.9854 3.5404 0.8899 1.166 1.3223 1.0554
Largest Winning Trade 299994 299994 47959 132826 132826 87041
Largest Losing Trade -43981 -41132 -43981 -119441 -119441 -87252
Avg Bars in Trades 111 97 126 111 97 126
Avg Bars in Winners 149 134 161 149 134 161
Avg Bars in Losers 77 71 85 77 71 85
Bars Traded 6353 2824 3529 6353 2824 3529
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 -169530 321528 -567564 -521735 -582518 -181790
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6873,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567353600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759077920725,
    "expiration_time": 1765013472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 216,
            "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": [
        [
            453463.6311691809,
            445996.7236920891,
            7466.9074770917,
            40800.6113675555,
            -32562.953584903,
            73363.5649524585
        ],
        [
            453.463631,
            445.996724,
            7.466907,
            40.800611,
            -32.562954,
            73.363565
        ],
        [
            0.197933,
            0.194673,
            0.003259,
            0.014937,
            -0.017195,
            0.02402
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153488,
            -137036,
            -100733,
            -257562,
            -288396,
            -93841
        ],
        [
            1.786833,
            2.499091,
            1.026782,
            1.049415,
            0.933381,
            1.217777
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            47.368421,
            41.37931,
            53.571429,
            47.368421,
            41.37931,
            53.571429
        ],
        [
            1.98537,
            3.540378,
            0.889878,
            1.166017,
            1.32229,
            1.055406
        ],
        [
            299994,
            299994,
            47959,
            132826,
            132826,
            87041
        ],
        [
            -43981,
            -41132,
            -43981,
            -119441,
            -119441,
            -87252
        ],
        [
            111,
            97,
            126,
            111,
            97,
            126
        ],
        [
            149,
            134,
            161,
            149,
            134,
            161
        ],
        [
            77,
            71,
            85,
            77,
            71,
            85
        ],
        [
            6353,
            2824,
            3529,
            6353,
            2824,
            3529
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169530,
            321528,
            -567564,
            -521735,
            -582518,
            -181790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6873,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567353600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759077920725,
    "expiration_time": 1765013472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 216,
            "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)