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Trade: ALGO/USDT/480/PWMA/MIDPOINT/9977

Strategy
ALGO/USDT/480/PWMA/MIDPOINT/9977
Pair
ALGO_USDT
Interval
8h
Score
410614
Daily Profit
0.195213
Profit Factor
1.555336
Profitability
52.631579
Streak
15.195827
Best Strategy
Training Data Length
2291.330000
Evaluation Time
2025-09-29 07:41
Expiration Time
2025-12-06 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447297.7706 384773.8521 62523.9185 76751.4037 47024.7807 29726.623
Total P&L (%) 447.2978 384.7739 62.5239 76.7514 47.0248 29.7266
Avg Daily Profit (%) 0.1952 0.1679 0.0273 0.0249 0.0168 0.0114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124416 -176772 -108927 -157817 -177484 -136864
Profit Factor 1.5553 1.7519 1.2129 1.0874 1.0815 1.0989
Total Trades 133 66 67 133 66 67
Winning Trades 70 29 41 70 29 41
Losing Trades 63 37 26 63 37 26
Profitability (%) 52.6316 43.9394 61.194 52.6316 43.9394 61.194
Ratio Avg Win / Avg Loss 1.3998 2.2352 0.7691 0.9787 1.3798 0.6969
Largest Winning Trade 229590 229590 28720 110326 110326 24277
Largest Losing Trade -38660 -35119 -38660 -50359 -50359 -42089
Avg Bars in Trades 50 62 37 50 62 37
Avg Bars in Winners 57 75 44 57 75 44
Avg Bars in Losers 41 51 26 41 51 26
Bars Traded 6651 4115 2536 6651 4115 2536
Profit Streak 15.1958 15.1958 15.8625 15.1958 15.1958 15.8625
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410614 -115561 -273196 -283488 -429117 -408352
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565769600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120919458,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "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": [
        [
            447297.7705523631,
            384773.8520523249,
            62523.9185000386,
            76751.4037151709,
            47024.780675057,
            29726.6230401139
        ],
        [
            447.297771,
            384.773852,
            62.523919,
            76.751404,
            47.024781,
            29.726623
        ],
        [
            0.195213,
            0.167926,
            0.027287,
            0.024861,
            0.016823,
            0.011359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124416,
            -176772,
            -108927,
            -157817,
            -177484,
            -136864
        ],
        [
            1.555336,
            1.751914,
            1.212863,
            1.087438,
            1.081467,
            1.098906
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            63,
            37,
            26,
            63,
            37,
            26
        ],
        [
            52.631579,
            43.939394,
            61.19403,
            52.631579,
            43.939394,
            61.19403
        ],
        [
            1.399803,
            2.235201,
            0.769133,
            0.978694,
            1.379803,
            0.696867
        ],
        [
            229590,
            229590,
            28720,
            110326,
            110326,
            24277
        ],
        [
            -38660,
            -35119,
            -38660,
            -50359,
            -50359,
            -42089
        ],
        [
            50,
            62,
            37,
            50,
            62,
            37
        ],
        [
            57,
            75,
            44,
            57,
            75,
            44
        ],
        [
            41,
            51,
            26,
            41,
            51,
            26
        ],
        [
            6651,
            4115,
            2536,
            6651,
            4115,
            2536
        ],
        [
            15.195827,
            15.195827,
            15.862494,
            15.195827,
            15.195827,
            15.862494
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410614,
            -115561,
            -273196,
            -283488,
            -429117,
            -408352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565769600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120919458,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "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)