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Trade: ALGO/USDT/5/SWMA/RMA/2974

Strategy
ALGO/USDT/5/SWMA/RMA/2974
Pair
ALGO_USDT
Interval
5m
Score
355676
Daily Profit
0.611288
Profit Factor
1.439796
Profitability
53.956835
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 05:21
Expiration Time
2025-12-26 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 53065.9444 143.5353 52922.4091 59440.5046 -4851.6211 64292.1257
Total P&L (%) 53.0659 0.1435 52.9224 59.4405 -4.8516 64.2921
Avg Daily Profit (%) 0.6113 0.0017 0.6096 0.5388 -0.0573 0.5736
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28370 -18726 -17386 -34865 -26814 -17828
Profit Factor 1.4398 1.0022 1.9544 1.3909 0.942 1.9388
Total Trades 139 69 70 139 69 70
Winning Trades 75 35 40 75 35 40
Losing Trades 64 34 30 64 34 30
Profitability (%) 53.9568 50.7246 57.1429 53.9568 50.7246 57.1429
Ratio Avg Win / Avg Loss 1.2286 0.9736 1.4658 1.1869 0.915 1.4541
Largest Winning Trade 17295 7192 17295 23748 9512 23748
Largest Losing Trade -7698 -7698 -6903 -10540 -10540 -7102
Avg Bars in Trades 178 189 166 178 189 166
Avg Bars in Winners 180 180 179 180 180 179
Avg Bars in Losers 175 199 149 175 199 149
Bars Traded 24760 13095 11665 24760 13095 11665
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 355676 -679685 -82616 337921 -684311 -82196
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752735600000,
    "first_datapoint_time": 1752774000000,
    "last_datapoint_time": 1760235300000,
    "evaluation_time": 1760235677971,
    "expiration_time": 1766715300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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": [
        [
            53065.9443932175,
            143.5352941428,
            52922.4090990747,
            59440.5046095283,
            -4851.6211021282,
            64292.1257116566
        ],
        [
            53.065944,
            0.143535,
            52.922409,
            59.440505,
            -4.851621,
            64.292126
        ],
        [
            0.611288,
            0.001653,
            0.609635,
            0.538828,
            -0.057273,
            0.57355
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28370,
            -18726,
            -17386,
            -34865,
            -26814,
            -17828
        ],
        [
            1.439796,
            1.002201,
            1.954395,
            1.390896,
            0.941953,
            1.938833
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            53.956835,
            50.724638,
            57.142857,
            53.956835,
            50.724638,
            57.142857
        ],
        [
            1.228626,
            0.973567,
            1.465796,
            1.186898,
            0.91504,
            1.454125
        ],
        [
            17295,
            7192,
            17295,
            23748,
            9512,
            23748
        ],
        [
            -7698,
            -7698,
            -6903,
            -10540,
            -10540,
            -7102
        ],
        [
            178,
            189,
            166,
            178,
            189,
            166
        ],
        [
            180,
            180,
            179,
            180,
            180,
            179
        ],
        [
            175,
            199,
            149,
            175,
            199,
            149
        ],
        [
            24760,
            13095,
            11665,
            24760,
            13095,
            11665
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355676,
            -679685,
            -82616,
            337921,
            -684311,
            -82196
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752735600000,
    "first_datapoint_time": 1752774000000,
    "last_datapoint_time": 1760235300000,
    "evaluation_time": 1760235677971,
    "expiration_time": 1766715300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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)