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Trade: ALGO/USDT/5/T3/WMA/9279

Strategy
ALGO/USDT/5/T3/WMA/9279
Pair
ALGO_USDT
Interval
5m
Score
788951
Daily Profit
0.934847
Profit Factor
3.691437
Profitability
69.047619
Streak
8.181955
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 20:27
Expiration Time
2025-12-25 19:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102277.0012 19997.1463 82279.8549 149829.1148 25538.9351 124290.1797
Total P&L (%) 102.277 19.9971 82.2799 149.8291 25.5389 124.2902
Avg Daily Profit (%) 1.1782 0.2304 0.9478 1.0603 0.2623 0.9348
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14634 -14819 -12977 -15962 -21488 -14139
Profit Factor 2.3044 1.4833 3.2214 2.498 1.4743 3.6914
Total Trades 84 42 42 84 42 42
Winning Trades 53 24 29 53 24 29
Losing Trades 31 18 13 31 18 13
Profitability (%) 63.0952 57.1429 69.0476 63.0952 57.1429 69.0476
Ratio Avg Win / Avg Loss 1.3478 1.1125 1.4441 1.4611 1.1057 1.6548
Largest Winning Trade 37675 6983 37675 68367 8798 68367
Largest Losing Trade -9766 -7586 -9766 -10689 -10689 -10518
Avg Bars in Trades 288 293 283 288 293 283
Avg Bars in Winners 242 244 241 242 244 241
Avg Bars in Losers 366 358 377 366 358 377
Bars Traded 24228 12315 11913 24228 12315 11913
Profit Streak 8.182 11.7514 8.182 8.182 11.7514 8.182
Trades During Streak 10 6 5 10 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 661214 102941 724949 670980 232593 788951
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752703500000,
    "first_datapoint_time": 1752822600000,
    "last_datapoint_time": 1760203200000,
    "evaluation_time": 1760203620881,
    "expiration_time": 1766683200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 161,
            "offset": 0,
            "a": 0.35886
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "offset": 206
        }
    }
}
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": [
        [
            102277.0012014468,
            19997.1462698621,
            82279.8549315847,
            149829.1147572591,
            25538.93505621,
            124290.1797010491
        ],
        [
            102.277001,
            19.997146,
            82.279855,
            149.829115,
            25.538935,
            124.29018
        ],
        [
            1.178171,
            0.230355,
            0.947815,
            1.060307,
            0.262348,
            0.934847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14634,
            -14819,
            -12977,
            -15962,
            -21488,
            -14139
        ],
        [
            2.304367,
            1.483349,
            3.22143,
            2.497953,
            1.474325,
            3.691437
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            63.095238,
            57.142857,
            69.047619,
            63.095238,
            57.142857,
            69.047619
        ],
        [
            1.347838,
            1.112512,
            1.444089,
            1.461067,
            1.105744,
            1.654782
        ],
        [
            37675,
            6983,
            37675,
            68367,
            8798,
            68367
        ],
        [
            -9766,
            -7586,
            -9766,
            -10689,
            -10689,
            -10518
        ],
        [
            288,
            293,
            283,
            288,
            293,
            283
        ],
        [
            242,
            244,
            241,
            242,
            244,
            241
        ],
        [
            366,
            358,
            377,
            366,
            358,
            377
        ],
        [
            24228,
            12315,
            11913,
            24228,
            12315,
            11913
        ],
        [
            8.181955,
            11.751399,
            8.181955,
            8.181955,
            11.751399,
            8.181955
        ],
        [
            10,
            6,
            5,
            10,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            661214,
            102941,
            724949,
            670980,
            232593,
            788951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752703500000,
    "first_datapoint_time": 1752822600000,
    "last_datapoint_time": 1760203200000,
    "evaluation_time": 1760203620881,
    "expiration_time": 1766683200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 161,
            "offset": 0,
            "a": 0.35886
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "offset": 206
        }
    }
}

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)