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Trade: ALGO/USDT/120/DCM/EMA/3499

Strategy
ALGO/USDT/120/DCM/EMA/3499
Pair
ALGO_USDT
Interval
2h
Score
365337
Daily Profit
0.169483
Profit Factor
1.240045
Profitability
50.404313
Streak
13.417215
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-29 03:00
Expiration Time
2025-12-12 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352960.9913 333029.7584 19931.2329 33516.5576 171769.2779 -138252.7203
Total P&L (%) 352.961 333.0298 19.9312 33.5166 171.7693 -138.2527
Avg Daily Profit (%) 0.1695 0.1599 0.0096 0.0139 0.048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132307 -121745 -173972 -231148 -133282 -196269
Profit Factor 1.24 1.4273 1.0288 1.0191 1.1952 0.8424
Total Trades 371 186 185 371 186 185
Winning Trades 187 92 95 187 92 95
Losing Trades 184 94 90 184 94 90
Profitability (%) 50.4043 49.4624 51.3514 50.4043 49.4624 51.3514
Ratio Avg Win / Avg Loss 1.2202 1.4583 0.9747 1.0027 1.2212 0.798
Largest Winning Trade 82166 82166 50597 84446 84446 57758
Largest Losing Trade -52698 -33860 -52698 -154737 -52459 -154737
Avg Bars in Trades 66 57 75 66 57 75
Avg Bars in Winners 61 47 74 61 47 74
Avg Bars in Losers 71 67 75 71 67 75
Bars Traded 24698 10774 13924 24698 10774 13924
Profit Streak 13.4172 13.4172 15.9172 13.4172 13.4172 15.9172
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365337 322303 -375788 -373569 -133765 -579119
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759104047406,
    "expiration_time": 1765574467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 93,
            "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": [
        [
            352960.9912844754,
            333029.7583563861,
            19931.2329280891,
            33516.557635232,
            171769.2779049941,
            -138252.720269762
        ],
        [
            352.960991,
            333.029758,
            19.931233,
            33.516558,
            171.769278,
            -138.25272
        ],
        [
            0.169483,
            0.159912,
            0.00957,
            0.013881,
            0.048018,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132307,
            -121745,
            -173972,
            -231148,
            -133282,
            -196269
        ],
        [
            1.240045,
            1.427288,
            1.028844,
            1.019076,
            1.19521,
            0.842376
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            187,
            92,
            95,
            187,
            92,
            95
        ],
        [
            184,
            94,
            90,
            184,
            94,
            90
        ],
        [
            50.404313,
            49.462366,
            51.351351,
            50.404313,
            49.462366,
            51.351351
        ],
        [
            1.220151,
            1.458316,
            0.974695,
            1.002727,
            1.221193,
            0.79804
        ],
        [
            82166,
            82166,
            50597,
            84446,
            84446,
            57758
        ],
        [
            -52698,
            -33860,
            -52698,
            -154737,
            -52459,
            -154737
        ],
        [
            66,
            57,
            75,
            66,
            57,
            75
        ],
        [
            61,
            47,
            74,
            61,
            47,
            74
        ],
        [
            71,
            67,
            75,
            71,
            67,
            75
        ],
        [
            24698,
            10774,
            13924,
            24698,
            10774,
            13924
        ],
        [
            13.417215,
            13.417215,
            15.917215,
            13.417215,
            13.417215,
            15.917215
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365337,
            322303,
            -375788,
            -373569,
            -133765,
            -579119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759104047406,
    "expiration_time": 1765574467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 93,
            "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)