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Trade: ALGO/USDT/480/PWMA/HILO/4571

Strategy
ALGO/USDT/480/PWMA/HILO/4571
Pair
ALGO_USDT
Interval
8h
Score
361981
Daily Profit
0.180762
Profit Factor
1.621371
Profitability
48.076923
Streak
0.000000
Best Strategy
Training Data Length
2302.330000
Evaluation Time
2025-10-10 09:00
Expiration Time
2025-12-18 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416173.8901 343209.8381 72964.052 156238.4275 145397.4071 10841.0203
Total P&L (%) 416.1739 343.2098 72.9641 156.2384 145.3974 10.841
Avg Daily Profit (%) 0.1808 0.1491 0.0317 0.0409 0.039 0.0045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86579 -103269 -117737 -314514 -218099 -309276
Profit Factor 1.6214 2.0242 1.218 1.1088 1.1988 1.0154
Total Trades 104 52 52 104 52 52
Winning Trades 50 21 29 50 21 29
Losing Trades 54 31 23 54 31 23
Profitability (%) 48.0769 40.3846 55.7692 48.0769 40.3846 55.7692
Ratio Avg Win / Avg Loss 1.7511 2.9881 0.966 1.1975 1.7697 0.8053
Largest Winning Trade 168542 168542 62702 273404 273404 102436
Largest Losing Trade -36302 -31669 -36302 -172162 -64471 -172162
Avg Bars in Trades 63 54 72 63 54 72
Avg Bars in Winners 84 81 87 84 81 87
Avg Bars in Losers 43 36 53 43 36 53
Bars Traded 6602 2829 3773 6602 2829 3773
Profit Streak 0 0 89.9171 0 0 89.9171
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361981 -173992 -331384 -239667 -325316 -710491
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6907,
    "evaluation_days": 2302.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566230400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760076035423,
    "expiration_time": 1766022048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            416173.8900751154,
            343209.838059149,
            72964.0520159664,
            156238.4274758536,
            145397.4071328068,
            10841.0203430469
        ],
        [
            416.17389,
            343.209838,
            72.964052,
            156.238427,
            145.397407,
            10.84102
        ],
        [
            0.180762,
            0.149071,
            0.031691,
            0.040877,
            0.038999,
            0.004471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86579,
            -103269,
            -117737,
            -314514,
            -218099,
            -309276
        ],
        [
            1.621371,
            2.02422,
            1.218015,
            1.108759,
            1.19882,
            1.015372
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            48.076923,
            40.384615,
            55.769231,
            48.076923,
            40.384615,
            55.769231
        ],
        [
            1.75108,
            2.988135,
            0.966012,
            1.19746,
            1.769687,
            0.805295
        ],
        [
            168542,
            168542,
            62702,
            273404,
            273404,
            102436
        ],
        [
            -36302,
            -31669,
            -36302,
            -172162,
            -64471,
            -172162
        ],
        [
            63,
            54,
            72,
            63,
            54,
            72
        ],
        [
            84,
            81,
            87,
            84,
            81,
            87
        ],
        [
            43,
            36,
            53,
            43,
            36,
            53
        ],
        [
            6602,
            2829,
            3773,
            6602,
            2829,
            3773
        ],
        [
            0,
            0,
            89.917077,
            0,
            0,
            89.917077
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361981,
            -173992,
            -331384,
            -239667,
            -325316,
            -710491
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6907,
    "evaluation_days": 2302.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566230400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760076035423,
    "expiration_time": 1766022048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)