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Trade: ALGO/USDT/480/WMA/DCM/5609

Strategy
ALGO/USDT/480/WMA/DCM/5609
Pair
ALGO_USDT
Interval
8h
Score
460335
Daily Profit
0.247382
Profit Factor
1.513412
Profitability
49.361702
Streak
15.054108
Best Strategy
Training Data Length
2299.000000
Evaluation Time
2025-10-07 04:17
Expiration Time
2025-12-14 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568731.9502 415053.5445 153678.4057 486385.0743 -12480.5826 498865.6568
Total P&L (%) 568.732 415.0535 153.6784 486.3851 -12.4806 498.8657
Avg Daily Profit (%) 0.2474 0.1805 0.0668 0.077 -0.0058 0.0779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133237 -115504 -122561 -1825711 -1446613 -665894
Profit Factor 1.5134 1.6083 1.3612 1.0821 0.9968 1.2449
Total Trades 235 117 118 235 117 118
Winning Trades 116 56 60 116 56 60
Losing Trades 119 61 58 119 61 58
Profitability (%) 49.3617 47.8632 50.8475 49.3617 47.8632 50.8475
Ratio Avg Win / Avg Loss 1.5526 1.7519 1.3159 1.1101 1.0858 1.2034
Largest Winning Trade 194991 194991 45636 1373203 1373203 268980
Largest Losing Trade -40623 -40623 -36885 -461967 -456346 -461967
Avg Bars in Trades 28 38 18 28 38 18
Avg Bars in Winners 29 38 22 29 38 22
Avg Bars in Losers 27 39 15 27 39 15
Bars Traded 6721 4509 2212 6721 4509 2212
Profit Streak 15.0541 0 88.3874 15.0541 0 88.3874
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460335 339293 -101711 -218530 -580185 -87704
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564329600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759799874910,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "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": [
        [
            568731.9501655124,
            415053.5445091549,
            153678.4056563577,
            486385.0742688335,
            -12480.5825794293,
            498865.6568482631
        ],
        [
            568.73195,
            415.053545,
            153.678406,
            486.385074,
            -12.480583,
            498.865657
        ],
        [
            0.247382,
            0.180537,
            0.066846,
            0.076968,
            -0.005798,
            0.077884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133237,
            -115504,
            -122561,
            -1825711,
            -1446613,
            -665894
        ],
        [
            1.513412,
            1.608293,
            1.361235,
            1.082122,
            0.996788,
            1.244908
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            116,
            56,
            60,
            116,
            56,
            60
        ],
        [
            119,
            61,
            58,
            119,
            61,
            58
        ],
        [
            49.361702,
            47.863248,
            50.847458,
            49.361702,
            47.863248,
            50.847458
        ],
        [
            1.552552,
            1.751891,
            1.315861,
            1.110108,
            1.085787,
            1.203411
        ],
        [
            194991,
            194991,
            45636,
            1373203,
            1373203,
            268980
        ],
        [
            -40623,
            -40623,
            -36885,
            -461967,
            -456346,
            -461967
        ],
        [
            28,
            38,
            18,
            28,
            38,
            18
        ],
        [
            29,
            38,
            22,
            29,
            38,
            22
        ],
        [
            27,
            39,
            15,
            27,
            39,
            15
        ],
        [
            6721,
            4509,
            2212,
            6721,
            4509,
            2212
        ],
        [
            15.054108,
            0,
            88.387441,
            15.054108,
            0,
            88.387441
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460335,
            339293,
            -101711,
            -218530,
            -580185,
            -87704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564329600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759799874910,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "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)