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Trade: ALGO/USDT/60/WMA/DCU/3700

Strategy
ALGO/USDT/60/WMA/DCU/3700
Pair
ALGO_USDT
Interval
1h
Score
365735
Daily Profit
0.218544
Profit Factor
1.472130
Profitability
43.850267
Streak
9.637826
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 04:18
Expiration Time
2025-12-18 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227650.8455 198631.1328 29019.7128 62674.7727 56082.6102 6592.1625
Total P&L (%) 227.6508 198.6311 29.0197 62.6748 56.0826 6.5922
Avg Daily Profit (%) 0.2185 0.1907 0.0279 0.0467 0.0428 0.0061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85867 -88410 -34353 -227657 -196678 -73478
Profit Factor 1.4721 1.5547 1.2338 1.0751 1.0911 1.0301
Total Trades 187 93 94 187 93 94
Winning Trades 82 36 46 82 36 46
Losing Trades 105 57 48 105 57 48
Profitability (%) 43.8503 38.7097 48.9362 43.8503 38.7097 48.9362
Ratio Avg Win / Avg Loss 1.885 2.4617 1.2875 1.3767 1.7276 1.0749
Largest Winning Trade 173523 173523 11343 229833 229833 24798
Largest Losing Trade -26029 -26029 -9800 -81257 -81257 -22648
Avg Bars in Trades 131 242 21 131 242 21
Avg Bars in Winners 153 320 23 153 320 23
Avg Bars in Losers 113 192 20 113 192 20
Bars Traded 24569 22514 2055 24569 22514 2055
Profit Streak 9.6378 9.6378 61.0545 9.6378 9.6378 61.0545
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365735 225418 -158227 -268776 -259925 -536901
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669539600000,
    "first_datapoint_time": 1670292000000,
    "last_datapoint_time": 1759539600000,
    "evaluation_time": 1759540708149,
    "expiration_time": 1766019600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 56,
            "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": [
        [
            227650.8455089869,
            198631.1327552503,
            29019.7127537366,
            62674.7726964462,
            56082.6102032685,
            6592.1624931775
        ],
        [
            227.650846,
            198.631133,
            29.019713,
            62.674773,
            56.08261,
            6.592162
        ],
        [
            0.218544,
            0.190685,
            0.027859,
            0.046723,
            0.04275,
            0.006129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85867,
            -88410,
            -34353,
            -227657,
            -196678,
            -73478
        ],
        [
            1.47213,
            1.554731,
            1.23382,
            1.075105,
            1.091142,
            1.030078
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            82,
            36,
            46,
            82,
            36,
            46
        ],
        [
            105,
            57,
            48,
            105,
            57,
            48
        ],
        [
            43.850267,
            38.709677,
            48.93617,
            43.850267,
            38.709677,
            48.93617
        ],
        [
            1.885045,
            2.461658,
            1.287465,
            1.376659,
            1.727642,
            1.074864
        ],
        [
            173523,
            173523,
            11343,
            229833,
            229833,
            24798
        ],
        [
            -26029,
            -26029,
            -9800,
            -81257,
            -81257,
            -22648
        ],
        [
            131,
            242,
            21,
            131,
            242,
            21
        ],
        [
            153,
            320,
            23,
            153,
            320,
            23
        ],
        [
            113,
            192,
            20,
            113,
            192,
            20
        ],
        [
            24569,
            22514,
            2055,
            24569,
            22514,
            2055
        ],
        [
            9.637826,
            9.637826,
            61.054492,
            9.637826,
            9.637826,
            61.054492
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365735,
            225418,
            -158227,
            -268776,
            -259925,
            -536901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669539600000,
    "first_datapoint_time": 1670292000000,
    "last_datapoint_time": 1759539600000,
    "evaluation_time": 1759540708149,
    "expiration_time": 1766019600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 56,
            "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)