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Trade: ALGO/USDT/120/PWMA/DCM/5259

Strategy
ALGO/USDT/120/PWMA/DCM/5259
Pair
ALGO_USDT
Interval
2h
Score
375627
Daily Profit
0.232945
Profit Factor
1.331930
Profitability
46.253230
Streak
16.342479
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 15:13
Expiration Time
2025-12-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485300.3122 439576.1641 45724.1481 62160.4086 79960.6046 -17800.196
Total P&L (%) 485.3003 439.5762 45.7241 62.1604 79.9606 -17.8002
Avg Daily Profit (%) 0.2329 0.211 0.0219 0.0232 0.0282 -0.0094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204746 -198091 -69008 -479956 -424923 -179240
Profit Factor 1.3319 1.5644 1.0669 1.0236 1.054 0.9846
Total Trades 387 193 194 387 193 194
Winning Trades 179 86 93 179 86 93
Losing Trades 208 107 101 208 107 101
Profitability (%) 46.2532 44.5596 47.9381 46.2532 44.5596 47.9381
Ratio Avg Win / Avg Loss 1.5477 1.9464 1.1587 1.1894 1.3114 1.0693
Largest Winning Trade 285314 285314 50586 375391 375391 83889
Largest Losing Trade -40125 -27877 -40125 -112276 -74627 -112276
Avg Bars in Trades 63 71 55 63 71 55
Avg Bars in Winners 78 90 66 78 90 66
Avg Bars in Losers 50 55 45 50 55 45
Bars Traded 24602 13760 10842 24602 13760 10842
Profit Streak 16.3425 0 34.5925 16.3425 0 34.5925
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375627 319135 -311510 -355841 -317959 -578460
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579860000000,
    "first_datapoint_time": 1581163200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925590169,
    "expiration_time": 1766404800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 182,
            "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": [
        [
            485300.3121667178,
            439576.1641122695,
            45724.148054448,
            62160.4086480951,
            79960.6046160137,
            -17800.1959679189
        ],
        [
            485.300312,
            439.576164,
            45.724148,
            62.160409,
            79.960605,
            -17.800196
        ],
        [
            0.232945,
            0.210997,
            0.021948,
            0.023207,
            0.028207,
            -0.009408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204746,
            -198091,
            -69008,
            -479956,
            -424923,
            -179240
        ],
        [
            1.33193,
            1.564366,
            1.066929,
            1.023573,
            1.054023,
            0.984612
        ],
        [
            387,
            193,
            194,
            387,
            193,
            194
        ],
        [
            179,
            86,
            93,
            179,
            86,
            93
        ],
        [
            208,
            107,
            101,
            208,
            107,
            101
        ],
        [
            46.25323,
            44.559585,
            47.938144,
            46.25323,
            44.559585,
            47.938144
        ],
        [
            1.547718,
            1.946363,
            1.158708,
            1.189404,
            1.311401,
            1.06931
        ],
        [
            285314,
            285314,
            50586,
            375391,
            375391,
            83889
        ],
        [
            -40125,
            -27877,
            -40125,
            -112276,
            -74627,
            -112276
        ],
        [
            63,
            71,
            55,
            63,
            71,
            55
        ],
        [
            78,
            90,
            66,
            78,
            90,
            66
        ],
        [
            50,
            55,
            45,
            50,
            55,
            45
        ],
        [
            24602,
            13760,
            10842,
            24602,
            13760,
            10842
        ],
        [
            16.342479,
            0,
            34.592479,
            16.342479,
            0,
            34.592479
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375627,
            319135,
            -311510,
            -355841,
            -317959,
            -578460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579860000000,
    "first_datapoint_time": 1581163200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925590169,
    "expiration_time": 1766404800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 182,
            "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)