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Trade: ALGO/USDT/120/WMA/SWMA/7174

Strategy
ALGO/USDT/120/WMA/SWMA/7174
Pair
ALGO_USDT
Interval
2h
Score
359585
Daily Profit
0.259877
Profit Factor
1.874941
Profitability
43.877551
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 04:17
Expiration Time
2025-12-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541410.2493 440851.9849 100558.2643 610936.4157 439746.5116 171189.9042
Total P&L (%) 541.4102 440.852 100.5583 610.9364 439.7465 171.1899
Avg Daily Profit (%) 0.2599 0.2116 0.0483 0.0942 0.081 0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105295 -97956 -64115 -553031 -445285 -298360
Profit Factor 1.8749 2.272 1.3694 1.2555 1.3088 1.177
Total Trades 98 49 49 98 49 49
Winning Trades 43 20 23 43 20 23
Losing Trades 55 29 26 55 29 26
Profitability (%) 43.8776 40.8163 46.9388 43.8776 40.8163 46.9388
Ratio Avg Win / Avg Loss 2.3982 3.2944 1.548 1.6059 1.8978 1.3305
Largest Winning Trade 253348 253348 58000 374996 374996 178226
Largest Losing Trade -33854 -33854 -29073 -168358 -168358 -100060
Avg Bars in Trades 248 230 266 248 230 266
Avg Bars in Winners 348 342 354 348 342 354
Avg Bars in Losers 169 152 188 169 152 188
Bars Traded 24331 11274 13057 24331 11274 13057
Profit Streak 0 0 51.5537 0 0 51.5537
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359585 308532 -127360 -67997 -87089 -155274
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1582444800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972641074,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "offset": 172
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 238,
            "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": [
        [
            541410.2492551563,
            440851.9849410608,
            100558.2643140954,
            610936.4157216778,
            439746.5115605871,
            171189.9041610908
        ],
        [
            541.410249,
            440.851985,
            100.558264,
            610.936416,
            439.746512,
            171.189904
        ],
        [
            0.259877,
            0.211609,
            0.048268,
            0.094192,
            0.080957,
            0.047899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105295,
            -97956,
            -64115,
            -553031,
            -445285,
            -298360
        ],
        [
            1.874941,
            2.272018,
            1.369402,
            1.255516,
            1.308825,
            1.177022
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            43.877551,
            40.816327,
            46.938776,
            43.877551,
            40.816327,
            46.938776
        ],
        [
            2.398181,
            3.294426,
            1.54802,
            1.605893,
            1.897797,
            1.330546
        ],
        [
            253348,
            253348,
            58000,
            374996,
            374996,
            178226
        ],
        [
            -33854,
            -33854,
            -29073,
            -168358,
            -168358,
            -100060
        ],
        [
            248,
            230,
            266,
            248,
            230,
            266
        ],
        [
            348,
            342,
            354,
            348,
            342,
            354
        ],
        [
            169,
            152,
            188,
            169,
            152,
            188
        ],
        [
            24331,
            11274,
            13057,
            24331,
            11274,
            13057
        ],
        [
            0,
            0,
            51.553716,
            0,
            0,
            51.553716
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359585,
            308532,
            -127360,
            -67997,
            -87089,
            -155274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1582444800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972641074,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "offset": 172
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 238,
            "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)