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Trade: ALGO/USDT/240/SWMA/DCM/1609

Strategy
ALGO/USDT/240/SWMA/DCM/1609
Pair
ALGO_USDT
Interval
4h
Score
384128
Daily Profit
0.253035
Profit Factor
1.918527
Profitability
45.544554
Streak
0.000000
Best Strategy
Training Data Length
2302.000000
Evaluation Time
2025-10-10 11:00
Expiration Time
2025-12-18 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582487.6813 411217.8397 171269.8415 1236243.4509 951191.0171 285052.4338
Total P&L (%) 582.4877 411.2178 171.2698 1236.2435 951.191 285.0524
Avg Daily Profit (%) 0.253 0.1786 0.0744 0.1127 0.1022 0.0586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140287 -103725 -114774 -701104 -368836 -332268
Profit Factor 1.9185 2.2002 1.5875 1.6821 2.027 1.3216
Total Trades 101 51 50 101 51 50
Winning Trades 46 23 23 46 23 23
Losing Trades 55 28 27 55 28 27
Profitability (%) 45.5446 45.098 46 45.5446 45.098 46
Ratio Avg Win / Avg Loss 2.2939 2.6785 1.8636 2.0112 2.4677 1.5515
Largest Winning Trade 150100 150100 52186 542986 542986 417783
Largest Losing Trade -40990 -28958 -40990 -237633 -230885 -237633
Avg Bars in Trades 132 124 141 132 124 141
Avg Bars in Winners 198 177 218 198 177 218
Avg Bars in Losers 78 81 75 78 81 75
Bars Traded 13432 6372 7059 13432 6372 7059
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384128 -170336 -272265 -40425 -234170 -294978
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563782400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760083245964,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 67,
            "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": [
        [
            582487.6812541245,
            411217.8397090289,
            171269.8415450959,
            1236243.45086358,
            951191.0170736848,
            285052.4337898951
        ],
        [
            582.487681,
            411.21784,
            171.269842,
            1236.243451,
            951.191017,
            285.052434
        ],
        [
            0.253035,
            0.178635,
            0.0744,
            0.112681,
            0.102246,
            0.058584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140287,
            -103725,
            -114774,
            -701104,
            -368836,
            -332268
        ],
        [
            1.918527,
            2.200191,
            1.587493,
            1.68208,
            2.027005,
            1.321628
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            45.544554,
            45.098039,
            46,
            45.544554,
            45.098039,
            46
        ],
        [
            2.293891,
            2.678493,
            1.863578,
            2.011183,
            2.467658,
            1.551476
        ],
        [
            150100,
            150100,
            52186,
            542986,
            542986,
            417783
        ],
        [
            -40990,
            -28958,
            -40990,
            -237633,
            -230885,
            -237633
        ],
        [
            132,
            124,
            141,
            132,
            124,
            141
        ],
        [
            198,
            177,
            218,
            198,
            177,
            218
        ],
        [
            78,
            81,
            75,
            78,
            81,
            75
        ],
        [
            13432,
            6372,
            7059,
            13432,
            6372,
            7059
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384128,
            -170336,
            -272265,
            -40425,
            -234170,
            -294978
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563782400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760083245964,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 67,
            "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)