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Trade: ALGO/USDT/360/SWMA/RMA/7863

Strategy
ALGO/USDT/360/SWMA/RMA/7863
Pair
ALGO_USDT
Interval
6h
Score
378528
Daily Profit
0.173956
Profit Factor
2.137795
Profitability
45.161290
Streak
245.342340
Best Strategy
Training Data Length
2293.250000
Evaluation Time
2025-10-01 05:12
Expiration Time
2025-12-08 21:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536992.012 398923.7199 138068.2922 494940.0659 391763.1956 103176.8704
Total P&L (%) 536.992 398.9237 138.0683 494.9401 391.7632 103.1769
Avg Daily Profit (%) 0.2342 0.174 0.0602 0.0778 0.0695 0.0309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92650 -126609 -107273 -216442 -267723 -281483
Profit Factor 1.8947 2.1378 1.5531 1.3947 1.5547 1.1884
Total Trades 61 31 30 61 31 30
Winning Trades 31 14 17 31 14 17
Losing Trades 30 17 13 30 17 13
Profitability (%) 50.8197 45.1613 56.6667 50.8197 45.1613 56.6667
Ratio Avg Win / Avg Loss 1.8335 2.5959 1.1877 1.3497 1.8878 0.9088
Largest Winning Trade 172250 172250 56150 196578 196578 102035
Largest Losing Trade -51705 -51705 -44133 -95402 -87506 -95402
Avg Bars in Trades 143 166 119 143 166 119
Avg Bars in Winners 179 217 148 179 217 148
Avg Bars in Losers 106 124 82 106 124 82
Bars Traded 8750 5167 3583 8750 5167 3583
Profit Streak 245.3423 245.3423 252.3423 245.3423 245.3423 252.3423
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152590 378528 -109113 -252936 -98363 -164712
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9173,
    "evaluation_days": 2293.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284778181,
    "expiration_time": 1765220904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 96,
            "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": [
        [
            536992.0120418556,
            398923.7198756746,
            138068.2921661808,
            494940.0659345058,
            391763.1955581742,
            103176.8703763316
        ],
        [
            536.992012,
            398.92372,
            138.068292,
            494.940066,
            391.763196,
            103.17687
        ],
        [
            0.234162,
            0.173956,
            0.060206,
            0.077793,
            0.069481,
            0.030918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92650,
            -126609,
            -107273,
            -216442,
            -267723,
            -281483
        ],
        [
            1.894658,
            2.137795,
            1.553138,
            1.394729,
            1.554653,
            1.188433
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            50.819672,
            45.16129,
            56.666667,
            50.819672,
            45.16129,
            56.666667
        ],
        [
            1.83354,
            2.595894,
            1.187694,
            1.349738,
            1.887793,
            0.908802
        ],
        [
            172250,
            172250,
            56150,
            196578,
            196578,
            102035
        ],
        [
            -51705,
            -51705,
            -44133,
            -95402,
            -87506,
            -95402
        ],
        [
            143,
            166,
            119,
            143,
            166,
            119
        ],
        [
            179,
            217,
            148,
            179,
            217,
            148
        ],
        [
            106,
            124,
            82,
            106,
            124,
            82
        ],
        [
            8750,
            5167,
            3583,
            8750,
            5167,
            3583
        ],
        [
            245.34234,
            245.34234,
            252.34234,
            245.34234,
            245.34234,
            252.34234
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152590,
            378528,
            -109113,
            -252936,
            -98363,
            -164712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9173,
    "evaluation_days": 2293.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284778181,
    "expiration_time": 1765220904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 96,
            "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)