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Trade: ALGO/USDT/480/PWMA/MIDPRICE/5752

Strategy
ALGO/USDT/480/PWMA/MIDPRICE/5752
Pair
ALGO_USDT
Interval
8h
Score
363205
Daily Profit
0.175910
Profit Factor
1.949797
Profitability
44.680851
Streak
108.185076
Best Strategy
Training Data Length
2291.330000
Evaluation Time
2025-09-29 07:26
Expiration Time
2025-12-06 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405166.5884 403067.9236 2098.6648 -23158.6221 -9742.6414 -13415.9806
Total P&L (%) 405.1666 403.0679 2.0987 -23.1586 -9.7426 -13.416
Avg Daily Profit (%) 0.1768 0.1759 0.0009 -0.0115 -0.0045 -0.0063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191311 -193782 -109529 -187054 -174485 -80451
Profit Factor 1.559 1.9498 1.007 0.9576 0.9712 0.9354
Total Trades 94 47 47 94 47 47
Winning Trades 42 21 21 42 21 21
Losing Trades 52 26 26 52 26 26
Profitability (%) 44.6809 44.6809 44.6809 44.6809 44.6809 44.6809
Ratio Avg Win / Avg Loss 1.9302 2.414 1.2467 1.1856 1.2024 1.1581
Largest Winning Trade 232079 232079 52398 99921 99921 34158
Largest Losing Trade -51317 -51317 -37211 -102611 -102611 -29455
Avg Bars in Trades 70 90 50 70 90 50
Avg Bars in Winners 84 108 61 84 108 61
Avg Bars in Losers 58 75 41 58 75 41
Bars Traded 6608 4247 2361 6608 4247 2361
Profit Streak 108.1851 108.1851 169.8517 108.1851 108.1851 169.8517
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351886 363205 -570837 -579537 -580140 -579744
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567296000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119990613,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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": [
        [
            405166.5884263017,
            403067.9236420345,
            2098.6647842672,
            -23158.6220833015,
            -9742.6414365375,
            -13415.980646764
        ],
        [
            405.166588,
            403.067924,
            2.098665,
            -23.158622,
            -9.742641,
            -13.415981
        ],
        [
            0.176826,
            0.17591,
            0.000916,
            -0.011496,
            -0.004474,
            -0.006287
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191311,
            -193782,
            -109529,
            -187054,
            -174485,
            -80451
        ],
        [
            1.559043,
            1.949797,
            1.006987,
            0.95758,
            0.971202,
            0.935383
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            44.680851,
            44.680851,
            44.680851,
            44.680851,
            44.680851,
            44.680851
        ],
        [
            1.930244,
            2.414035,
            1.246746,
            1.185575,
            1.202441,
            1.158093
        ],
        [
            232079,
            232079,
            52398,
            99921,
            99921,
            34158
        ],
        [
            -51317,
            -51317,
            -37211,
            -102611,
            -102611,
            -29455
        ],
        [
            70,
            90,
            50,
            70,
            90,
            50
        ],
        [
            84,
            108,
            61,
            84,
            108,
            61
        ],
        [
            58,
            75,
            41,
            58,
            75,
            41
        ],
        [
            6608,
            4247,
            2361,
            6608,
            4247,
            2361
        ],
        [
            108.185076,
            108.185076,
            169.851743,
            108.185077,
            108.185077,
            169.851743
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351886,
            363205,
            -570837,
            -579537,
            -580140,
            -579744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567296000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119990613,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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)