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Trade: ALGO/USDT/240/DEMA/SWMA/4146

Strategy
ALGO/USDT/240/DEMA/SWMA/4146
Pair
ALGO_USDT
Interval
4h
Score
385725
Daily Profit
0.223645
Profit Factor
1.402090
Profitability
51.890034
Streak
0.000000
Best Strategy
Training Data Length
2293.000000
Evaluation Time
2025-10-01 09:51
Expiration Time
2025-12-09 00:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512817.3076 403726.5491 109090.7585 170911.9945 36914.3141 133997.6804
Total P&L (%) 512.8173 403.7265 109.0908 170.912 36.9143 133.9977
Avg Daily Profit (%) 0.2236 0.1761 0.0476 0.0435 0.0137 0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103188 -138900 -120061 -135882 -229948 -128691
Profit Factor 1.4021 1.5309 1.2119 1.118 1.0407 1.248
Total Trades 291 146 145 291 146 145
Winning Trades 151 71 80 151 71 80
Losing Trades 140 75 65 140 75 65
Profitability (%) 51.89 48.6301 55.1724 51.89 48.6301 55.1724
Ratio Avg Win / Avg Loss 1.3 1.6171 0.9847 1.0366 1.0993 1.014
Largest Winning Trade 235108 235108 46190 126380 126380 34361
Largest Losing Trade -55506 -35763 -55506 -67732 -54024 -67732
Avg Bars in Trades 46 54 37 46 54 37
Avg Bars in Winners 49 54 45 49 54 45
Avg Bars in Losers 42 55 28 42 55 28
Bars Traded 13453 7983 5470 13453 7983 5470
Profit Streak 0 0 80.9528 0 0 80.9528
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385725 335591 -129532 -223788 -353538 -141637
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13758,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563883200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759301517759,
    "expiration_time": 1765234656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "offset": 12
        }
    }
}
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": [
        [
            512817.3076410792,
            403726.5491166225,
            109090.7585244565,
            170911.994454961,
            36914.3140612291,
            133997.6803937319
        ],
        [
            512.817308,
            403.726549,
            109.090759,
            170.911994,
            36.914314,
            133.99768
        ],
        [
            0.223645,
            0.176069,
            0.047576,
            0.043473,
            0.013703,
            0.037082
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103188,
            -138900,
            -120061,
            -135882,
            -229948,
            -128691
        ],
        [
            1.40209,
            1.53085,
            1.211889,
            1.118013,
            1.040656,
            1.248011
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            151,
            71,
            80,
            151,
            71,
            80
        ],
        [
            140,
            75,
            65,
            140,
            75,
            65
        ],
        [
            51.890034,
            48.630137,
            55.172414,
            51.890034,
            48.630137,
            55.172414
        ],
        [
            1.299951,
            1.617095,
            0.98466,
            1.036568,
            1.099285,
            1.014009
        ],
        [
            235108,
            235108,
            46190,
            126380,
            126380,
            34361
        ],
        [
            -55506,
            -35763,
            -55506,
            -67732,
            -54024,
            -67732
        ],
        [
            46,
            54,
            37,
            46,
            54,
            37
        ],
        [
            49,
            54,
            45,
            49,
            54,
            45
        ],
        [
            42,
            55,
            28,
            42,
            55,
            28
        ],
        [
            13453,
            7983,
            5470,
            13453,
            7983,
            5470
        ],
        [
            0,
            0,
            80.952752,
            0,
            0,
            80.952752
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385725,
            335591,
            -129532,
            -223788,
            -353538,
            -141637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13758,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563883200000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759301517759,
    "expiration_time": 1765234656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "offset": 12
        }
    }
}

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)