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Trade: ALGO/USDT/240/PWMA/T3/4474

Strategy
ALGO/USDT/240/PWMA/T3/4474
Pair
ALGO_USDT
Interval
4h
Score
461378
Daily Profit
0.240017
Profit Factor
1.671403
Profitability
52.486188
Streak
0.000000
Best Strategy
Training Data Length
2295.500000
Evaluation Time
2025-10-03 21:05
Expiration Time
2025-12-11 14:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550959.6243 379796.5262 171163.0982 1055808.9975 869549.0262 186259.9713
Total P&L (%) 550.9596 379.7965 171.1631 1055.809 869.549 186.26
Avg Daily Profit (%) 0.24 0.1655 0.0746 0.1067 0.099 0.0458
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135659 -112024 -136822 -760888 -351558 -660965
Profit Factor 1.6714 1.9841 1.3938 1.3642 1.6278 1.123
Total Trades 181 91 90 181 91 90
Winning Trades 95 46 49 95 46 49
Losing Trades 86 45 41 86 45 41
Profitability (%) 52.4862 50.5495 54.4444 52.4862 50.5495 54.4444
Ratio Avg Win / Avg Loss 1.5131 1.9409 1.1662 1.2349 1.5924 0.9397
Largest Winning Trade 142020 142020 60130 470380 470380 179502
Largest Losing Trade -55870 -39790 -55870 -442715 -193310 -442715
Avg Bars in Trades 74 64 84 74 64 84
Avg Bars in Winners 90 73 106 90 73 106
Avg Bars in Losers 55 54 57 55 54 57
Bars Traded 13396 5829 7568 13396 5829 7568
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 461378 390796 -92466 -48411 -57534 -218334
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13773,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564243200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514742375,
    "expiration_time": 1765457136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 112,
            "offset": 0,
            "a": 0.68271
        }
    }
}
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": [
        [
            550959.624332882,
            379796.5261741579,
            171163.0981587242,
            1055808.997511375,
            869549.026247676,
            186259.9712636992
        ],
        [
            550.959624,
            379.796526,
            171.163098,
            1055.808998,
            869.549026,
            186.259971
        ],
        [
            0.240017,
            0.165453,
            0.074565,
            0.106674,
            0.09901,
            0.045828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135659,
            -112024,
            -136822,
            -760888,
            -351558,
            -660965
        ],
        [
            1.671403,
            1.98407,
            1.393782,
            1.364152,
            1.627813,
            1.122999
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            95,
            46,
            49,
            95,
            46,
            49
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            52.486188,
            50.549451,
            54.444444,
            52.486188,
            50.549451,
            54.444444
        ],
        [
            1.51306,
            1.940938,
            1.166226,
            1.234916,
            1.592426,
            0.939652
        ],
        [
            142020,
            142020,
            60130,
            470380,
            470380,
            179502
        ],
        [
            -55870,
            -39790,
            -55870,
            -442715,
            -193310,
            -442715
        ],
        [
            74,
            64,
            84,
            74,
            64,
            84
        ],
        [
            90,
            73,
            106,
            90,
            73,
            106
        ],
        [
            55,
            54,
            57,
            55,
            54,
            57
        ],
        [
            13396,
            5829,
            7568,
            13396,
            5829,
            7568
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461378,
            390796,
            -92466,
            -48411,
            -57534,
            -218334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13773,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564243200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514742375,
    "expiration_time": 1765457136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 112,
            "offset": 0,
            "a": 0.68271
        }
    }
}

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)