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Trade: ALGO/USDT/240/SWMA/ALMA/7911

Strategy
ALGO/USDT/240/SWMA/ALMA/7911
Pair
ALGO_USDT
Interval
4h
Score
359830
Daily Profit
0.237503
Profit Factor
1.508274
Profitability
45.023697
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 545187.1786 416088.5609 129098.6177 403783.8969 343224.883 60559.0138
Total P&L (%) 545.1872 416.0886 129.0986 403.7839 343.2249 60.559
Avg Daily Profit (%) 0.2375 0.1813 0.0562 0.0705 0.0649 0.0206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144731 -127275 -131874 -359082 -237542 -252981
Profit Factor 1.5083 1.7443 1.2514 1.2205 1.3674 1.0675
Total Trades 211 106 105 211 106 105
Winning Trades 95 46 49 95 46 49
Losing Trades 116 60 56 116 60 56
Profitability (%) 45.0237 43.3962 46.6667 45.0237 43.3962 46.6667
Ratio Avg Win / Avg Loss 1.8417 2.2752 1.4301 1.4903 1.7836 1.22
Largest Winning Trade 198303 198303 57099 215903 215903 99633
Largest Losing Trade -38359 -38359 -36381 -225837 -63502 -225837
Avg Bars in Trades 63 57 69 63 57 69
Avg Bars in Winners 78 69 87 78 69 87
Avg Bars in Losers 51 48 54 51 48 54
Bars Traded 13448 6110 7338 13448 6110 7338
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 359830 285395 -119603 -100084 -107528 -313774
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": 1563249600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514744836,
    "expiration_time": 1765457136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "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": [
        [
            545187.1785761378,
            416088.5609140391,
            129098.6176620988,
            403783.8968602233,
            343224.8830457996,
            60559.0138144237
        ],
        [
            545.187179,
            416.088561,
            129.098618,
            403.783897,
            343.224883,
            60.559014
        ],
        [
            0.237503,
            0.181263,
            0.05624,
            0.070466,
            0.064883,
            0.020629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144731,
            -127275,
            -131874,
            -359082,
            -237542,
            -252981
        ],
        [
            1.508274,
            1.744307,
            1.251362,
            1.220485,
            1.367389,
            1.067504
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            95,
            46,
            49,
            95,
            46,
            49
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            45.023697,
            43.396226,
            46.666667,
            45.023697,
            43.396226,
            46.666667
        ],
        [
            1.841681,
            2.275183,
            1.430128,
            1.490277,
            1.78355,
            1.220005
        ],
        [
            198303,
            198303,
            57099,
            215903,
            215903,
            99633
        ],
        [
            -38359,
            -38359,
            -36381,
            -225837,
            -63502,
            -225837
        ],
        [
            63,
            57,
            69,
            63,
            57,
            69
        ],
        [
            78,
            69,
            87,
            78,
            69,
            87
        ],
        [
            51,
            48,
            54,
            51,
            48,
            54
        ],
        [
            13448,
            6110,
            7338,
            13448,
            6110,
            7338
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359830,
            285395,
            -119603,
            -100084,
            -107528,
            -313774
        ]
    ]
}
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": 1563249600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514744836,
    "expiration_time": 1765457136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "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)