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Trade: ALGO/USDT/360/PWMA/EMA/4651

Strategy
ALGO/USDT/360/PWMA/EMA/4651
Pair
ALGO_USDT
Interval
6h
Score
396384
Daily Profit
0.156704
Profit Factor
2.226660
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
2304.000000
Evaluation Time
2025-10-12 01:58
Expiration Time
2025-12-19 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 255638.2044 361046.0453 -105407.8409 -93294.0037 -1353.6326 -91940.3711
Total P&L (%) 255.6382 361.046 -105.4078 -93.294 -1.3536 -91.9404
Avg Daily Profit (%) 0.111 0.1567 -0.0458 -0.1172 -0.0006 -0.1092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185776 -102525 -135188 -95680 -32532 -76517
Profit Factor 1.3561 2.2267 0.7511 0.6504 0.985 0.4795
Total Trades 77 39 38 77 39 38
Winning Trades 39 19 20 39 19 20
Losing Trades 38 20 18 38 20 18
Profitability (%) 50.6494 48.7179 52.6316 50.6494 48.7179 52.6316
Ratio Avg Win / Avg Loss 1.3213 2.3439 0.676 0.6337 1.0368 0.4316
Largest Winning Trade 337208 337208 49687 20809 20809 15454
Largest Losing Trade -77419 -61084 -77419 -54208 -18262 -54208
Avg Bars in Trades 110 98 122 110 98 122
Avg Bars in Winners 139 128 150 139 128 150
Avg Bars in Losers 79 69 90 79 69 90
Bars Traded 8475 3833 4642 8475 3833 4642
Profit Streak 0 0 83.9572 0 0 83.9572
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90634 396384 -579865 -626971 -579589 -579865
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9216,
    "evaluation_days": 2304,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566756000000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760223498035,
    "expiration_time": 1766177568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 237
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 143,
            "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": [
        [
            255638.2044489306,
            361046.0453041075,
            -105407.8408551767,
            -93294.0037191178,
            -1353.6326384318,
            -91940.3710806861
        ],
        [
            255.638204,
            361.046045,
            -105.407841,
            -93.294004,
            -1.353633,
            -91.940371
        ],
        [
            0.110954,
            0.156704,
            -0.04575,
            -0.117213,
            -0.000592,
            -0.109242
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185776,
            -102525,
            -135188,
            -95680,
            -32532,
            -76517
        ],
        [
            1.356102,
            2.22666,
            0.75113,
            0.650426,
            0.984998,
            0.479533
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            50.649351,
            48.717949,
            52.631579,
            50.649351,
            48.717949,
            52.631579
        ],
        [
            1.321331,
            2.343853,
            0.676017,
            0.633748,
            1.03684,
            0.43158
        ],
        [
            337208,
            337208,
            49687,
            20809,
            20809,
            15454
        ],
        [
            -77419,
            -61084,
            -77419,
            -54208,
            -18262,
            -54208
        ],
        [
            110,
            98,
            122,
            110,
            98,
            122
        ],
        [
            139,
            128,
            150,
            139,
            128,
            150
        ],
        [
            79,
            69,
            90,
            79,
            69,
            90
        ],
        [
            8475,
            3833,
            4642,
            8475,
            3833,
            4642
        ],
        [
            0,
            0,
            83.957153,
            0,
            0,
            83.957153
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90634,
            396384,
            -579865,
            -626971,
            -579589,
            -579865
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9216,
    "evaluation_days": 2304,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566756000000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760223498035,
    "expiration_time": 1766177568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 237
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 143,
            "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)