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Trade: ALGO/USDT/360/PWMA/WMA/1540

Strategy
ALGO/USDT/360/PWMA/WMA/1540
Pair
ALGO_USDT
Interval
6h
Score
356223
Daily Profit
0.194127
Profit Factor
1.448354
Profitability
48.255814
Streak
0.000000
Best Strategy
Training Data Length
2304.500000
Evaluation Time
2025-10-12 14:08
Expiration Time
2025-12-20 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447365.4674 356256.6556 91108.8118 81979.7029 78866.1525 3113.5504
Total P&L (%) 447.3655 356.2567 91.1088 81.9797 78.8662 3.1136
Avg Daily Profit (%) 0.1941 0.1546 0.0395 0.026 0.0252 0.0013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206642 -137015 -200099 -127548 -65983 -132430
Profit Factor 1.4484 1.7136 1.1828 1.1495 1.2652 1.0124
Total Trades 172 86 86 172 86 86
Winning Trades 83 38 45 83 38 45
Losing Trades 89 48 41 89 48 41
Profitability (%) 48.2558 44.186 52.3256 48.2558 44.186 52.3256
Ratio Avg Win / Avg Loss 1.5531 2.1645 1.0776 1.2326 1.5982 0.9224
Largest Winning Trade 195282 195282 54215 77692 77692 38349
Largest Losing Trade -58234 -42157 -58234 -52824 -50822 -52824
Avg Bars in Trades 52 53 51 52 53 51
Avg Bars in Winners 65 68 62 65 68 62
Avg Bars in Losers 40 42 38 40 42 38
Bars Traded 9039 4641 4398 9039 4641 4398
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 356223 284232 -159614 -214057 -160762 -565389
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9218,
    "evaluation_days": 2304.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564596000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760267299835,
    "expiration_time": 1766222064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 160,
            "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": [
        [
            447365.4673737297,
            356256.655570664,
            91108.8118030657,
            81979.7029028641,
            78866.1524808703,
            3113.5504219938
        ],
        [
            447.365467,
            356.256656,
            91.108812,
            81.979703,
            78.866152,
            3.11355
        ],
        [
            0.194127,
            0.154592,
            0.039535,
            0.025984,
            0.025235,
            0.00133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206642,
            -137015,
            -200099,
            -127548,
            -65983,
            -132430
        ],
        [
            1.448354,
            1.71357,
            1.182753,
            1.149462,
            1.265218,
            1.012398
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            89,
            48,
            41,
            89,
            48,
            41
        ],
        [
            48.255814,
            44.186047,
            52.325581,
            48.255814,
            44.186047,
            52.325581
        ],
        [
            1.553054,
            2.164509,
            1.077619,
            1.232555,
            1.59817,
            0.922407
        ],
        [
            195282,
            195282,
            54215,
            77692,
            77692,
            38349
        ],
        [
            -58234,
            -42157,
            -58234,
            -52824,
            -50822,
            -52824
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            65,
            68,
            62,
            65,
            68,
            62
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            9039,
            4641,
            4398,
            9039,
            4641,
            4398
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356223,
            284232,
            -159614,
            -214057,
            -160762,
            -565389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9218,
    "evaluation_days": 2304.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564596000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760267299835,
    "expiration_time": 1766222064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 160,
            "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)