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Trade: ALGO/USDT/480/SINWMA/DCM/5648

Strategy
ALGO/USDT/480/SINWMA/DCM/5648
Pair
ALGO_USDT
Interval
8h
Score
337909
Daily Profit
0.165279
Profit Factor
1.475298
Profitability
54.901961
Streak
0.000000
Best Strategy
Training Data Length
2304.000000
Evaluation Time
2025-10-12 01:02
Expiration Time
2025-12-19 20:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380801.9095 352278.5372 28523.3723 -77378.5543 111140.5694 -188519.1238
Total P&L (%) 380.8019 352.2785 28.5234 -77.3786 111.1406 -188.5191
Avg Daily Profit (%) 0.1653 0.1529 0.0124 -0.0645 0.0324 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165052 -135481 -211317 -184894 -42698 -247141
Profit Factor 1.4753 1.9106 1.0688 0.8252 1.8751 0.4025
Total Trades 102 51 51 102 51 51
Winning Trades 56 28 28 56 28 28
Losing Trades 46 23 23 46 23 23
Profitability (%) 54.902 54.902 54.902 54.902 54.902 54.902
Ratio Avg Win / Avg Loss 1.2119 1.5694 0.878 0.6778 1.5403 0.3307
Largest Winning Trade 260477 260477 61079 62409 62409 47378
Largest Losing Trade -91724 -50803 -91724 -145746 -42698 -145746
Avg Bars in Trades 65 87 44 65 87 44
Avg Bars in Winners 63 70 56 63 70 56
Avg Bars in Losers 68 107 28 68 107 28
Bars Traded 6700 4455 2245 6700 4455 2245
Profit Streak 0 0 385.5851 0 0 385.5851
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337909 -168573 -504047 -579871 -325411 -758818
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6912,
    "evaluation_days": 2304,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565193600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760220150404,
    "expiration_time": 1766170368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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": [
        [
            380801.9094724152,
            352278.5372199662,
            28523.372252449,
            -77378.5543280932,
            111140.5694424323,
            -188519.1237705255
        ],
        [
            380.801909,
            352.278537,
            28.523372,
            -77.378554,
            111.140569,
            -188.519124
        ],
        [
            0.165279,
            0.152899,
            0.01238,
            -0.064488,
            0.032442,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165052,
            -135481,
            -211317,
            -184894,
            -42698,
            -247141
        ],
        [
            1.475298,
            1.910572,
            1.068845,
            0.82515,
            1.875089,
            0.402544
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            54.901961,
            54.901961,
            54.901961,
            54.901961,
            54.901961,
            54.901961
        ],
        [
            1.211852,
            1.569399,
            0.87798,
            0.677801,
            1.540252,
            0.330661
        ],
        [
            260477,
            260477,
            61079,
            62409,
            62409,
            47378
        ],
        [
            -91724,
            -50803,
            -91724,
            -145746,
            -42698,
            -145746
        ],
        [
            65,
            87,
            44,
            65,
            87,
            44
        ],
        [
            63,
            70,
            56,
            63,
            70,
            56
        ],
        [
            68,
            107,
            28,
            68,
            107,
            28
        ],
        [
            6700,
            4455,
            2245,
            6700,
            4455,
            2245
        ],
        [
            0,
            0,
            385.585074,
            0,
            0,
            385.585074
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337909,
            -168573,
            -504047,
            -579871,
            -325411,
            -758818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6912,
    "evaluation_days": 2304,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565193600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760220150404,
    "expiration_time": 1766170368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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)