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Trade: ALGO/USDT/480/SSF/PWMA/7281

Strategy
ALGO/USDT/480/SSF/PWMA/7281
Pair
ALGO_USDT
Interval
8h
Score
372356
Daily Profit
0.201283
Profit Factor
1.585006
Profitability
48.507463
Streak
0.000000
Best Strategy
Training Data Length
2291.670000
Evaluation Time
2025-09-29 12:16
Expiration Time
2025-12-07 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461274.7045 367322.5726 93952.1319 170572.1728 176908.84 -6336.6671
Total P&L (%) 461.2747 367.3226 93.9521 170.5722 176.9088 -6.3367
Avg Daily Profit (%) 0.2013 0.1603 0.041 0.0434 0.0445 -0.0029
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87489 -131967 -84858 -326075 -379426 -219456
Profit Factor 1.585 1.8442 1.2659 1.075 1.1374 0.9936
Total Trades 134 67 67 134 67 67
Winning Trades 65 30 35 65 30 35
Losing Trades 69 37 32 69 37 32
Profitability (%) 48.5075 44.7761 52.2388 48.5075 44.7761 52.2388
Ratio Avg Win / Avg Loss 1.6825 2.2746 1.1574 1.1411 1.4028 0.9084
Largest Winning Trade 157267 157267 60456 254096 254096 139357
Largest Losing Trade -46872 -44095 -46872 -215095 -141920 -215095
Avg Bars in Trades 50 45 55 50 45 55
Avg Bars in Winners 66 64 69 66 64 69
Avg Bars in Losers 35 29 41 35 29 41
Bars Traded 6772 3028 3744 6772 3028 3744
Profit Streak 0 0 74.7197 0 0 74.7197
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372356 -108208 -253693 -273180 -321871 -696202
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6875,
    "evaluation_days": 2291.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562486400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759137379314,
    "expiration_time": 1765072800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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": [
        [
            461274.7045204772,
            367322.5726135734,
            93952.1319069038,
            170572.1728350571,
            176908.8399811826,
            -6336.6671461252
        ],
        [
            461.274705,
            367.322573,
            93.952132,
            170.572173,
            176.90884,
            -6.336667
        ],
        [
            0.201283,
            0.160286,
            0.040997,
            0.043444,
            0.044454,
            -0.002857
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87489,
            -131967,
            -84858,
            -326075,
            -379426,
            -219456
        ],
        [
            1.585006,
            1.844236,
            1.265851,
            1.074957,
            1.137436,
            0.993589
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            48.507463,
            44.776119,
            52.238806,
            48.507463,
            44.776119,
            52.238806
        ],
        [
            1.682545,
            2.274558,
            1.15735,
            1.141108,
            1.402838,
            0.908424
        ],
        [
            157267,
            157267,
            60456,
            254096,
            254096,
            139357
        ],
        [
            -46872,
            -44095,
            -46872,
            -215095,
            -141920,
            -215095
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            66,
            64,
            69,
            66,
            64,
            69
        ],
        [
            35,
            29,
            41,
            35,
            29,
            41
        ],
        [
            6772,
            3028,
            3744,
            6772,
            3028,
            3744
        ],
        [
            0,
            0,
            74.719668,
            0,
            0,
            74.719668
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372356,
            -108208,
            -253693,
            -273180,
            -321871,
            -696202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6875,
    "evaluation_days": 2291.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562486400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759137379314,
    "expiration_time": 1765072800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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)