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Trade: ALGO/USDT/120/HILO/SUPERTREND/6290

Strategy
ALGO/USDT/120/HILO/SUPERTREND/6290
Pair
ALGO_USDT
Interval
2h
Score
349435
Daily Profit
0.161539
Profit Factor
1.268452
Profitability
52.500000
Streak
9.964364
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 08:08
Expiration Time
2025-12-16 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357757.2536 336538.8476 21218.4061 17142.0449 406831.5725 -389689.5276
Total P&L (%) 357.7573 336.5388 21.2184 17.142 406.8316 -389.6895
Avg Daily Profit (%) 0.1717 0.1615 0.0102 0.0076 0.0779 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -417370 -254120 -262781 -2700379 -1586864 -1835407
Profit Factor 1.146 1.2685 1.0177 1.0013 1.0592 0.9361
Total Trades 800 400 400 800 400 400
Winning Trades 404 210 194 404 210 194
Losing Trades 396 190 206 396 190 206
Profitability (%) 50.5 52.5 48.5 50.5 52.5 48.5
Ratio Avg Win / Avg Loss 1.1233 1.1476 1.0807 0.9815 0.9583 0.994
Largest Winning Trade 49873 49873 20198 342714 342714 319803
Largest Losing Trade -49168 -49168 -46571 -631463 -288681 -631463
Avg Bars in Trades 31 36 25 31 36 25
Avg Bars in Winners 31 31 30 31 31 30
Avg Bars in Losers 31 41 21 31 41 21
Bars Traded 24841 14541 10300 24841 14541 10300
Profit Streak 0 9.9644 0 0 9.9644 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47909 349435 -385102 -407553 -243432 -579548
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381721099,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 170,
            "offset": 213,
            "multiplier": 3.77355
        }
    }
}
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": [
        [
            357757.2536171367,
            336538.847554716,
            21218.4060624203,
            17142.0449161602,
            406831.5725373768,
            -389689.5276212184
        ],
        [
            357.757254,
            336.538848,
            21.218406,
            17.142045,
            406.831573,
            -389.689528
        ],
        [
            0.171724,
            0.161539,
            0.010185,
            0.007595,
            0.077935,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -417370,
            -254120,
            -262781,
            -2700379,
            -1586864,
            -1835407
        ],
        [
            1.14598,
            1.268452,
            1.017725,
            1.001322,
            1.05921,
            0.936122
        ],
        [
            800,
            400,
            400,
            800,
            400,
            400
        ],
        [
            404,
            210,
            194,
            404,
            210,
            194
        ],
        [
            396,
            190,
            206,
            396,
            190,
            206
        ],
        [
            50.5,
            52.5,
            48.5,
            50.5,
            52.5,
            48.5
        ],
        [
            1.123288,
            1.147647,
            1.080677,
            0.981493,
            0.958333,
            0.994026
        ],
        [
            49873,
            49873,
            20198,
            342714,
            342714,
            319803
        ],
        [
            -49168,
            -49168,
            -46571,
            -631463,
            -288681,
            -631463
        ],
        [
            31,
            36,
            25,
            31,
            36,
            25
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            31,
            41,
            21,
            31,
            41,
            21
        ],
        [
            24841,
            14541,
            10300,
            24841,
            14541,
            10300
        ],
        [
            0,
            9.964364,
            0,
            0,
            9.964365,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47909,
            349435,
            -385102,
            -407553,
            -243432,
            -579548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381721099,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 170,
            "offset": 213,
            "multiplier": 3.77355
        }
    }
}

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)