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Trade: ALGO/USDT/120/KCB/SSF/3835

Strategy
ALGO/USDT/120/KCB/SSF/3835
Pair
ALGO_USDT
Interval
2h
Score
314418
Daily Profit
0.158082
Profit Factor
1.509742
Profitability
48.113208
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 15:09
Expiration Time
2025-12-17 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221899.0739 329337.8739 -107438.8 -97322.0042 25767.1434 -123089.1475
Total P&L (%) 221.8991 329.3379 -107.4388 -97.322 25.7671 -123.0891
Avg Daily Profit (%) 0.1065 0.1581 -0.0516 -0.1736 0.011 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224720 -185820 -206473 -162728 -79793 -150777
Profit Factor 1.1681 1.5097 0.8405 0.8076 1.1031 0.5193
Total Trades 212 106 106 212 106 106
Winning Trades 100 51 49 100 51 49
Losing Trades 112 55 57 112 55 57
Profitability (%) 47.1698 48.1132 46.2264 47.1698 48.1132 46.2264
Ratio Avg Win / Avg Loss 1.3083 1.6282 0.9777 0.9045 1.1897 0.6041
Largest Winning Trade 237841 237841 36805 103650 103650 32640
Largest Losing Trade -88174 -46560 -88174 -70862 -67641 -70862
Avg Bars in Trades 116 104 128 116 104 128
Avg Bars in Winners 110 96 125 110 96 125
Avg Bars in Losers 121 111 131 121 111 131
Bars Traded 24686 11038 13648 24686 11038 13648
Profit Streak 0 0 49.7566 0 0 49.7566
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86346 314418 -581526 -580768 -289701 -581526
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579420800000,
    "first_datapoint_time": 1580644800000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759493372354,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            221899.0738677547,
            329337.8738650613,
            -107438.7999973066,
            -97322.0041795481,
            25767.1433566919,
            -123089.1475362399
        ],
        [
            221.899074,
            329.337874,
            -107.4388,
            -97.322004,
            25.767143,
            -123.089148
        ],
        [
            0.106512,
            0.158082,
            -0.051571,
            -0.173614,
            0.011005,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224720,
            -185820,
            -206473,
            -162728,
            -79793,
            -150777
        ],
        [
            1.168147,
            1.509742,
            0.840498,
            0.807618,
            1.103138,
            0.519274
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            47.169811,
            48.113208,
            46.226415,
            47.169811,
            48.113208,
            46.226415
        ],
        [
            1.308324,
            1.628153,
            0.977722,
            0.904532,
            1.189659,
            0.604054
        ],
        [
            237841,
            237841,
            36805,
            103650,
            103650,
            32640
        ],
        [
            -88174,
            -46560,
            -88174,
            -70862,
            -67641,
            -70862
        ],
        [
            116,
            104,
            128,
            116,
            104,
            128
        ],
        [
            110,
            96,
            125,
            110,
            96,
            125
        ],
        [
            121,
            111,
            131,
            121,
            111,
            131
        ],
        [
            24686,
            11038,
            13648,
            24686,
            11038,
            13648
        ],
        [
            0,
            0,
            49.756624,
            0,
            0,
            49.756624
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86346,
            314418,
            -581526,
            -580768,
            -289701,
            -581526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579420800000,
    "first_datapoint_time": 1580644800000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759493372354,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    }
}

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)