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Trade: ALGO/USDT/120/KCU/DCM/2539

Strategy
ALGO/USDT/120/KCU/DCM/2539
Pair
ALGO_USDT
Interval
2h
Score
301284
Daily Profit
0.166850
Profit Factor
1.885292
Profitability
44.067797
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 16:01
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387554.5218 347465.6733 40088.8484 150310.9211 176397.422 -26086.5008
Total P&L (%) 387.5545 347.4657 40.0888 150.3109 176.3974 -26.0865
Avg Daily Profit (%) 0.1861 0.1669 0.0193 0.0441 0.0488 -0.0145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204563 -75641 -240972 -198955 -50478 -186525
Profit Factor 1.389 1.8853 1.0664 1.2048 1.6125 0.9415
Total Trades 235 118 117 235 118 117
Winning Trades 102 52 50 102 52 50
Losing Trades 133 66 67 133 66 67
Profitability (%) 43.4043 44.0678 42.735 43.4043 44.0678 42.735
Ratio Avg Win / Avg Loss 1.8112 2.3929 1.429 1.571 2.0466 1.2616
Largest Winning Trade 127207 127207 51233 81883 81883 63667
Largest Losing Trade -40295 -36859 -40295 -51451 -29082 -51451
Avg Bars in Trades 105 66 143 105 66 143
Avg Bars in Winners 165 99 234 165 99 234
Avg Bars in Losers 58 41 76 58 41 76
Bars Traded 24722 7884 16837 24722 7884 16837
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 284619 301284 -319904 -134769 -127192 -582179

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758805262494,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "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": [
        [
            387554.5217828845,
            347465.6733479506,
            40088.8484349338,
            150310.9211459295,
            176397.4219671818,
            -26086.5008212522
        ],
        [
            387.554522,
            347.465673,
            40.088848,
            150.310921,
            176.397422,
            -26.086501
        ],
        [
            0.186101,
            0.16685,
            0.01925,
            0.044069,
            0.048832,
            -0.014514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204563,
            -75641,
            -240972,
            -198955,
            -50478,
            -186525
        ],
        [
            1.389036,
            1.885292,
            1.066405,
            1.204791,
            1.61246,
            0.941504
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            43.404255,
            44.067797,
            42.735043,
            43.404255,
            44.067797,
            42.735043
        ],
        [
            1.811194,
            2.392871,
            1.428982,
            1.570953,
            2.046584,
            1.261616
        ],
        [
            127207,
            127207,
            51233,
            81883,
            81883,
            63667
        ],
        [
            -40295,
            -36859,
            -40295,
            -51451,
            -29082,
            -51451
        ],
        [
            105,
            66,
            143,
            105,
            66,
            143
        ],
        [
            165,
            99,
            234,
            165,
            99,
            234
        ],
        [
            58,
            41,
            76,
            58,
            41,
            76
        ],
        [
            24722,
            7884,
            16837,
            24722,
            7884,
            16837
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            284619,
            301284,
            -319904,
            -134769,
            -127192,
            -582179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758805262494,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "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)