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Trade: ALGO/USDT/15/DCU/DCM/7434

Strategy
ALGO/USDT/15/DCU/DCM/7434
Pair
ALGO_USDT
Interval
15m
Score
382320
Daily Profit
0.337243
Profit Factor
1.262044
Profitability
65.338645
Streak
7.724062
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 01:07
Expiration Time
2025-12-16 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87824.7909 22275.5709 65549.22 72081.9878 10822.696 61259.2917
Total P&L (%) 87.8248 22.2756 65.5492 72.082 10.8227 61.2593
Avg Daily Profit (%) 0.3372 0.0855 0.2517 0.2087 0.0395 0.1837
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87972 -35271 -68285 -230926 -108542 -182468
Profit Factor 1.262 1.1263 1.4129 1.0848 1.0242 1.152
Total Trades 251 126 125 251 126 125
Winning Trades 164 81 83 164 81 83
Losing Trades 87 45 42 87 45 42
Profitability (%) 65.3386 64.2857 66.4 65.3386 64.2857 66.4
Ratio Avg Win / Avg Loss 0.6695 0.6257 0.715 0.5755 0.569 0.5829
Largest Winning Trade 34948 18029 34948 67578 50965 67578
Largest Losing Trade -23975 -11943 -23975 -76365 -35671 -76365
Avg Bars in Trades 97 78 117 97 78 117
Avg Bars in Winners 71 57 85 71 57 85
Avg Bars in Losers 146 117 178 146 117 178
Bars Traded 24534 9904 14630 24534 9904 14630
Profit Streak 7.7241 7.7241 9.5053 7.7241 7.7241 9.5053
Trades During Streak 8 4 5 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382320 -165567 324348 -117546 -474060 -45979
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736856900000,
    "first_datapoint_time": 1737038700000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759356458927,
    "expiration_time": 1765836000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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": [
        [
            87824.7908887019,
            22275.5708731916,
            65549.2200155102,
            72081.9877791542,
            10822.6960299367,
            61259.2917492173
        ],
        [
            87.824791,
            22.275571,
            65.54922,
            72.081988,
            10.822696,
            61.259292
        ],
        [
            0.337243,
            0.085537,
            0.251706,
            0.20865,
            0.039468,
            0.183658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87972,
            -35271,
            -68285,
            -230926,
            -108542,
            -182468
        ],
        [
            1.262044,
            1.126282,
            1.412888,
            1.084829,
            1.02423,
            1.151981
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            164,
            81,
            83,
            164,
            81,
            83
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            65.338645,
            64.285714,
            66.4,
            65.338645,
            64.285714,
            66.4
        ],
        [
            0.669499,
            0.625712,
            0.714955,
            0.575489,
            0.569017,
            0.58293
        ],
        [
            34948,
            18029,
            34948,
            67578,
            50965,
            67578
        ],
        [
            -23975,
            -11943,
            -23975,
            -76365,
            -35671,
            -76365
        ],
        [
            97,
            78,
            117,
            97,
            78,
            117
        ],
        [
            71,
            57,
            85,
            71,
            57,
            85
        ],
        [
            146,
            117,
            178,
            146,
            117,
            178
        ],
        [
            24534,
            9904,
            14630,
            24534,
            9904,
            14630
        ],
        [
            7.724062,
            7.724062,
            9.505312,
            7.724062,
            7.724062,
            9.505312
        ],
        [
            8,
            4,
            5,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382320,
            -165567,
            324348,
            -117546,
            -474060,
            -45979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736856900000,
    "first_datapoint_time": 1737038700000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759356458927,
    "expiration_time": 1765836000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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)