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Trade: ALGO/USDT/240/BBL/HMA/5947

Strategy
ALGO/USDT/240/BBL/HMA/5947
Pair
ALGO_USDT
Interval
4h
Score
330956
Daily Profit
0.155899
Profit Factor
1.219960
Profitability
60.572687
Streak
0.000000
Best Strategy
Training Data Length
2293.500000
Evaluation Time
2025-10-01 21:01
Expiration Time
2025-12-09 13:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357553.5605 308268.6082 49284.9524 -17276.2087 -164455.3643 147179.1556
Total P&L (%) 357.5536 308.2686 49.285 -17.2762 -164.4554 147.1792
Avg Daily Profit (%) 0.1559 0.1344 0.0215 -0.0083 0 0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163055 -185317 -96919 -830863 -844284 -138109
Profit Factor 1.22 1.3103 1.078 0.9951 0.9313 1.1273
Total Trades 454 227 227 454 227 227
Winning Trades 275 137 138 275 137 138
Losing Trades 179 90 89 179 90 89
Profitability (%) 60.5727 60.3524 60.793 60.5727 60.3524 60.793
Ratio Avg Win / Avg Loss 0.7941 0.8608 0.6952 0.6477 0.6118 0.727
Largest Winning Trade 65153 65153 18560 299753 299753 77069
Largest Losing Trade -66096 -66096 -30353 -368806 -368806 -96745
Avg Bars in Trades 29 45 13 29 45 13
Avg Bars in Winners 21 30 12 21 30 12
Avg Bars in Losers 41 68 14 41 68 14
Bars Traded 13413 10353 3060 13413 10353 3060
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 330956 -13138 -299686 -576756 -578803 -220038
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13761,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564545600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341671932,
    "expiration_time": 1765279152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 3.04612
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "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": [
        [
            357553.5605309063,
            308268.6081694247,
            49284.9523614818,
            -17276.2086534608,
            -164455.3642618901,
            147179.1556084293
        ],
        [
            357.553561,
            308.268608,
            49.284952,
            -17.276209,
            -164.455364,
            147.179156
        ],
        [
            0.155899,
            0.13441,
            0.021489,
            -0.008269,
            0,
            0.039465
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163055,
            -185317,
            -96919,
            -830863,
            -844284,
            -138109
        ],
        [
            1.21996,
            1.310346,
            1.077954,
            0.995133,
            0.931288,
            1.127302
        ],
        [
            454,
            227,
            227,
            454,
            227,
            227
        ],
        [
            275,
            137,
            138,
            275,
            137,
            138
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            60.572687,
            60.352423,
            60.792952,
            60.572687,
            60.352423,
            60.792952
        ],
        [
            0.794083,
            0.860811,
            0.695202,
            0.647741,
            0.611795,
            0.727028
        ],
        [
            65153,
            65153,
            18560,
            299753,
            299753,
            77069
        ],
        [
            -66096,
            -66096,
            -30353,
            -368806,
            -368806,
            -96745
        ],
        [
            29,
            45,
            13,
            29,
            45,
            13
        ],
        [
            21,
            30,
            12,
            21,
            30,
            12
        ],
        [
            41,
            68,
            14,
            41,
            68,
            14
        ],
        [
            13413,
            10353,
            3060,
            13413,
            10353,
            3060
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330956,
            -13138,
            -299686,
            -576756,
            -578803,
            -220038
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13761,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564545600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341671932,
    "expiration_time": 1765279152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 3.04612
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "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)