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Trade: ALGO/USDT/240/MIDPRICE/BBM/6796

Strategy
ALGO/USDT/240/MIDPRICE/BBM/6796
Pair
ALGO_USDT
Interval
4h
Score
372164
Daily Profit
0.165838
Profit Factor
1.680598
Profitability
51.190476
Streak
0.000000
Best Strategy
Training Data Length
2286.330000
Evaluation Time
2025-09-27 18:38
Expiration Time
2025-12-02 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393537.0896 379159.5903 14377.4993 -39081.1611 229043.7831 -268124.9443
Total P&L (%) 393.5371 379.1596 14.3775 -39.0812 229.0438 -268.1249
Avg Daily Profit (%) 0.1721 0.1658 0.0063 -0.0217 0.0521 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197909 -152414 -157868 -634681 -397161 -348325
Profit Factor 1.3808 1.6806 1.0302 0.9733 1.2762 0.5772
Total Trades 167 84 83 167 84 83
Winning Trades 77 43 34 77 43 34
Losing Trades 90 41 49 90 41 49
Profitability (%) 46.1078 51.1905 40.9639 46.1078 51.1905 40.9639
Ratio Avg Win / Avg Loss 1.6139 1.6024 1.4847 1.1376 1.2168 0.8319
Largest Winning Trade 277840 277840 62975 491140 491140 50701
Largest Losing Trade -40115 -40115 -33120 -251725 -251725 -125504
Avg Bars in Trades 78 62 94 78 62 94
Avg Bars in Winners 91 55 136 91 55 136
Avg Bars in Losers 67 69 65 67 69 65
Bars Traded 13091 5223 7868 13091 5223 7868
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 303574 372164 -405187 -579750 -123567 -584624
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563897600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987500622,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 2.39567
        }
    }
}
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": [
        [
            393537.0895845529,
            379159.5902995777,
            14377.4992849753,
            -39081.1611325009,
            229043.7831175838,
            -268124.9442500847
        ],
        [
            393.53709,
            379.15959,
            14.377499,
            -39.081161,
            229.043783,
            -268.124944
        ],
        [
            0.172126,
            0.165838,
            0.006288,
            -0.021676,
            0.052107,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197909,
            -152414,
            -157868,
            -634681,
            -397161,
            -348325
        ],
        [
            1.380777,
            1.680598,
            1.030179,
            0.973297,
            1.276158,
            0.577205
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            46.107784,
            51.190476,
            40.963855,
            46.107784,
            51.190476,
            40.963855
        ],
        [
            1.613895,
            1.602431,
            1.484669,
            1.13762,
            1.216802,
            0.831854
        ],
        [
            277840,
            277840,
            62975,
            491140,
            491140,
            50701
        ],
        [
            -40115,
            -40115,
            -33120,
            -251725,
            -251725,
            -125504
        ],
        [
            78,
            62,
            94,
            78,
            62,
            94
        ],
        [
            91,
            55,
            136,
            91,
            55,
            136
        ],
        [
            67,
            69,
            65,
            67,
            69,
            65
        ],
        [
            13091,
            5223,
            7868,
            13091,
            5223,
            7868
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303574,
            372164,
            -405187,
            -579750,
            -123567,
            -584624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563897600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987500622,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 2.39567
        }
    }
}

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)