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Trade: ALGO/USDT/3/SSF/RMA/2839

Strategy
ALGO/USDT/3/SSF/RMA/2839
Pair
ALGO_USDT
Interval
3m
Score
314137
Daily Profit
0.402020
Profit Factor
2.096366
Profitability
60.000000
Streak
11.036368
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-02 01:10
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 18683.552 -1234.283 19917.835 18278.9259 -4959.7118 23238.6377
Total P&L (%) 18.6836 -1.2343 19.9178 18.2789 -4.9597 23.2386
Avg Daily Profit (%) 0.3587 -0.0237 0.3824 0.3229 -0.0976 0.402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21525 -19503 -6288 -28848 -25766 -8533
Profit Factor 1.3392 0.968 2.202 1.2583 0.8999 2.0964
Total Trades 90 45 45 90 45 45
Winning Trades 51 24 27 51 24 27
Losing Trades 39 21 18 39 21 18
Profitability (%) 56.6667 53.3333 60 56.6667 53.3333 60
Ratio Avg Win / Avg Loss 1.0241 0.847 1.468 0.9623 0.7874 1.3976
Largest Winning Trade 5593 5155 5593 6099 6099 5978
Largest Losing Trade -7368 -7368 -2464 -9144 -9144 -3036
Avg Bars in Trades 273 298 247 273 298 247
Avg Bars in Winners 194 179 206 194 179 206
Avg Bars in Losers 376 434 309 376 434 309
Bars Traded 24595 13446 11149 24595 13446 11149
Profit Streak 3.8822 0 11.0364 3.8822 0 11.0364
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 9102 -582336 235755 -2484 -582336 314137
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754592300000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759356622214,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "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": [
        [
            18683.5519993699,
            -1234.283029668,
            19917.8350290379,
            18278.9259410936,
            -4959.7117997053,
            23238.6377407989
        ],
        [
            18.683552,
            -1.234283,
            19.917835,
            18.278926,
            -4.959712,
            23.238638
        ],
        [
            0.358747,
            -0.0237,
            0.382447,
            0.322862,
            -0.097628,
            0.40202
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21525,
            -19503,
            -6288,
            -28848,
            -25766,
            -8533
        ],
        [
            1.339159,
            0.967955,
            2.202013,
            1.258341,
            0.899923,
            2.096366
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            56.666667,
            53.333333,
            60,
            56.666667,
            53.333333,
            60
        ],
        [
            1.024063,
            0.846961,
            1.468009,
            0.962261,
            0.787433,
            1.397578
        ],
        [
            5593,
            5155,
            5593,
            6099,
            6099,
            5978
        ],
        [
            -7368,
            -7368,
            -2464,
            -9144,
            -9144,
            -3036
        ],
        [
            273,
            298,
            247,
            273,
            298,
            247
        ],
        [
            194,
            179,
            206,
            194,
            179,
            206
        ],
        [
            376,
            434,
            309,
            376,
            434,
            309
        ],
        [
            24595,
            13446,
            11149,
            24595,
            13446,
            11149
        ],
        [
            3.882201,
            0,
            11.036368,
            3.882202,
            0,
            11.036368
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            9102,
            -582336,
            235755,
            -2484,
            -582336,
            314137
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754592300000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759356622214,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "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)