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Trade: ALGO/USDT/30/BBL/WMA/8421

Strategy
ALGO/USDT/30/BBL/WMA/8421
Pair
ALGO_USDT
Interval
30m
Score
321176
Daily Profit
0.169812
Profit Factor
1.432417
Profitability
48.780488
Streak
48.370095
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 11:22
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58895.1005 88443.3908 -29548.2902 -24866.5262 30552.1942 -55418.7203
Total P&L (%) 58.8951 88.4434 -29.5483 -24.8665 30.5522 -55.4187
Avg Daily Profit (%) 0.1131 0.1698 -0.0567 -0.0549 0.0512 -0.155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120353 -85977 -46255 -170994 -107307 -67402
Profit Factor 1.2119 1.4324 0.5974 0.9153 1.1505 0.388
Total Trades 83 41 42 83 41 42
Winning Trades 41 20 21 41 20 21
Losing Trades 42 21 21 42 21 21
Profitability (%) 49.3976 48.7805 50 49.3976 48.7805 50
Ratio Avg Win / Avg Loss 1.2415 1.504 0.5974 0.9376 1.2081 0.388
Largest Winning Trade 63084 63084 11042 83420 83420 13150
Largest Losing Trade -56011 -56011 -15157 -62044 -62044 -32687
Avg Bars in Trades 267 524 16 267 524 16
Avg Bars in Winners 153 297 17 153 297 17
Avg Bars in Losers 378 741 15 378 741 15
Bars Traded 22205 21513 691 22205 21513 691
Profit Streak 48.0368 48.3701 48.0368 48.0368 48.3701 48.0368
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44320 321176 -580464 -581869 -182979 -580464

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714156200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758874976176,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 230,
            "offset": 0,
            "std": 3.48902
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 239,
            "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": [
        [
            58895.1005440201,
            88443.3907500193,
            -29548.2902059992,
            -24866.5261543863,
            30552.1941822343,
            -55418.7203366205
        ],
        [
            58.895101,
            88.443391,
            -29.54829,
            -24.866526,
            30.552194,
            -55.41872
        ],
        [
            0.113079,
            0.169812,
            -0.056733,
            -0.054879,
            0.051201,
            -0.154989
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120353,
            -85977,
            -46255,
            -170994,
            -107307,
            -67402
        ],
        [
            1.211904,
            1.432417,
            0.597434,
            0.915279,
            1.15054,
            0.388036
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            49.39759,
            48.780488,
            50,
            49.39759,
            48.780488,
            50
        ],
        [
            1.241463,
            1.504038,
            0.597434,
            0.937603,
            1.208067,
            0.388036
        ],
        [
            63084,
            63084,
            11042,
            83420,
            83420,
            13150
        ],
        [
            -56011,
            -56011,
            -15157,
            -62044,
            -62044,
            -32687
        ],
        [
            267,
            524,
            16,
            267,
            524,
            16
        ],
        [
            153,
            297,
            17,
            153,
            297,
            17
        ],
        [
            378,
            741,
            15,
            378,
            741,
            15
        ],
        [
            22205,
            21513,
            691,
            22205,
            21513,
            691
        ],
        [
            48.036761,
            48.370095,
            48.036761,
            48.036761,
            48.370095,
            48.036761
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44320,
            321176,
            -580464,
            -581869,
            -182979,
            -580464
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714156200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758874976176,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 230,
            "offset": 0,
            "std": 3.48902
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 239,
            "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)