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Trade: ALGO/USDT/30/MIDPRICE/DCL/6453

Strategy
ALGO/USDT/30/MIDPRICE/DCL/6453
Pair
ALGO_USDT
Interval
30m
Score
313848
Daily Profit
0.418727
Profit Factor
1.693424
Profitability
37.864078
Streak
23.665954
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-03 13:58
Expiration Time
2025-12-17 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 218085.5793 208499.0691 9586.5101 53620.3944 54500.7194 -880.325
Total P&L (%) 218.0856 208.4991 9.5865 53.6204 54.5007 -0.8803
Avg Daily Profit (%) 0.4187 0.4003 0.0184 0.0825 0.0836 -0.0017
Buy And Hold Return (%) 13.4654 13.4654 13.4654 13.4654 13.4654 13.4654
Max Trade Drawdown -83585 -66726 -32383 -188998 -146679 -63332
Profit Factor 1.6934 2.2769 1.0634 1.1014 1.197 0.9965
Total Trades 103 51 52 103 51 52
Winning Trades 39 16 23 39 16 23
Losing Trades 64 35 29 64 35 29
Profitability (%) 37.8641 31.3725 44.2308 37.8641 31.3725 44.2308
Ratio Avg Win / Avg Loss 2.779 4.9807 1.3408 1.8074 2.6184 1.2565
Largest Winning Trade 265440 265440 34978 194423 194423 72798
Largest Losing Trade -18432 -12684 -18432 -48677 -38364 -48677
Avg Bars in Trades 237 182 292 237 182 292
Avg Bars in Winners 408 313 474 408 313 474
Avg Bars in Losers 134 121 148 134 121 148
Bars Traded 24513 9284 15229 24513 9284 15229
Profit Streak 23.666 23.791 23.666 23.666 23.791 23.666
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313848 -173933 -667156 -196968 -273921 -761433
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714489200000,
    "first_datapoint_time": 1715103000000,
    "last_datapoint_time": 1759487400000,
    "evaluation_time": 1759489138438,
    "expiration_time": 1765967400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 248
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 39,
            "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": [
        [
            218085.5792739281,
            208499.0691338988,
            9586.5101400294,
            53620.3944233874,
            54500.71941369,
            -880.3249903027
        ],
        [
            218.085579,
            208.499069,
            9.58651,
            53.620394,
            54.500719,
            -0.880325
        ],
        [
            0.418727,
            0.400321,
            0.018406,
            0.082463,
            0.083561,
            -0.001698
        ],
        [
            13.465447,
            13.465447,
            13.465447,
            13.465447,
            13.465447,
            13.465447
        ],
        [
            -83585,
            -66726,
            -32383,
            -188998,
            -146679,
            -63332
        ],
        [
            1.693424,
            2.276878,
            1.063396,
            1.101384,
            1.19697,
            0.996509
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            37.864078,
            31.372549,
            44.230769,
            37.864078,
            31.372549,
            44.230769
        ],
        [
            2.778952,
            4.980671,
            1.340803,
            1.807399,
            2.618372,
            1.256468
        ],
        [
            265440,
            265440,
            34978,
            194423,
            194423,
            72798
        ],
        [
            -18432,
            -12684,
            -18432,
            -48677,
            -38364,
            -48677
        ],
        [
            237,
            182,
            292,
            237,
            182,
            292
        ],
        [
            408,
            313,
            474,
            408,
            313,
            474
        ],
        [
            134,
            121,
            148,
            134,
            121,
            148
        ],
        [
            24513,
            9284,
            15229,
            24513,
            9284,
            15229
        ],
        [
            23.665954,
            23.790954,
            23.665954,
            23.665954,
            23.790954,
            23.665954
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313848,
            -173933,
            -667156,
            -196968,
            -273921,
            -761433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714489200000,
    "first_datapoint_time": 1715103000000,
    "last_datapoint_time": 1759487400000,
    "evaluation_time": 1759489138438,
    "expiration_time": 1765967400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 248
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 39,
            "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)