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Trade: ALGO/USDT/30/RMA/HILO/5327

Strategy
ALGO/USDT/30/RMA/HILO/5327
Pair
ALGO_USDT
Interval
30m
Score
317900
Daily Profit
0.559158
Profit Factor
1.621953
Profitability
34.627832
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 08:51
Expiration Time
2025-12-26 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291226.0232 263272.1523 27953.8709 105458.6519 82301.0038 23157.648
Total P&L (%) 291.226 263.2722 27.9539 105.4587 82.301 23.1576
Avg Daily Profit (%) 0.5592 0.5055 0.0537 0.1384 0.1154 0.04
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51261 -51783 -25719 -147909 -136639 -76727
Profit Factor 1.622 2.0599 1.1271 1.1089 1.1619 1.0504
Total Trades 309 155 154 309 155 154
Winning Trades 107 48 59 107 48 59
Losing Trades 202 107 95 202 107 95
Profitability (%) 34.6278 30.9677 38.3117 34.6278 30.9677 38.3117
Ratio Avg Win / Avg Loss 3.062 4.5919 1.8149 2.0935 2.5901 1.6913
Largest Winning Trade 326513 326513 21974 217388 217388 47344
Largest Losing Trade -15648 -9068 -15648 -46909 -24402 -46909
Avg Bars in Trades 79 67 91 79 67 91
Avg Bars in Winners 153 130 172 153 130 172
Avg Bars in Losers 40 39 41 40 39 41
Bars Traded 24619 10503 14116 24619 10503 14116
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 317900 231635 -208953 -112841 -88040 -313107
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715248800000,
    "first_datapoint_time": 1715479200000,
    "last_datapoint_time": 1760247000000,
    "evaluation_time": 1760248300549,
    "expiration_time": 1766727000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            291226.023234191,
            263272.1523005663,
            27953.8709336248,
            105458.6518631164,
            82301.0038133406,
            23157.648049776
        ],
        [
            291.226023,
            263.272152,
            27.953871,
            105.458652,
            82.301004,
            23.157648
        ],
        [
            0.559158,
            0.505486,
            0.053672,
            0.138351,
            0.115361,
            0.040001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51261,
            -51783,
            -25719,
            -147909,
            -136639,
            -76727
        ],
        [
            1.621953,
            2.059912,
            1.127147,
            1.108949,
            1.161892,
            1.050388
        ],
        [
            309,
            155,
            154,
            309,
            155,
            154
        ],
        [
            107,
            48,
            59,
            107,
            48,
            59
        ],
        [
            202,
            107,
            95,
            202,
            107,
            95
        ],
        [
            34.627832,
            30.967742,
            38.311688,
            34.627832,
            30.967742,
            38.311688
        ],
        [
            3.062005,
            4.591888,
            1.814898,
            2.093531,
            2.590051,
            1.691302
        ],
        [
            326513,
            326513,
            21974,
            217388,
            217388,
            47344
        ],
        [
            -15648,
            -9068,
            -15648,
            -46909,
            -24402,
            -46909
        ],
        [
            79,
            67,
            91,
            79,
            67,
            91
        ],
        [
            153,
            130,
            172,
            153,
            130,
            172
        ],
        [
            40,
            39,
            41,
            40,
            39,
            41
        ],
        [
            24619,
            10503,
            14116,
            24619,
            10503,
            14116
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317900,
            231635,
            -208953,
            -112841,
            -88040,
            -313107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715248800000,
    "first_datapoint_time": 1715479200000,
    "last_datapoint_time": 1760247000000,
    "evaluation_time": 1760248300549,
    "expiration_time": 1766727000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)