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Trade: ALGO/USDT/480/BBM/MIDPRICE/9434

Strategy
ALGO/USDT/480/BBM/MIDPRICE/9434
Pair
ALGO_USDT
Interval
8h
Score
327675
Daily Profit
0.214438
Profit Factor
1.715029
Profitability
44.347826
Streak
0.000000
Best Strategy
Training Data Length
2300.670000
Evaluation Time
2025-10-08 17:01
Expiration Time
2025-12-16 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493352.0547 465119.9387 28232.116 8685.4087 61471.4889 -52786.0801
Total P&L (%) 493.3521 465.1199 28.2321 8.6854 61.4715 -52.7861
Avg Daily Profit (%) 0.2144 0.2022 0.0123 0.0036 0.0208 -0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157169 -197256 -60217 -251685 -213117 -117549
Profit Factor 1.715 2.1337 1.1009 1.0135 1.1593 0.7947
Total Trades 115 57 58 115 57 58
Winning Trades 51 23 28 51 23 28
Losing Trades 64 34 30 64 34 30
Profitability (%) 44.3478 40.3509 48.2759 44.3478 40.3509 48.2759
Ratio Avg Win / Avg Loss 2.1522 3.1541 1.1796 1.2719 1.7137 0.8514
Largest Winning Trade 432812 432812 42344 115233 115233 56668
Largest Losing Trade -46518 -46518 -37803 -103338 -103338 -49137
Avg Bars in Trades 57 87 27 57 87 27
Avg Bars in Winners 61 90 37 61 90 37
Avg Bars in Losers 53 84 18 53 84 18
Bars Traded 6564 4964 1600 6564 4964 1600
Profit Streak 0 124.9176 0 0 124.9176 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327675 -171543 -469657 -561320 -393082 -761226
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6902,
    "evaluation_days": 2300.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565222400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759932083836,
    "expiration_time": 1765873728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 4.56133
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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": [
        [
            493352.0547119485,
            465119.9386914055,
            28232.1160205433,
            8685.4087460965,
            61471.4888797049,
            -52786.0801336085
        ],
        [
            493.352055,
            465.119939,
            28.232116,
            8.685409,
            61.471489,
            -52.78608
        ],
        [
            0.214438,
            0.202167,
            0.012271,
            0.00362,
            0.020829,
            -0.032615
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157169,
            -197256,
            -60217,
            -251685,
            -213117,
            -117549
        ],
        [
            1.715029,
            2.133677,
            1.100937,
            1.013506,
            1.159253,
            0.794658
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            44.347826,
            40.350877,
            48.275862,
            44.347826,
            40.350877,
            48.275862
        ],
        [
            2.152194,
            3.154132,
            1.179576,
            1.271851,
            1.713679,
            0.85142
        ],
        [
            432812,
            432812,
            42344,
            115233,
            115233,
            56668
        ],
        [
            -46518,
            -46518,
            -37803,
            -103338,
            -103338,
            -49137
        ],
        [
            57,
            87,
            27,
            57,
            87,
            27
        ],
        [
            61,
            90,
            37,
            61,
            90,
            37
        ],
        [
            53,
            84,
            18,
            53,
            84,
            18
        ],
        [
            6564,
            4964,
            1600,
            6564,
            4964,
            1600
        ],
        [
            0,
            124.917637,
            0,
            0,
            124.917637,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327675,
            -171543,
            -469657,
            -561320,
            -393082,
            -761226
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6902,
    "evaluation_days": 2300.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565222400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759932083836,
    "expiration_time": 1765873728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 4.56133
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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)