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Trade: ALGO/USDT/480/DCL/HLC3/8753

Strategy
ALGO/USDT/480/DCL/HLC3/8753
Pair
ALGO_USDT
Interval
8h
Score
321935
Daily Profit
0.188619
Profit Factor
1.632674
Profitability
44.954128
Streak
0.000000
Best Strategy
Training Data Length
2299.000000
Evaluation Time
2025-10-06 20:53
Expiration Time
2025-12-14 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433635.1921 467460.8244 -33825.6323 -423633.3775 425634.8973 -849268.2748
Total P&L (%) 433.6352 467.4608 -33.8256 -423.6334 425.6349 -849.2683
Avg Daily Profit (%) 0.1886 0.2033 -0.0147 0 0.0722 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215725 -126313 -180193 -892875 -197284 -945838
Profit Factor 1.6327 2.3198 0.8979 0.7674 1.6512 0.2729
Total Trades 109 54 55 109 54 55
Winning Trades 49 25 24 53 29 24
Losing Trades 60 29 31 56 25 31
Profitability (%) 44.9541 46.2963 43.6364 48.6239 53.7037 43.6364
Ratio Avg Win / Avg Loss 1.9992 2.691 1.1598 0.8109 1.4235 0.3525
Largest Winning Trade 278467 278467 45345 317005 317005 70231
Largest Losing Trade -160892 -84587 -160892 -711303 -166778 -711303
Avg Bars in Trades 58 92 24 58 92 24
Avg Bars in Winners 39 54 25 85 134 25
Avg Bars in Losers 73 125 24 32 43 24
Bars Traded 6350 4988 1362 6350 4988 1362
Profit Streak 0 0 0 19.7453 55.4119 19.7453
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321935 -169428 -761363 -579958 -273527 -762473
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567008000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773190854,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 203
        }
    }
}
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": [
        [
            433635.1920847391,
            467460.8243902134,
            -33825.6323054745,
            -423633.37750907,
            425634.8973001033,
            -849268.2748091737
        ],
        [
            433.635192,
            467.460824,
            -33.825632,
            -423.633378,
            425.634897,
            -849.268275
        ],
        [
            0.188619,
            0.203332,
            -0.014713,
            0,
            0.072207,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215725,
            -126313,
            -180193,
            -892875,
            -197284,
            -945838
        ],
        [
            1.632674,
            2.319814,
            0.897874,
            0.767439,
            1.651236,
            0.272899
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            49,
            25,
            24,
            53,
            29,
            24
        ],
        [
            60,
            29,
            31,
            56,
            25,
            31
        ],
        [
            44.954128,
            46.296296,
            43.636364,
            48.623853,
            53.703704,
            43.636364
        ],
        [
            1.999192,
            2.690985,
            1.159754,
            0.810879,
            1.423479,
            0.352495
        ],
        [
            278467,
            278467,
            45345,
            317005,
            317005,
            70231
        ],
        [
            -160892,
            -84587,
            -160892,
            -711303,
            -166778,
            -711303
        ],
        [
            58,
            92,
            24,
            58,
            92,
            24
        ],
        [
            39,
            54,
            25,
            85,
            134,
            25
        ],
        [
            73,
            125,
            24,
            32,
            43,
            24
        ],
        [
            6350,
            4988,
            1362,
            6350,
            4988,
            1362
        ],
        [
            0,
            0,
            0,
            19.745264,
            55.411931,
            19.745264
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321935,
            -169428,
            -761363,
            -579958,
            -273527,
            -762473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567008000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773190854,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 203
        }
    }
}

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)