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Trade: ALGO/USDT/5/BBM/DCL/3092

Strategy
ALGO/USDT/5/BBM/DCL/3092
Pair
ALGO_USDT
Interval
5m
Score
481486
Daily Profit
0.572496
Profit Factor
2.404415
Profitability
68.292683
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 01:56
Expiration Time
2025-12-23 00:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75492.3491 25793.9429 49698.4062 104173.71 35850.8783 68322.8317
Total P&L (%) 75.4923 25.7939 49.6984 104.1737 35.8509 68.3228
Avg Daily Profit (%) 0.8696 0.2971 0.5725 0.8256 0.3536 0.6016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14355 -11348 -10561 -30226 -22566 -17036
Profit Factor 2.2996 2.1363 2.4044 2.0379 1.8828 2.1433
Total Trades 83 42 41 83 42 41
Winning Trades 53 25 28 53 25 28
Losing Trades 30 17 13 30 17 13
Profitability (%) 63.8554 59.5238 68.2927 63.8554 59.5238 68.2927
Ratio Avg Win / Avg Loss 1.3017 1.4527 1.1163 1.1535 1.2803 0.9951
Largest Winning Trade 8658 8658 6906 13687 13687 11557
Largest Losing Trade -10247 -7214 -10247 -16575 -14417 -16575
Avg Bars in Trades 282 145 423 282 145 423
Avg Bars in Winners 225 129 312 225 129 312
Avg Bars in Losers 383 169 662 383 169 662
Bars Traded 23467 6121 17346 23467 6121 17346
Profit Streak 0.7302 0.7336 0 0.7302 0.7336 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421249 144995 481486 401688 176928 457247
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752464100000,
    "first_datapoint_time": 1752585900000,
    "last_datapoint_time": 1759963800000,
    "evaluation_time": 1759964185008,
    "expiration_time": 1766443800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 61,
            "offset": 0,
            "std": 1.43071
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 236,
            "offset": 171
        }
    }
}
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": [
        [
            75492.3491294593,
            25793.942926925,
            49698.4062025343,
            104173.7099838587,
            35850.8783264071,
            68322.8316574516
        ],
        [
            75.492349,
            25.793943,
            49.698406,
            104.17371,
            35.850878,
            68.322832
        ],
        [
            0.869627,
            0.297131,
            0.572496,
            0.825646,
            0.353564,
            0.601634
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14355,
            -11348,
            -10561,
            -30226,
            -22566,
            -17036
        ],
        [
            2.299624,
            2.136268,
            2.404415,
            2.03785,
            1.882751,
            2.143251
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            63.855422,
            59.52381,
            68.292683,
            63.855422,
            59.52381,
            68.292683
        ],
        [
            1.301674,
            1.452662,
            1.116335,
            1.1535,
            1.280271,
            0.995081
        ],
        [
            8658,
            8658,
            6906,
            13687,
            13687,
            11557
        ],
        [
            -10247,
            -7214,
            -10247,
            -16575,
            -14417,
            -16575
        ],
        [
            282,
            145,
            423,
            282,
            145,
            423
        ],
        [
            225,
            129,
            312,
            225,
            129,
            312
        ],
        [
            383,
            169,
            662,
            383,
            169,
            662
        ],
        [
            23467,
            6121,
            17346,
            23467,
            6121,
            17346
        ],
        [
            0.73015,
            0.733623,
            0,
            0.730151,
            0.733623,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421249,
            144995,
            481486,
            401688,
            176928,
            457247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752464100000,
    "first_datapoint_time": 1752585900000,
    "last_datapoint_time": 1759963800000,
    "evaluation_time": 1759964185008,
    "expiration_time": 1766443800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 61,
            "offset": 0,
            "std": 1.43071
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 236,
            "offset": 171
        }
    }
}

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)