← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/5/DEMA/KCB/3771

Strategy
ALGO/USDT/5/DEMA/KCB/3771
Pair
ALGO_USDT
Interval
5m
Score
548570
Daily Profit
0.495502
Profit Factor
2.969386
Profitability
78.125000
Streak
6.782832
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 02:42
Expiration Time
2025-12-25 01:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57841.4904 14949.2975 42892.1929 70830.9178 17245.9878 53584.93
Total P&L (%) 57.8415 14.9493 42.8922 70.8309 17.246 53.5849
Avg Daily Profit (%) 0.6663 0.1722 0.4941 0.6188 0.1834 0.4955
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21697 -18348 -8548 -20843 -19474 -8575
Profit Factor 1.9016 1.3624 2.873 1.8988 1.3342 2.9694
Total Trades 63 31 32 63 31 32
Winning Trades 46 21 25 46 21 25
Losing Trades 17 10 7 17 10 7
Profitability (%) 73.0159 67.7419 78.125 73.0159 67.7419 78.125
Ratio Avg Win / Avg Loss 0.7028 0.6487 0.8044 0.7017 0.6354 0.8314
Largest Winning Trade 6827 6827 6698 7650 7587 7650
Largest Losing Trade -10731 -10731 -8548 -16323 -16323 -8575
Avg Bars in Trades 390 425 356 390 425 356
Avg Bars in Winners 257 278 238 257 278 238
Avg Bars in Losers 751 732 778 751 732 778
Bars Traded 24604 13181 11423 24604 13181 11423
Profit Streak 6.7828 14.1335 6.7828 6.7828 14.1335 6.7828
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136602 -3678 510089 -136203 -679 548570
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752639600000,
    "first_datapoint_time": 1752711300000,
    "last_datapoint_time": 1760139300000,
    "evaluation_time": 1760139736703,
    "expiration_time": 1766619300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 173,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            57841.4904025218,
            14949.2974827165,
            42892.1929198053,
            70830.9177932111,
            17245.9878327679,
            53584.9299604432
        ],
        [
            57.84149,
            14.949297,
            42.892193,
            70.830918,
            17.245988,
            53.58493
        ],
        [
            0.6663,
            0.172207,
            0.494093,
            0.618776,
            0.183446,
            0.495502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21697,
            -18348,
            -8548,
            -20843,
            -19474,
            -8575
        ],
        [
            1.901591,
            1.36237,
            2.872964,
            1.898785,
            1.334234,
            2.969386
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            17,
            10,
            7,
            17,
            10,
            7
        ],
        [
            73.015873,
            67.741935,
            78.125,
            73.015873,
            67.741935,
            78.125
        ],
        [
            0.702762,
            0.648748,
            0.80443,
            0.701725,
            0.63535,
            0.831428
        ],
        [
            6827,
            6827,
            6698,
            7650,
            7587,
            7650
        ],
        [
            -10731,
            -10731,
            -8548,
            -16323,
            -16323,
            -8575
        ],
        [
            390,
            425,
            356,
            390,
            425,
            356
        ],
        [
            257,
            278,
            238,
            257,
            278,
            238
        ],
        [
            751,
            732,
            778,
            751,
            732,
            778
        ],
        [
            24604,
            13181,
            11423,
            24604,
            13181,
            11423
        ],
        [
            6.782832,
            14.133527,
            6.782832,
            6.782832,
            14.133527,
            6.782832
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136602,
            -3678,
            510089,
            -136203,
            -679,
            548570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752639600000,
    "first_datapoint_time": 1752711300000,
    "last_datapoint_time": 1760139300000,
    "evaluation_time": 1760139736703,
    "expiration_time": 1766619300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 173,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)