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Trade: ALGO/USDT/60/MIDPOINT/SSF/5199

Strategy
ALGO/USDT/60/MIDPOINT/SSF/5199
Pair
ALGO_USDT
Interval
1h
Score
304083
Daily Profit
0.158899
Profit Factor
1.212703
Profitability
51.893939
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 11:59
Expiration Time
2025-12-21 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165519.8834 149371.7454 16148.138 45031.7256 146383.1676 -101351.442
Total P&L (%) 165.5199 149.3717 16.1481 45.0317 146.3832 -101.3514
Avg Daily Profit (%) 0.1589 0.1434 0.0155 0.0357 0.0866 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158890 -88498 -79848 -631365 -294311 -361407
Profit Factor 1.2127 1.3968 1.0402 1.0282 1.209 0.8871
Total Trades 264 132 132 264 132 132
Winning Trades 137 62 75 137 62 75
Losing Trades 127 70 57 127 70 57
Profitability (%) 51.8939 46.9697 56.8182 51.8939 46.9697 56.8182
Ratio Avg Win / Avg Loss 1.1242 1.5771 0.7905 0.9531 1.365 0.6742
Largest Winning Trade 65467 65467 30329 138233 120742 138233
Largest Losing Trade -35556 -20498 -35556 -126586 -73874 -126586
Avg Bars in Trades 92 83 102 92 83 102
Avg Bars in Winners 87 65 105 87 65 105
Avg Bars in Losers 98 98 98 98 98 98
Bars Traded 24530 10991 13539 24530 10991 13539
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 304083 -1207 -358896 -336564 -79192 -580098
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669824000000,
    "first_datapoint_time": 1670598000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759827567446,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            165519.8834312813,
            149371.7454428508,
            16148.1379884306,
            45031.7256226799,
            146383.1676266922,
            -101351.4420040127
        ],
        [
            165.519883,
            149.371745,
            16.148138,
            45.031726,
            146.383168,
            -101.351442
        ],
        [
            0.158899,
            0.143396,
            0.015502,
            0.035697,
            0.086602,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158890,
            -88498,
            -79848,
            -631365,
            -294311,
            -361407
        ],
        [
            1.212703,
            1.396842,
            1.040192,
            1.028171,
            1.208955,
            0.88713
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            137,
            62,
            75,
            137,
            62,
            75
        ],
        [
            127,
            70,
            57,
            127,
            70,
            57
        ],
        [
            51.893939,
            46.969697,
            56.818182,
            51.893939,
            46.969697,
            56.818182
        ],
        [
            1.124185,
            1.57708,
            0.790546,
            0.953122,
            1.36495,
            0.674219
        ],
        [
            65467,
            65467,
            30329,
            138233,
            120742,
            138233
        ],
        [
            -35556,
            -20498,
            -35556,
            -126586,
            -73874,
            -126586
        ],
        [
            92,
            83,
            102,
            92,
            83,
            102
        ],
        [
            87,
            65,
            105,
            87,
            65,
            105
        ],
        [
            98,
            98,
            98,
            98,
            98,
            98
        ],
        [
            24530,
            10991,
            13539,
            24530,
            10991,
            13539
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304083,
            -1207,
            -358896,
            -336564,
            -79192,
            -580098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669824000000,
    "first_datapoint_time": 1670598000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759827567446,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    }
}

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)