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Trade: ALGO/USDT/60/MIDPRICE/DCU/2498

Strategy
ALGO/USDT/60/MIDPRICE/DCU/2498
Pair
ALGO_USDT
Interval
1h
Score
311934
Daily Profit
0.220323
Profit Factor
1.667865
Profitability
43.529412
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-13 02:55
Expiration Time
2025-12-27 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229504.342 217543.7275 11960.6145 47341.0199 49513.9905 -2172.9706
Total P&L (%) 229.5043 217.5437 11.9606 47.341 49.514 -2.173
Avg Daily Profit (%) 0.2203 0.2088 0.0115 0.0372 0.0386 -0.0021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85905 -86944 -12742 -164463 -147649 -29784
Profit Factor 1.6679 1.7341 1.2529 1.0979 1.1198 0.969
Total Trades 85 42 43 85 42 43
Winning Trades 37 14 23 37 14 23
Losing Trades 48 28 20 48 28 20
Profitability (%) 43.5294 33.3333 53.4884 43.5294 33.3333 53.4884
Ratio Avg Win / Avg Loss 2.1637 3.4682 1.0894 1.4243 2.2395 0.8426
Largest Winning Trade 222547 222547 9590 187828 187828 11385
Largest Losing Trade -39409 -39409 -8810 -88419 -88419 -23983
Avg Bars in Trades 285 554 22 285 554 22
Avg Bars in Winners 340 855 26 340 855 26
Avg Bars in Losers 243 404 18 243 404 18
Bars Traded 24276 23297 979 24276 23297 979
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 311934 163640 -281701 -259855 -236811 -579997
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670310000000,
    "first_datapoint_time": 1670806800000,
    "last_datapoint_time": 1760310000000,
    "evaluation_time": 1760313342175,
    "expiration_time": 1766790000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 87,
            "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": [
        [
            229504.3419916224,
            217543.727452204,
            11960.6145394184,
            47341.0198537016,
            49513.9904647351,
            -2172.9706110334
        ],
        [
            229.504342,
            217.543727,
            11.960615,
            47.34102,
            49.51399,
            -2.172971
        ],
        [
            0.220323,
            0.208841,
            0.011482,
            0.037214,
            0.03862,
            -0.002109
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85905,
            -86944,
            -12742,
            -164463,
            -147649,
            -29784
        ],
        [
            1.667865,
            1.734111,
            1.252855,
            1.097926,
            1.119757,
            0.96895
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            43.529412,
            33.333333,
            53.488372,
            43.529412,
            33.333333,
            53.488372
        ],
        [
            2.163717,
            3.468222,
            1.089439,
            1.424336,
            2.239514,
            0.842565
        ],
        [
            222547,
            222547,
            9590,
            187828,
            187828,
            11385
        ],
        [
            -39409,
            -39409,
            -8810,
            -88419,
            -88419,
            -23983
        ],
        [
            285,
            554,
            22,
            285,
            554,
            22
        ],
        [
            340,
            855,
            26,
            340,
            855,
            26
        ],
        [
            243,
            404,
            18,
            243,
            404,
            18
        ],
        [
            24276,
            23297,
            979,
            24276,
            23297,
            979
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311934,
            163640,
            -281701,
            -259855,
            -236811,
            -579997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670310000000,
    "first_datapoint_time": 1670806800000,
    "last_datapoint_time": 1760310000000,
    "evaluation_time": 1760313342175,
    "expiration_time": 1766790000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 87,
            "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)