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Trade: ALGO/USDT/60/MIDPRICE/SSF/6845

Strategy
ALGO/USDT/60/MIDPRICE/SSF/6845
Pair
ALGO_USDT
Interval
1h
Score
312938
Daily Profit
0.202535
Profit Factor
1.294570
Profitability
48.763251
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 18:18
Expiration Time
2025-12-20 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210974.3029 158984.8222 51989.4807 189960.2333 227072.0536 -37111.8202
Total P&L (%) 210.9743 158.9848 51.9895 189.9602 227.0721 -37.1118
Avg Daily Profit (%) 0.2025 0.1526 0.0499 0.1023 0.1138 -0.0445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93697 -73070 -69838 -468855 -344046 -298778
Profit Factor 1.2946 1.449 1.1436 1.0919 1.2229 0.9646
Total Trades 283 141 142 283 141 142
Winning Trades 138 66 72 138 66 72
Losing Trades 145 75 70 145 75 70
Profitability (%) 48.7633 46.8085 50.7042 48.7633 46.8085 50.7042
Ratio Avg Win / Avg Loss 1.3602 1.6466 1.1118 1.1473 1.3896 0.9378
Largest Winning Trade 52676 52676 25338 149990 149990 69276
Largest Losing Trade -22213 -16833 -22213 -114690 -114690 -110279
Avg Bars in Trades 87 81 92 87 81 92
Avg Bars in Winners 97 92 102 97 92 102
Avg Bars in Losers 77 72 82 77 72 82
Bars Traded 24712 11530 13182 24712 11530 13182
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 312938 284400 -190152 -174937 -42848 -580864
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669762800000,
    "first_datapoint_time": 1670410800000,
    "last_datapoint_time": 1759762800000,
    "evaluation_time": 1759763884615,
    "expiration_time": 1766242800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "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": [
        [
            210974.3029065601,
            158984.8222225714,
            51989.4806839888,
            189960.2333054796,
            227072.0535511758,
            -37111.8202456962
        ],
        [
            210.974303,
            158.984822,
            51.989481,
            189.960233,
            227.072054,
            -37.11182
        ],
        [
            0.202535,
            0.152625,
            0.04991,
            0.102251,
            0.113825,
            -0.044516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93697,
            -73070,
            -69838,
            -468855,
            -344046,
            -298778
        ],
        [
            1.29457,
            1.44901,
            1.143565,
            1.091875,
            1.222851,
            0.96461
        ],
        [
            283,
            141,
            142,
            283,
            141,
            142
        ],
        [
            138,
            66,
            72,
            138,
            66,
            72
        ],
        [
            145,
            75,
            70,
            145,
            75,
            70
        ],
        [
            48.763251,
            46.808511,
            50.704225,
            48.763251,
            46.808511,
            50.704225
        ],
        [
            1.360237,
            1.646602,
            1.111799,
            1.14726,
            1.389604,
            0.937816
        ],
        [
            52676,
            52676,
            25338,
            149990,
            149990,
            69276
        ],
        [
            -22213,
            -16833,
            -22213,
            -114690,
            -114690,
            -110279
        ],
        [
            87,
            81,
            92,
            87,
            81,
            92
        ],
        [
            97,
            92,
            102,
            97,
            92,
            102
        ],
        [
            77,
            72,
            82,
            77,
            72,
            82
        ],
        [
            24712,
            11530,
            13182,
            24712,
            11530,
            13182
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312938,
            284400,
            -190152,
            -174937,
            -42848,
            -580864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669762800000,
    "first_datapoint_time": 1670410800000,
    "last_datapoint_time": 1759762800000,
    "evaluation_time": 1759763884615,
    "expiration_time": 1766242800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "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)