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Trade: ALGO/USDT/60/MIDPRICE/SSF/7108

Strategy
ALGO/USDT/60/MIDPRICE/SSF/7108
Pair
ALGO_USDT
Interval
1h
Score
315776
Daily Profit
0.223367
Profit Factor
1.330662
Profitability
45.070423
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 18:17
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 232674.7734 171177.8854 61496.888 257716.631 192693.7752 65022.8558
Total P&L (%) 232.6748 171.1779 61.4969 257.7166 192.6938 65.0229
Avg Daily Profit (%) 0.2234 0.1643 0.059 0.1224 0.1032 0.0481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116211 -82609 -46837 -561731 -407881 -176763
Profit Factor 1.3307 1.4779 1.178 1.1304 1.1898 1.0677
Total Trades 284 142 142 284 142 142
Winning Trades 128 61 67 128 61 67
Losing Trades 156 81 75 156 81 75
Profitability (%) 45.0704 42.9577 47.1831 45.0704 42.9577 47.1831
Ratio Avg Win / Avg Loss 1.6217 1.9625 1.3187 1.3777 1.5799 1.1952
Largest Winning Trade 51296 51296 25393 137939 137939 85583
Largest Losing Trade -18003 -18003 -14472 -90880 -90880 -79980
Avg Bars in Trades 87 81 92 87 81 92
Avg Bars in Winners 104 102 106 104 102 106
Avg Bars in Losers 72 66 79 72 66 79
Bars Traded 24714 11620 13095 24714 11620 13095
Profit Streak 0 13.9291 0 0 13.9291 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315776 262044 -140651 -107027 -68200 -276339
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": 1670353200000,
    "last_datapoint_time": 1759762800000,
    "evaluation_time": 1759763876090,
    "expiration_time": 1766242800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            232674.7733505755,
            171177.8853525487,
            61496.8879980265,
            257716.6309901888,
            192693.775200659,
            65022.8557895295
        ],
        [
            232.674773,
            171.177885,
            61.496888,
            257.716631,
            192.693775,
            65.022856
        ],
        [
            0.223367,
            0.16433,
            0.059037,
            0.122433,
            0.103153,
            0.048099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116211,
            -82609,
            -46837,
            -561731,
            -407881,
            -176763
        ],
        [
            1.330662,
            1.477902,
            1.178006,
            1.130449,
            1.189822,
            1.067698
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            156,
            81,
            75,
            156,
            81,
            75
        ],
        [
            45.070423,
            42.957746,
            47.183099,
            45.070423,
            42.957746,
            47.183099
        ],
        [
            1.621745,
            1.96246,
            1.318663,
            1.377735,
            1.579928,
            1.195184
        ],
        [
            51296,
            51296,
            25393,
            137939,
            137939,
            85583
        ],
        [
            -18003,
            -18003,
            -14472,
            -90880,
            -90880,
            -79980
        ],
        [
            87,
            81,
            92,
            87,
            81,
            92
        ],
        [
            104,
            102,
            106,
            104,
            102,
            106
        ],
        [
            72,
            66,
            79,
            72,
            66,
            79
        ],
        [
            24714,
            11620,
            13095,
            24714,
            11620,
            13095
        ],
        [
            0,
            13.929121,
            0,
            0,
            13.929121,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315776,
            262044,
            -140651,
            -107027,
            -68200,
            -276339
        ]
    ]
}
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": 1670353200000,
    "last_datapoint_time": 1759762800000,
    "evaluation_time": 1759763876090,
    "expiration_time": 1766242800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 2
        }
    }
}

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)