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Trade: ALGO/USDT/60/SSF/BBM/7400

Strategy
ALGO/USDT/60/SSF/BBM/7400
Pair
ALGO_USDT
Interval
1h
Score
312302
Daily Profit
0.379598
Profit Factor
1.691527
Profitability
35.465116
Streak
18.826302
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 18:49
Expiration Time
2025-12-24 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395416.1524 316099.9676 79316.1849 392227.5974 156489.493 235738.1044
Total P&L (%) 395.4162 316.1 79.3162 392.2276 156.4895 235.7381
Avg Daily Profit (%) 0.3796 0.3035 0.0761 0.1531 0.0905 0.1163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93075 -81332 -52876 -309891 -325109 -137213
Profit Factor 1.6915 1.997 1.3114 1.2857 1.1861 1.4434
Total Trades 172 86 86 172 86 86
Winning Trades 61 24 37 61 24 37
Losing Trades 111 62 49 111 62 49
Profitability (%) 35.4651 27.907 43.0233 35.4651 27.907 43.0233
Ratio Avg Win / Avg Loss 3.078 5.1588 1.7367 2.3396 3.064 1.9116
Largest Winning Trade 281613 281613 25529 327120 327120 99459
Largest Losing Trade -19131 -14337 -19131 -91811 -82822 -91811
Avg Bars in Trades 143 141 146 143 141 146
Avg Bars in Winners 231 262 210 231 262 210
Avg Bars in Losers 95 94 98 95 94 98
Bars Traded 24747 12138 12609 24747 12138 12609
Profit Streak 18.8263 18.8263 20.993 18.8263 18.8263 20.993
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312302 -4466 -92503 167121 -103692 -38101
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670108400000,
    "first_datapoint_time": 1670421600000,
    "last_datapoint_time": 1760108400000,
    "evaluation_time": 1760111392520,
    "expiration_time": 1766588400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 88,
            "offset": 183,
            "std": 3.60241
        }
    }
}
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": [
        [
            395416.1524256761,
            316099.9675727932,
            79316.1848528826,
            392227.5973878547,
            156489.4929561978,
            235738.104431657
        ],
        [
            395.416152,
            316.099968,
            79.316185,
            392.227597,
            156.489493,
            235.738104
        ],
        [
            0.379598,
            0.303455,
            0.076143,
            0.153119,
            0.090465,
            0.116339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93075,
            -81332,
            -52876,
            -309891,
            -325109,
            -137213
        ],
        [
            1.691527,
            1.996967,
            1.311362,
            1.285747,
            1.186069,
            1.443443
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            61,
            24,
            37,
            61,
            24,
            37
        ],
        [
            111,
            62,
            49,
            111,
            62,
            49
        ],
        [
            35.465116,
            27.906977,
            43.023256,
            35.465116,
            27.906977,
            43.023256
        ],
        [
            3.078025,
            5.158831,
            1.736669,
            2.339638,
            3.064011,
            1.911587
        ],
        [
            281613,
            281613,
            25529,
            327120,
            327120,
            99459
        ],
        [
            -19131,
            -14337,
            -19131,
            -91811,
            -82822,
            -91811
        ],
        [
            143,
            141,
            146,
            143,
            141,
            146
        ],
        [
            231,
            262,
            210,
            231,
            262,
            210
        ],
        [
            95,
            94,
            98,
            95,
            94,
            98
        ],
        [
            24747,
            12138,
            12609,
            24747,
            12138,
            12609
        ],
        [
            18.826302,
            18.826302,
            20.992969,
            18.826302,
            18.826302,
            20.992969
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312302,
            -4466,
            -92503,
            167121,
            -103692,
            -38101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670108400000,
    "first_datapoint_time": 1670421600000,
    "last_datapoint_time": 1760108400000,
    "evaluation_time": 1760111392520,
    "expiration_time": 1766588400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 88,
            "offset": 183,
            "std": 3.60241
        }
    }
}

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)