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Trade: ALGO/USDT/720/BBU/BBU/2618

Strategy
ALGO/USDT/720/BBU/BBU/2618
Pair
ALGO_USDT
Interval
12h
Score
457356
Daily Profit
0.193553
Profit Factor
2.333129
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
2293.500000
Evaluation Time
2025-10-01 15:42
Expiration Time
2025-12-08 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485746.3142 443913.5074 41832.8068 10600.0988 82189.2398 -71589.141
Total P&L (%) 485.7463 443.9135 41.8328 10.6001 82.1892 -71.5891
Avg Daily Profit (%) 0.2118 0.1936 0.0182 0.0044 0.0262 -0.0549
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136063 -90905 -113527 -223781 -109779 -194550
Profit Factor 1.7775 2.3331 1.1434 1.0185 1.3067 0.765
Total Trades 75 38 37 75 38 37
Winning Trades 46 21 25 46 21 25
Losing Trades 29 17 12 29 17 12
Profitability (%) 61.3333 55.2632 67.5676 61.3333 55.2632 67.5676
Ratio Avg Win / Avg Loss 1.1206 1.8887 0.5488 0.6421 1.0578 0.3672
Largest Winning Trade 306418 306418 33052 200435 200435 51362
Largest Losing Trade -59016 -49207 -59016 -194550 -77501 -194550
Avg Bars in Trades 59 72 44 59 72 44
Avg Bars in Winners 57 71 45 57 71 45
Avg Bars in Losers 62 74 44 62 74 44
Bars Traded 4431 2772 1659 4431 2772 1659
Profit Streak 0 0 78.0297 0 0 78.0297
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49549 457356 -232176 -595419 -157107 -577937
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4587,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566086400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759322562090,
    "expiration_time": 1765221552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 4.07447
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 4.63002
        }
    }
}
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": [
        [
            485746.3141985269,
            443913.5074216129,
            41832.8067769142,
            10600.0987893711,
            82189.2398378378,
            -71589.1410484668
        ],
        [
            485.746314,
            443.913507,
            41.832807,
            10.600099,
            82.18924,
            -71.589141
        ],
        [
            0.211793,
            0.193553,
            0.01824,
            0.004393,
            0.026159,
            -0.054853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136063,
            -90905,
            -113527,
            -223781,
            -109779,
            -194550
        ],
        [
            1.777517,
            2.333129,
            1.143384,
            1.018511,
            1.306747,
            0.765044
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            61.333333,
            55.263158,
            67.567568,
            61.333333,
            55.263158,
            67.567568
        ],
        [
            1.120609,
            1.888723,
            0.548824,
            0.642105,
            1.057843,
            0.367221
        ],
        [
            306418,
            306418,
            33052,
            200435,
            200435,
            51362
        ],
        [
            -59016,
            -49207,
            -59016,
            -194550,
            -77501,
            -194550
        ],
        [
            59,
            72,
            44,
            59,
            72,
            44
        ],
        [
            57,
            71,
            45,
            57,
            71,
            45
        ],
        [
            62,
            74,
            44,
            62,
            74,
            44
        ],
        [
            4431,
            2772,
            1659,
            4431,
            2772,
            1659
        ],
        [
            0,
            0,
            78.029654,
            0,
            0,
            78.029654
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49549,
            457356,
            -232176,
            -595419,
            -157107,
            -577937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4587,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566086400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759322562090,
    "expiration_time": 1765221552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 4.07447
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 4.63002
        }
    }
}

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)