← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/720/DCM/SUPERTREND/2492

Strategy
ALGO/USDT/720/DCM/SUPERTREND/2492
Pair
ALGO_USDT
Interval
12h
Score
559378
Daily Profit
0.221942
Profit Factor
3.127210
Profitability
56.250000
Streak
97.041573
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 15:59
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630068.5697 507581.141 122487.4286 1900433.7007 1945454.9178 -45021.2171
Total P&L (%) 630.0686 507.5811 122.4874 1900.4337 1945.4549 -45.0212
Avg Daily Profit (%) 0.2755 0.2219 0.0536 0.1311 0.1321 -0.0262
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76113 -63772 -62462 -4422337 -2731160 -2858864
Profit Factor 2.3625 3.1272 1.5472 1.217 1.434 0.9895
Total Trades 64 32 32 64 32 32
Winning Trades 35 18 17 35 18 17
Losing Trades 29 14 15 29 14 15
Profitability (%) 54.6875 56.25 53.125 54.6875 56.25 53.125
Ratio Avg Win / Avg Loss 1.9575 2.4323 1.3652 1.0083 1.1153 0.8731
Largest Winning Trade 168966 168966 79385 1963108 1963108 1074223
Largest Losing Trade -62462 -40184 -62462 -2858864 -2354771 -2858864
Avg Bars in Trades 64 44 84 64 44 84
Avg Bars in Winners 94 52 138 94 52 138
Avg Bars in Losers 29 34 23 29 34 23
Bars Traded 4144 1430 2714 4144 1430 2714
Profit Streak 75.0416 97.0416 75.0416 75.0416 97.0416 75.0416
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128744 559378 -118870 -159960 -14070 -579847

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891591920,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 171,
            "offset": 0,
            "multiplier": 3.00696
        }
    }
}
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": [
        [
            630068.5696572257,
            507581.1410253275,
            122487.4286318982,
            1900433.7006870364,
            1945454.9177915533,
            -45021.2171045164
        ],
        [
            630.06857,
            507.581141,
            122.487429,
            1900.433701,
            1945.454918,
            -45.021217
        ],
        [
            0.2755,
            0.221942,
            0.053558,
            0.131085,
            0.132059,
            -0.026154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76113,
            -63772,
            -62462,
            -4422337,
            -2731160,
            -2858864
        ],
        [
            2.362463,
            3.12721,
            1.547223,
            1.216968,
            1.433983,
            0.989472
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            54.6875,
            56.25,
            53.125,
            54.6875,
            56.25,
            53.125
        ],
        [
            1.957469,
            2.432274,
            1.365197,
            1.008345,
            1.11532,
            0.873063
        ],
        [
            168966,
            168966,
            79385,
            1963108,
            1963108,
            1074223
        ],
        [
            -62462,
            -40184,
            -62462,
            -2858864,
            -2354771,
            -2858864
        ],
        [
            64,
            44,
            84,
            64,
            44,
            84
        ],
        [
            94,
            52,
            138,
            94,
            52,
            138
        ],
        [
            29,
            34,
            23,
            29,
            34,
            23
        ],
        [
            4144,
            1430,
            2714,
            4144,
            1430,
            2714
        ],
        [
            75.041573,
            97.041573,
            75.041573,
            75.041573,
            97.041573,
            75.041573
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128744,
            559378,
            -118870,
            -159960,
            -14070,
            -579847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891591920,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 171,
            "offset": 0,
            "multiplier": 3.00696
        }
    }
}

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)