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Trade: ALGO/USDT/720/HL2/BBU/6956

Strategy
ALGO/USDT/720/HL2/BBU/6956
Pair
ALGO_USDT
Interval
12h
Score
402568
Daily Profit
0.177969
Profit Factor
1.793792
Profitability
60.975610
Streak
0.000000
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-29 00:36
Expiration Time
2025-12-06 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464881.5836 407726.0046 57155.5791 -4482.1745 -16969.5057 12487.3312
Total P&L (%) 464.8816 407.726 57.1556 -4.4822 -16.9695 12.4873
Avg Daily Profit (%) 0.2029 0.178 0.0249 -0.002 -0.0081 0.0051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178522 -152503 -36923 -1275817 -1086319 -270014
Profit Factor 1.8081 1.7938 1.927 0.9981 0.9915 1.0381
Total Trades 83 41 42 83 41 42
Winning Trades 51 25 26 51 25 26
Losing Trades 32 16 16 32 16 16
Profitability (%) 61.4458 60.9756 61.9048 61.4458 60.9756 61.9048
Ratio Avg Win / Avg Loss 1.1345 1.148 1.1858 0.6262 0.6346 0.6389
Largest Winning Trade 127155 127155 12688 551041 551041 124904
Largest Losing Trade -80037 -80037 -10559 -807015 -807015 -140853
Avg Bars in Trades 53 107 1 53 107 1
Avg Bars in Winners 19 37 1 19 37 1
Avg Bars in Losers 109 216 1 109 216 1
Bars Traded 4469 4410 58 4469 4410 58
Profit Streak 15.4005 0 75.9005 15.4005 0 75.9005
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397133 402568 -155428 -579711 -579319 -452165
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4582,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562241600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095402341,
    "expiration_time": 1764999072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 2.51851
        }
    }
}
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": [
        [
            464881.583627229,
            407726.0045524558,
            57155.579074773,
            -4482.1745068951,
            -16969.5057030359,
            12487.3311961409
        ],
        [
            464.881584,
            407.726005,
            57.155579,
            -4.482175,
            -16.969506,
            12.487331
        ],
        [
            0.202916,
            0.177969,
            0.024948,
            -0.002002,
            -0.008117,
            0.005136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178522,
            -152503,
            -36923,
            -1275817,
            -1086319,
            -270014
        ],
        [
            1.808066,
            1.793792,
            1.926982,
            0.998075,
            0.99152,
            1.038144
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            61.445783,
            60.97561,
            61.904762,
            61.445783,
            60.97561,
            61.904762
        ],
        [
            1.134473,
            1.148027,
            1.185835,
            0.626243,
            0.634573,
            0.638858
        ],
        [
            127155,
            127155,
            12688,
            551041,
            551041,
            124904
        ],
        [
            -80037,
            -80037,
            -10559,
            -807015,
            -807015,
            -140853
        ],
        [
            53,
            107,
            1,
            53,
            107,
            1
        ],
        [
            19,
            37,
            1,
            19,
            37,
            1
        ],
        [
            109,
            216,
            1,
            109,
            216,
            1
        ],
        [
            4469,
            4410,
            58,
            4469,
            4410,
            58
        ],
        [
            15.40049,
            0,
            75.90049,
            15.40049,
            0,
            75.90049
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397133,
            402568,
            -155428,
            -579711,
            -579319,
            -452165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4582,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562241600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095402341,
    "expiration_time": 1764999072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 2.51851
        }
    }
}

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)