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Trade: ALGO/USDT/720/HL2/DEMA/2887

Strategy
ALGO/USDT/720/HL2/DEMA/2887
Pair
ALGO_USDT
Interval
12h
Score
309281
Daily Profit
0.158324
Profit Factor
2.107553
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2299.500000
Evaluation Time
2025-10-07 16:15
Expiration Time
2025-12-15 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283559.5317 364066.8152 -80507.2835 -80723.9564 61449.4082 -142173.3645
Total P&L (%) 283.5595 364.0668 -80.5073 -80.724 61.4494 -142.1734
Avg Daily Profit (%) 0.1233 0.1583 -0.035 -0.0716 0.0208 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139552 -97223 -92494 -211900 -131793 -163625
Profit Factor 1.4289 2.1076 0.7578 0.8982 1.1544 0.6399
Total Trades 97 49 48 97 49 48
Winning Trades 40 21 19 40 21 19
Losing Trades 57 28 29 57 28 29
Profitability (%) 41.2371 42.8571 39.5833 41.2371 42.8571 39.5833
Ratio Avg Win / Avg Loss 2.0362 2.8101 1.1566 1.2799 1.5392 0.9767
Largest Winning Trade 297555 297555 79719 125842 125842 102544
Largest Losing Trade -77368 -57009 -77368 -86483 -58015 -86483
Avg Bars in Trades 43 37 49 43 37 49
Avg Bars in Winners 68 53 84 68 53 84
Avg Bars in Losers 26 26 26 26 26 26
Bars Traded 4238 1857 2380 4238 1857 2380
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29554 309281 -583073 -582260 -217892 -584740
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 2299.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567425600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759842921263,
    "expiration_time": 1765755504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 145
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 79,
            "offset": 0
        }
    }
}
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": [
        [
            283559.5317014959,
            364066.8152447907,
            -80507.2835432947,
            -80723.9563649517,
            61449.4081512353,
            -142173.3645161871
        ],
        [
            283.559532,
            364.066815,
            -80.507284,
            -80.723956,
            61.449408,
            -142.173365
        ],
        [
            0.123314,
            0.158324,
            -0.035011,
            -0.071569,
            0.020834,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139552,
            -97223,
            -92494,
            -211900,
            -131793,
            -163625
        ],
        [
            1.428939,
            2.107553,
            0.75777,
            0.898194,
            1.154366,
            0.639923
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            41.237113,
            42.857143,
            39.583333,
            41.237113,
            42.857143,
            39.583333
        ],
        [
            2.036238,
            2.81007,
            1.156596,
            1.279926,
            1.539154,
            0.976725
        ],
        [
            297555,
            297555,
            79719,
            125842,
            125842,
            102544
        ],
        [
            -77368,
            -57009,
            -77368,
            -86483,
            -58015,
            -86483
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            68,
            53,
            84,
            68,
            53,
            84
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            4238,
            1857,
            2380,
            4238,
            1857,
            2380
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29554,
            309281,
            -583073,
            -582260,
            -217892,
            -584740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 2299.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567425600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759842921263,
    "expiration_time": 1765755504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 145
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 79,
            "offset": 0
        }
    }
}

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)