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Trade: ALGO/USDT/720/HL2/HL2/6255

Strategy
ALGO/USDT/720/HL2/HL2/6255
Pair
ALGO_USDT
Interval
12h
Score
411735
Daily Profit
0.212273
Profit Factor
2.626837
Profitability
46.739130
Streak
0.000000
Best Strategy
Training Data Length
2293.000000
Evaluation Time
2025-09-30 20:50
Expiration Time
2025-12-08 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667532.9875 486741.4226 180791.5649 2103662.8523 1635033.354 468629.4983
Total P&L (%) 667.533 486.7414 180.7916 2103.6629 1635.0334 468.6295
Avg Daily Profit (%) 0.2911 0.2123 0.0788 0.135 0.1245 0.0758
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92969 -75394 -75998 -1050862 -545986 -980299
Profit Factor 2.0342 2.6268 1.5221 1.503 1.8513 1.2072
Total Trades 183 92 91 183 92 91
Winning Trades 76 43 33 76 43 33
Losing Trades 107 49 58 107 49 58
Profitability (%) 41.5301 46.7391 36.2637 41.5301 46.7391 36.2637
Ratio Avg Win / Avg Loss 2.8639 2.9934 2.6752 2.1161 2.1096 2.1218
Largest Winning Trade 227902 227902 68767 1258956 1258956 503568
Largest Losing Trade -38415 -24889 -38415 -794399 -256462 -794399
Avg Bars in Trades 24 21 27 24 21 27
Avg Bars in Winners 43 33 55 43 33 55
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 4457 1985 2471 4457 1985 2471
Profit Streak 0 0 81.7433 0 0 81.7433
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382497 411735 -89136 -12055 -24140 -95084
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4586,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759254619267,
    "expiration_time": 1765177056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 60
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            667532.9874620704,
            486741.4226084544,
            180791.5648536163,
            2103662.8523039497,
            1635033.3539852216,
            468629.4983187284
        ],
        [
            667.532987,
            486.741423,
            180.791565,
            2103.662852,
            1635.033354,
            468.629498
        ],
        [
            0.291118,
            0.212273,
            0.078845,
            0.134967,
            0.124526,
            0.075827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92969,
            -75394,
            -75998,
            -1050862,
            -545986,
            -980299
        ],
        [
            2.034156,
            2.626837,
            1.522081,
            1.503022,
            1.851282,
            1.207232
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            76,
            43,
            33,
            76,
            43,
            33
        ],
        [
            107,
            49,
            58,
            107,
            49,
            58
        ],
        [
            41.530055,
            46.73913,
            36.263736,
            41.530055,
            46.73913,
            36.263736
        ],
        [
            2.863878,
            2.993372,
            2.675172,
            2.116097,
            2.1096,
            2.121801
        ],
        [
            227902,
            227902,
            68767,
            1258956,
            1258956,
            503568
        ],
        [
            -38415,
            -24889,
            -38415,
            -794399,
            -256462,
            -794399
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            43,
            33,
            55,
            43,
            33,
            55
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            4457,
            1985,
            2471,
            4457,
            1985,
            2471
        ],
        [
            0,
            0,
            81.743278,
            0,
            0,
            81.743279
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382497,
            411735,
            -89136,
            -12055,
            -24140,
            -95084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4586,
    "evaluation_days": 2293,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759254619267,
    "expiration_time": 1765177056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 60
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)