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Trade: ALGO/USDT/720/MIDPOINT/SUPERTREND/3074

Strategy
ALGO/USDT/720/MIDPOINT/SUPERTREND/3074
Pair
ALGO_USDT
Interval
12h
Score
459986
Daily Profit
0.173494
Profit Factor
2.631473
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 04:20
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 443455.2294 396780.8545 46674.3749 323526.5346 644979.3571 -321452.8226
Total P&L (%) 443.4552 396.7809 46.6744 323.5265 644.9794 -321.4528
Avg Daily Profit (%) 0.1939 0.1735 0.0204 0.0631 0.0878 0
Buy And Hold Return (%) 15.0265 15.0265 15.0265 15.0265 15.0265 15.0265
Max Trade Drawdown -101953 -60759 -65937 -1336002 -875582 -669640
Profit Factor 1.9405 2.6315 1.2044 1.0809 1.2941 0.822
Total Trades 68 34 34 68 34 34
Winning Trades 34 18 16 34 18 16
Losing Trades 34 16 18 34 16 18
Profitability (%) 50 52.9412 47.0588 50 52.9412 47.0588
Ratio Avg Win / Avg Loss 1.9405 2.3391 1.355 1.0809 1.1503 0.9247
Largest Winning Trade 186339 186339 74050 804872 804872 340726
Largest Losing Trade -57527 -36174 -57527 -587803 -568969 -587803
Avg Bars in Trades 60 46 74 60 46 74
Avg Bars in Winners 97 63 135 97 63 135
Avg Bars in Losers 24 28 20 24 28 20
Bars Traded 4124 1592 2532 4124 1592 2532
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 -102245 459986 -170272 -353652 -74848 -581939
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569499200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936027093,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 172,
            "offset": 0,
            "multiplier": 2.61676
        }
    }
}
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": [
        [
            443455.2293800162,
            396780.854450876,
            46674.3749291403,
            323526.5345519049,
            644979.3571390768,
            -321452.8225871723
        ],
        [
            443.455229,
            396.780854,
            46.674375,
            323.526535,
            644.979357,
            -321.452823
        ],
        [
            0.193903,
            0.173494,
            0.020409,
            0.063135,
            0.087847,
            0
        ],
        [
            15.026455,
            15.026455,
            15.026455,
            15.026455,
            15.026455,
            15.026455
        ],
        [
            -101953,
            -60759,
            -65937,
            -1336002,
            -875582,
            -669640
        ],
        [
            1.94052,
            2.631473,
            1.204447,
            1.08091,
            1.29414,
            0.821994
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            50,
            52.941176,
            47.058824,
            50,
            52.941176,
            47.058824
        ],
        [
            1.94052,
            2.339087,
            1.355003,
            1.08091,
            1.150347,
            0.924744
        ],
        [
            186339,
            186339,
            74050,
            804872,
            804872,
            340726
        ],
        [
            -57527,
            -36174,
            -57527,
            -587803,
            -568969,
            -587803
        ],
        [
            60,
            46,
            74,
            60,
            46,
            74
        ],
        [
            97,
            63,
            135,
            97,
            63,
            135
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            4124,
            1592,
            2532,
            4124,
            1592,
            2532
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102245,
            459986,
            -170272,
            -353652,
            -74848,
            -581939
        ]
    ]
}
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": 1569499200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936027093,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 172,
            "offset": 0,
            "multiplier": 2.61676
        }
    }
}

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)