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Trade: ALGO/USDT/720/SSF/HILO/4815

Strategy
ALGO/USDT/720/SSF/HILO/4815
Pair
ALGO_USDT
Interval
12h
Score
362365
Daily Profit
0.204170
Profit Factor
1.862988
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 09:24
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 466937.5093 359094.5941 107842.9152 352876.6718 323390.5845 29486.0873
Total P&L (%) 466.9375 359.0946 107.8429 352.8767 323.3906 29.4861
Avg Daily Profit (%) 0.2042 0.157 0.0472 0.0661 0.0631 0.0113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114727 -127483 -104504 -297948 -273406 -234509
Profit Factor 1.863 2.4082 1.377 1.2551 1.5495 1.0371
Total Trades 86 43 43 86 43 43
Winning Trades 40 17 23 40 17 23
Losing Trades 46 26 20 46 26 20
Profitability (%) 46.5116 39.5349 53.4884 46.5116 39.5349 53.4884
Ratio Avg Win / Avg Loss 2.1424 3.6831 1.1974 1.4434 2.3699 0.9018
Largest Winning Trade 206036 206036 61796 395583 395583 215659
Largest Losing Trade -35222 -28680 -35222 -234509 -63439 -234509
Avg Bars in Trades 51 42 61 51 42 61
Avg Bars in Winners 74 63 82 74 63 82
Avg Bars in Losers 32 28 37 32 28 37
Bars Traded 4470 1819 2650 4470 1819 2650
Profit Streak 0 0 75.7668 0 0 75.7668
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362365 281618 -128317 -106034 -109943 -361219
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562068800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758954253888,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            466937.5092798946,
            359094.5941135499,
            107842.9151663449,
            352876.6718127466,
            323390.5844987123,
            29486.0873140343
        ],
        [
            466.937509,
            359.094594,
            107.842915,
            352.876672,
            323.390584,
            29.486087
        ],
        [
            0.20417,
            0.157016,
            0.047155,
            0.066067,
            0.063121,
            0.011299
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114727,
            -127483,
            -104504,
            -297948,
            -273406,
            -234509
        ],
        [
            1.862988,
            2.408171,
            1.376991,
            1.255109,
            1.549533,
            1.037101
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            46.511628,
            39.534884,
            53.488372,
            46.511628,
            39.534884,
            53.488372
        ],
        [
            2.142437,
            3.683085,
            1.197383,
            1.443375,
            2.369874,
            0.901827
        ],
        [
            206036,
            206036,
            61796,
            395583,
            395583,
            215659
        ],
        [
            -35222,
            -28680,
            -35222,
            -234509,
            -63439,
            -234509
        ],
        [
            51,
            42,
            61,
            51,
            42,
            61
        ],
        [
            74,
            63,
            82,
            74,
            63,
            82
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            4470,
            1819,
            2650,
            4470,
            1819,
            2650
        ],
        [
            0,
            0,
            75.766827,
            0,
            0,
            75.766827
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362365,
            281618,
            -128317,
            -106034,
            -109943,
            -361219
        ]
    ]
}
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": 1562068800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758954253888,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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)