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Trade: ALGO/USDT/720/SSF/HILO/9205

Strategy
ALGO/USDT/720/SSF/HILO/9205
Pair
ALGO_USDT
Interval
12h
Score
351679
Daily Profit
0.163459
Profit Factor
1.538434
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
2290.500000
Evaluation Time
2025-09-28 12:42
Expiration Time
2025-12-05 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374402.8767 330013.48 44389.3967 5887.8539 20033.0129 -14145.1589
Total P&L (%) 374.4029 330.0135 44.3894 5.8879 20.033 -14.1452
Avg Daily Profit (%) 0.1635 0.1441 0.0194 0.0025 0.008 -0.0067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142838 -124893 -170377 -156594 -111202 -146680
Profit Factor 1.5384 2.0298 1.1184 1.0092 1.0706 0.9602
Total Trades 90 45 45 90 45 45
Winning Trades 44 19 25 44 19 25
Losing Trades 46 26 20 46 26 20
Profitability (%) 48.8889 42.2222 55.5556 48.8889 42.2222 55.5556
Ratio Avg Win / Avg Loss 1.6084 2.7776 0.8947 1.0551 1.465 0.7681
Largest Winning Trade 221662 221662 68303 97156 97156 67937
Largest Losing Trade -44360 -31876 -44360 -60804 -26625 -60804
Avg Bars in Trades 49 40 58 49 40 58
Avg Bars in Winners 69 56 78 69 56 78
Avg Bars in Losers 30 28 31 30 28 31
Bars Traded 4438 1828 2610 4438 1828 2610
Profit Streak 0 0 76.9045 0 0 76.9045
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351679 7128 -259397 -565836 -334861 -579434
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4581,
    "evaluation_days": 2290.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562068800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759052548781,
    "expiration_time": 1764954576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            374402.8766773745,
            330013.4799981796,
            44389.3966791952,
            5887.8539312739,
            20033.0128751647,
            -14145.1589438908
        ],
        [
            374.402877,
            330.01348,
            44.389397,
            5.887854,
            20.033013,
            -14.145159
        ],
        [
            0.163459,
            0.144079,
            0.01938,
            0.002498,
            0.007972,
            -0.006658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142838,
            -124893,
            -170377,
            -156594,
            -111202,
            -146680
        ],
        [
            1.538434,
            2.029759,
            1.11841,
            1.009215,
            1.070608,
            0.96018
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            48.888889,
            42.222222,
            55.555556,
            48.888889,
            42.222222,
            55.555556
        ],
        [
            1.608363,
            2.777565,
            0.894728,
            1.055088,
            1.465042,
            0.768144
        ],
        [
            221662,
            221662,
            68303,
            97156,
            97156,
            67937
        ],
        [
            -44360,
            -31876,
            -44360,
            -60804,
            -26625,
            -60804
        ],
        [
            49,
            40,
            58,
            49,
            40,
            58
        ],
        [
            69,
            56,
            78,
            69,
            56,
            78
        ],
        [
            30,
            28,
            31,
            30,
            28,
            31
        ],
        [
            4438,
            1828,
            2610,
            4438,
            1828,
            2610
        ],
        [
            0,
            0,
            76.9045,
            0,
            0,
            76.9045
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351679,
            7128,
            -259397,
            -565836,
            -334861,
            -579434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4581,
    "evaluation_days": 2290.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562068800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759052548781,
    "expiration_time": 1764954576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "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)