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Trade: ALGO/USDT/720/SSF/MIDPOINT/8472

Strategy
ALGO/USDT/720/SSF/MIDPOINT/8472
Pair
ALGO_USDT
Interval
12h
Score
341393
Daily Profit
0.230594
Profit Factor
2.228433
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-25 13:08
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 534968.0333 527367.9875 7600.0457 -10857.181 -48103.9339 37246.7529
Total P&L (%) 534.968 527.368 7.6 -10.8572 -48.1039 37.2468
Avg Daily Profit (%) 0.2339 0.2306 0.0033 -0.005 -0.0287 0.0138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161932 -196474 -85196 -256935 -281845 -80168
Profit Factor 1.9009 2.2284 1.0462 0.9837 0.9097 1.2813
Total Trades 77 38 39 77 38 39
Winning Trades 32 16 16 32 16 16
Losing Trades 45 22 23 45 22 23
Profitability (%) 41.5584 42.1053 41.0256 41.5584 42.1053 41.0256
Ratio Avg Win / Avg Loss 2.6731 3.0641 1.5039 1.3833 1.2509 1.8419
Largest Winning Trade 410401 410401 34805 204290 204290 36029
Largest Losing Trade -55331 -55331 -40785 -87290 -87290 -25752
Avg Bars in Trades 56 87 27 56 87 27
Avg Bars in Winners 65 97 33 65 97 33
Avg Bars in Losers 50 79 23 50 79 23
Bars Traded 4385 3306 1079 4385 3306 1079
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 -37623 341393 -525954 -628671 -582168 -178924

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567166400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794903786,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "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": [
        [
            534968.0332518187,
            527367.9875380978,
            7600.0457137211,
            -10857.1809956042,
            -48103.9338812277,
            37246.7528856235
        ],
        [
            534.968033,
            527.367988,
            7.600046,
            -10.857181,
            -48.103934,
            37.246753
        ],
        [
            0.233917,
            0.230594,
            0.003323,
            -0.005025,
            -0.028677,
            0.013845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161932,
            -196474,
            -85196,
            -256935,
            -281845,
            -80168
        ],
        [
            1.900853,
            2.228433,
            1.046188,
            0.983682,
            0.909736,
            1.281289
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            41.558442,
            42.105263,
            41.025641,
            41.558442,
            42.105263,
            41.025641
        ],
        [
            2.673074,
            3.064096,
            1.503896,
            1.383303,
            1.250887,
            1.841852
        ],
        [
            410401,
            410401,
            34805,
            204290,
            204290,
            36029
        ],
        [
            -55331,
            -55331,
            -40785,
            -87290,
            -87290,
            -25752
        ],
        [
            56,
            87,
            27,
            56,
            87,
            27
        ],
        [
            65,
            97,
            33,
            65,
            97,
            33
        ],
        [
            50,
            79,
            23,
            50,
            79,
            23
        ],
        [
            4385,
            3306,
            1079,
            4385,
            3306,
            1079
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37623,
            341393,
            -525954,
            -628671,
            -582168,
            -178924
        ]
    ]
}
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": 1567166400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794903786,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "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)