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Trade: ALGO/USDT/720/T3/HILO/4292

Strategy
ALGO/USDT/720/T3/HILO/4292
Pair
ALGO_USDT
Interval
12h
Score
606625
Daily Profit
0.238548
Profit Factor
2.903012
Profitability
61.538462
Streak
339.827381
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 10:51
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 607395.2007 545560.1854 61835.0153 646.9662 65579.2568 -64932.2906
Total P&L (%) 607.3952 545.5602 61.835 0.647 65.5793 -64.9323
Avg Daily Profit (%) 0.2656 0.2385 0.027 0.0003 0.0221 -0.0458
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128857 -154269 -114778 -94854 -28534 -98172
Profit Factor 2.085 2.903 1.2264 1.003 2.1496 0.5962
Total Trades 79 39 40 79 39 40
Winning Trades 46 24 22 46 24 22
Losing Trades 33 15 18 33 15 18
Profitability (%) 58.2278 61.5385 55 58.2278 61.5385 55
Ratio Avg Win / Avg Loss 1.4957 1.8144 1.0034 0.7195 1.3435 0.4878
Largest Winning Trade 327000 327000 57691 40047 22270 40047
Largest Losing Trade -91304 -78564 -91304 -86324 -14461 -86324
Avg Bars in Trades 53 61 45 53 61 45
Avg Bars in Winners 48 40 56 48 40 56
Avg Bars in Losers 60 94 32 60 94 32
Bars Traded 4211 2398 1813 4211 2398 1813
Profit Streak 63.3274 339.8274 63.3274 63.3274 339.8274 63.3274
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17508 606625 -156430 -606094 -157779 -579542

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1572264000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873085695,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 133,
            "offset": 97,
            "a": 0.60236
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 236
        }
    }
}
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": [
        [
            607395.2006926757,
            545560.1853716811,
            61835.0153209943,
            646.9661775365,
            65579.2567958499,
            -64932.2906183134
        ],
        [
            607.395201,
            545.560185,
            61.835015,
            0.646966,
            65.579257,
            -64.932291
        ],
        [
            0.265586,
            0.238548,
            0.027038,
            0.000282,
            0.022052,
            -0.045809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128857,
            -154269,
            -114778,
            -94854,
            -28534,
            -98172
        ],
        [
            2.084965,
            2.903012,
            1.22638,
            1.00297,
            2.149609,
            0.596189
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            58.227848,
            61.538462,
            55,
            58.227848,
            61.538462,
            55
        ],
        [
            1.495736,
            1.814382,
            1.003402,
            0.719522,
            1.343505,
            0.487791
        ],
        [
            327000,
            327000,
            57691,
            40047,
            22270,
            40047
        ],
        [
            -91304,
            -78564,
            -91304,
            -86324,
            -14461,
            -86324
        ],
        [
            53,
            61,
            45,
            53,
            61,
            45
        ],
        [
            48,
            40,
            56,
            48,
            40,
            56
        ],
        [
            60,
            94,
            32,
            60,
            94,
            32
        ],
        [
            4211,
            2398,
            1813,
            4211,
            2398,
            1813
        ],
        [
            63.327381,
            339.827381,
            63.327381,
            63.327381,
            339.827381,
            63.327381
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17508,
            606625,
            -156430,
            -606094,
            -157779,
            -579542
        ]
    ]
}
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": 1572264000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873085695,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 133,
            "offset": 97,
            "a": 0.60236
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 236
        }
    }
}

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)