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Trade: ALGO/USDT/720/T3/MIDPOINT/9154

Strategy
ALGO/USDT/720/T3/MIDPOINT/9154
Pair
ALGO_USDT
Interval
12h
Score
365249
Daily Profit
0.151154
Profit Factor
2.022620
Profitability
46.153846
Streak
148.306886
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 22:21
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 210469.5313 345689.3927 -135219.8614 -120071.2797 42646.7098 -162717.9895
Total P&L (%) 210.4695 345.6894 -135.2199 -120.0713 42.6467 -162.718
Avg Daily Profit (%) 0.092 0.1512 -0.0591 0 0.0155 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -432026 -206569 -309975 -162558 -20075 -168274
Profit Factor 1.2464 2.0226 0.738 0.6334 1.6117 0.3688
Total Trades 79 39 40 79 39 40
Winning Trades 39 18 21 35 21 14
Losing Trades 40 21 19 44 18 26
Profitability (%) 49.3671 46.1538 52.5 44.3038 53.8462 35
Ratio Avg Win / Avg Loss 1.2784 2.3597 0.6677 0.7962 1.3814 0.6849
Largest Winning Trade 309106 309106 56052 47825 47825 38708
Largest Losing Trade -151817 -57061 -151817 -65793 -17903 -65793
Avg Bars in Trades 53 67 40 53 67 40
Avg Bars in Winners 48 49 47 61 83 29
Avg Bars in Losers 58 82 32 47 47 46
Bars Traded 4235 2616 1619 4235 2616 1619
Profit Streak 148.3069 148.3069 366.8069 0 0 0
Trades During Streak 3 1 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100516 365249 -579044 -614270 -171623 -586583

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565524800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914514971,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 36,
            "offset": 0,
            "a": 0.76883
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "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": [
        [
            210469.5312999342,
            345689.3926854235,
            -135219.8613854895,
            -120071.2797200093,
            42646.7097910026,
            -162717.9895110119
        ],
        [
            210.469531,
            345.689393,
            -135.219861,
            -120.07128,
            42.64671,
            -162.71799
        ],
        [
            0.092029,
            0.151154,
            -0.059125,
            0,
            0.015533,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -432026,
            -206569,
            -309975,
            -162558,
            -20075,
            -168274
        ],
        [
            1.246437,
            2.02262,
            0.73795,
            0.633375,
            1.61165,
            0.368774
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            39,
            18,
            21,
            35,
            21,
            14
        ],
        [
            40,
            21,
            19,
            44,
            18,
            26
        ],
        [
            49.367089,
            46.153846,
            52.5,
            44.303797,
            53.846154,
            35
        ],
        [
            1.278397,
            2.359723,
            0.667669,
            0.796243,
            1.381415,
            0.684865
        ],
        [
            309106,
            309106,
            56052,
            47825,
            47825,
            38708
        ],
        [
            -151817,
            -57061,
            -151817,
            -65793,
            -17903,
            -65793
        ],
        [
            53,
            67,
            40,
            53,
            67,
            40
        ],
        [
            48,
            49,
            47,
            61,
            83,
            29
        ],
        [
            58,
            82,
            32,
            47,
            47,
            46
        ],
        [
            4235,
            2616,
            1619,
            4235,
            2616,
            1619
        ],
        [
            148.306886,
            148.306886,
            366.806886,
            0,
            0,
            0
        ],
        [
            3,
            1,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100516,
            365249,
            -579044,
            -614270,
            -171623,
            -586583
        ]
    ]
}
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": 1565524800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914514971,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 36,
            "offset": 0,
            "a": 0.76883
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "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)