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Trade: ALGO/USDT/720/T3/MIDPRICE/8838

Strategy
ALGO/USDT/720/T3/MIDPRICE/8838
Pair
ALGO_USDT
Interval
12h
Score
352298
Daily Profit
0.158627
Profit Factor
1.400845
Profitability
47.368421
Streak
69.932100
Best Strategy
Training Data Length
2299.500000
Evaluation Time
2025-10-07 13:22
Expiration Time
2025-12-15 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364763.5179 323383.7195 41379.7983 -56589.1114 43013.0004 -99602.1117
Total P&L (%) 364.7635 323.3837 41.3798 -56.5891 43.013 -99.6021
Avg Daily Profit (%) 0.1586 0.1406 0.018 -0.0363 0.0156 -0.2401
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204298 -187982 -181798 -144849 -47873 -188420
Profit Factor 1.4008 1.6933 1.0933 0.8857 1.2257 0.6727
Total Trades 133 66 67 133 66 67
Winning Trades 63 27 36 63 27 36
Losing Trades 70 39 31 70 39 31
Profitability (%) 47.3684 40.9091 53.7313 47.3684 40.9091 53.7313
Ratio Avg Win / Avg Loss 1.5565 2.4459 0.9414 0.9841 1.7705 0.5793
Largest Winning Trade 245028 245028 55920 49160 33022 49160
Largest Losing Trade -70929 -39109 -70929 -75766 -45476 -75766
Avg Bars in Trades 33 41 26 33 41 26
Avg Bars in Winners 36 40 33 36 40 33
Avg Bars in Losers 31 42 17 31 42 17
Bars Traded 4494 2743 1751 4494 2743 1751
Profit Streak 69.9321 69.9321 71.9321 69.9321 69.9321 71.9321
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352298 -129523 -405442 -580070 -300708 -695729
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 2299.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562716800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759832533431,
    "expiration_time": 1765755504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 37,
            "offset": 0,
            "a": 0.9765
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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": [
        [
            364763.5178787615,
            323383.7195379767,
            41379.7983407847,
            -56589.1113774808,
            43013.0003709406,
            -99602.1117484214
        ],
        [
            364.763518,
            323.38372,
            41.379798,
            -56.589111,
            43.013,
            -99.602112
        ],
        [
            0.158627,
            0.140632,
            0.017995,
            -0.036282,
            0.01556,
            -0.240057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204298,
            -187982,
            -181798,
            -144849,
            -47873,
            -188420
        ],
        [
            1.400845,
            1.693344,
            1.093287,
            0.885662,
            1.2257,
            0.672742
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            47.368421,
            40.909091,
            53.731343,
            47.368421,
            40.909091,
            53.731343
        ],
        [
            1.556495,
            2.445941,
            0.941442,
            0.984069,
            1.770455,
            0.579306
        ],
        [
            245028,
            245028,
            55920,
            49160,
            33022,
            49160
        ],
        [
            -70929,
            -39109,
            -70929,
            -75766,
            -45476,
            -75766
        ],
        [
            33,
            41,
            26,
            33,
            41,
            26
        ],
        [
            36,
            40,
            33,
            36,
            40,
            33
        ],
        [
            31,
            42,
            17,
            31,
            42,
            17
        ],
        [
            4494,
            2743,
            1751,
            4494,
            2743,
            1751
        ],
        [
            69.9321,
            69.9321,
            71.9321,
            69.9321,
            69.9321,
            71.9321
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352298,
            -129523,
            -405442,
            -580070,
            -300708,
            -695729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 2299.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562716800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759832533431,
    "expiration_time": 1765755504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 37,
            "offset": 0,
            "a": 0.9765
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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)