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Trade: ALGO/USDT/720/T3/T3/3214

Strategy
ALGO/USDT/720/T3/T3/3214
Pair
ALGO_USDT
Interval
12h
Score
347013
Daily Profit
0.244673
Profit Factor
2.828545
Profitability
37.931034
Streak
134.782898
Best Strategy
Training Data Length
2304.500000
Evaluation Time
2025-10-12 09:47
Expiration Time
2025-12-20 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 783925.4151 563848.3589 220077.0561 3681560.9013 2002776.8501 1678784.0512
Total P&L (%) 783.9254 563.8484 220.0771 3681.5609 2002.7769 1678.7841
Avg Daily Profit (%) 0.3402 0.2447 0.0955 0.1578 0.1323 0.125
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97449 -97429 -65692 -1995297 -1222741 -1122594
Profit Factor 2.6094 2.8285 2.2313 1.6514 1.5697 1.7858
Total Trades 57 29 28 57 29 28
Winning Trades 26 11 15 26 11 15
Losing Trades 31 18 13 31 18 13
Profitability (%) 45.614 37.931 53.5714 45.614 37.931 53.5714
Ratio Avg Win / Avg Loss 3.1112 4.6285 1.9338 1.9689 2.5685 1.5477
Largest Winning Trade 304920 304920 50771 1148549 1148549 820224
Largest Losing Trade -31202 -29171 -31202 -716920 -510626 -716920
Avg Bars in Trades 76 84 68 76 84 68
Avg Bars in Winners 96 114 83 96 114 83
Avg Bars in Losers 59 65 51 59 65 51
Bars Traded 4367 2437 1930 4367 2437 1930
Profit Streak 134.7829 134.7829 334.7829 134.7829 134.7829 334.7829
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166033 347013 -80854 -169441 -17383 -41981
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4609,
    "evaluation_days": 2304.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760251642382,
    "expiration_time": 1766200464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 61,
            "offset": 0,
            "a": 0.86325
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 16,
            "offset": 0,
            "a": 0.67384
        }
    }
}
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": [
        [
            783925.4150515049,
            563848.3589199969,
            220077.0561315076,
            3681560.9012986035,
            2002776.8501450499,
            1678784.0511535527
        ],
        [
            783.925415,
            563.848359,
            220.077056,
            3681.560901,
            2002.77685,
            1678.784051
        ],
        [
            0.340172,
            0.244673,
            0.095499,
            0.15776,
            0.132257,
            0.124986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97449,
            -97429,
            -65692,
            -1995297,
            -1222741,
            -1122594
        ],
        [
            2.609394,
            2.828545,
            2.231307,
            1.651356,
            1.569663,
            1.78579
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            45.614035,
            37.931034,
            53.571429,
            45.614035,
            37.931034,
            53.571429
        ],
        [
            3.1112,
            4.628528,
            1.933799,
            1.968924,
            2.56854,
            1.547685
        ],
        [
            304920,
            304920,
            50771,
            1148549,
            1148549,
            820224
        ],
        [
            -31202,
            -29171,
            -31202,
            -716920,
            -510626,
            -716920
        ],
        [
            76,
            84,
            68,
            76,
            84,
            68
        ],
        [
            96,
            114,
            83,
            96,
            114,
            83
        ],
        [
            59,
            65,
            51,
            59,
            65,
            51
        ],
        [
            4367,
            2437,
            1930,
            4367,
            2437,
            1930
        ],
        [
            134.782898,
            134.782898,
            334.782898,
            134.782898,
            134.782898,
            334.782898
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166033,
            347013,
            -80854,
            -169441,
            -17383,
            -41981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4609,
    "evaluation_days": 2304.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760251642382,
    "expiration_time": 1766200464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 61,
            "offset": 0,
            "a": 0.86325
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 16,
            "offset": 0,
            "a": 0.67384
        }
    }
}

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)