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Trade: ALGO/USDT/720/VWAP/HLC3/3951

Strategy
ALGO/USDT/720/VWAP/HLC3/3951
Pair
ALGO_USDT
Interval
12h
Score
542966
Daily Profit
0.533911
Profit Factor
2.704012
Profitability
44.654088
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-28 00:31
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 1221054.6228 924675.304 296379.3188 -1465807.8545 -9943198.5069 8477390.6524
Total P&L (%) 1221.0546 924.6753 296.3793 -1465.8079 -9943.1985 8477.3907
Avg Daily Profit (%) 0.5339 0.4043 0.1296 0 0 0.1948
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206621 -121532 -113115 -58228350 -38599854 -28811251
Profit Factor 2.704 3.5036 1.8535 0.9876 0.8433 1.1558
Total Trades 159 79 80 159 79 80
Winning Trades 71 33 38 79 38 41
Losing Trades 88 46 42 80 41 39
Profitability (%) 44.6541 41.7722 47.5 49.6855 48.1013 51.25
Ratio Avg Win / Avg Loss 3.3515 4.8838 2.0486 1.0001 0.9098 1.0994
Largest Winning Trade 528890 528890 63858 15183214 11428834 15183214
Largest Losing Trade -103327 -36327 -103327 -22800706 -10539419 -22800706
Avg Bars in Trades 28 25 31 28 25 31
Avg Bars in Winners 37 33 40 35 29 40
Avg Bars in Losers 21 20 23 22 22 22
Bars Traded 4560 2050 2510 4560 2050 2510
Profit Streak 0 12.397 0 9.897 0 12.897
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542966 -12781 -36928 -577458 -608196 -59386
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008700302,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            1221054.6227522283,
            924675.3039868405,
            296379.3187653893,
            -1465807.854517574,
            -9943198.506889494,
            8477390.652371906
        ],
        [
            1221.054623,
            924.675304,
            296.379319,
            -1465.807855,
            -9943.198507,
            8477.390652
        ],
        [
            0.533911,
            0.404318,
            0.129593,
            0,
            0,
            0.194843
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206621,
            -121532,
            -113115,
            -58228350,
            -38599854,
            -28811251
        ],
        [
            2.704012,
            3.503602,
            1.853533,
            0.987563,
            0.843262,
            1.155784
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            71,
            33,
            38,
            79,
            38,
            41
        ],
        [
            88,
            46,
            42,
            80,
            41,
            39
        ],
        [
            44.654088,
            41.772152,
            47.5,
            49.685535,
            48.101266,
            51.25
        ],
        [
            3.351451,
            4.883808,
            2.048641,
            1.000064,
            0.909836,
            1.099404
        ],
        [
            528890,
            528890,
            63858,
            15183214,
            11428834,
            15183214
        ],
        [
            -103327,
            -36327,
            -103327,
            -22800706,
            -10539419,
            -22800706
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            37,
            33,
            40,
            35,
            29,
            40
        ],
        [
            21,
            20,
            23,
            22,
            22,
            22
        ],
        [
            4560,
            2050,
            2510,
            4560,
            2050,
            2510
        ],
        [
            0,
            12.396994,
            0,
            9.896994,
            0,
            12.896994
        ],
        [
            0,
            1,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542966,
            -12781,
            -36928,
            -577458,
            -608196,
            -59386
        ]
    ]
}
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": 1561161600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008700302,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)