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Trade: ALGO/USDT/120/BBL/DEMA/8549

Strategy
ALGO/USDT/120/BBL/DEMA/8549
Pair
ALGO_USDT
Interval
2h
Score
408030
Daily Profit
0.251488
Profit Factor
1.770563
Profitability
46.327684
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 20:31
Expiration Time
2025-12-18 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523932.3325 510093.9781 13838.3544 92797.3832 222958.454 -130161.0708
Total P&L (%) 523.9323 510.094 13.8384 92.7974 222.9585 -130.1611
Avg Daily Profit (%) 0.2515 0.2448 0.0066 0.0315 0.0563 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229758 -226954 -31954 -1096527 -929988 -230442
Profit Factor 1.7706 1.9593 1.0934 1.0422 1.131 0.7373
Total Trades 177 88 89 177 88 89
Winning Trades 82 37 45 82 37 45
Losing Trades 95 51 44 95 51 44
Profitability (%) 46.3277 42.0455 50.5618 46.3277 42.0455 50.5618
Ratio Avg Win / Avg Loss 2.0513 2.7007 1.0691 1.2075 1.5589 0.7209
Largest Winning Trade 311715 311715 18739 879057 879057 43884
Largest Losing Trade -37105 -37105 -22074 -328183 -328183 -74824
Avg Bars in Trades 137 268 7 137 268 7
Avg Bars in Winners 178 384 8 178 384 8
Avg Bars in Losers 102 184 6 102 184 6
Bars Traded 24334 23661 673 24334 23661 673
Profit Streak 0 4.5634 0 0 4.5634 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408030 325322 -348094 -325366 -196196 -580743
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580047200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599075739,
    "expiration_time": 1766073600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 2.52847
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 73,
            "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": [
        [
            523932.3325392239,
            510093.9781017106,
            13838.3544375137,
            92797.383194333,
            222958.4540312043,
            -130161.0708368711
        ],
        [
            523.932333,
            510.093978,
            13.838354,
            92.797383,
            222.958454,
            -130.161071
        ],
        [
            0.251488,
            0.244846,
            0.006642,
            0.031516,
            0.056289,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229758,
            -226954,
            -31954,
            -1096527,
            -929988,
            -230442
        ],
        [
            1.770563,
            1.959308,
            1.093374,
            1.042224,
            1.130982,
            0.737321
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            46.327684,
            42.045455,
            50.561798,
            46.327684,
            42.045455,
            50.561798
        ],
        [
            2.051262,
            2.700668,
            1.069077,
            1.207455,
            1.558921,
            0.720936
        ],
        [
            311715,
            311715,
            18739,
            879057,
            879057,
            43884
        ],
        [
            -37105,
            -37105,
            -22074,
            -328183,
            -328183,
            -74824
        ],
        [
            137,
            268,
            7,
            137,
            268,
            7
        ],
        [
            178,
            384,
            8,
            178,
            384,
            8
        ],
        [
            102,
            184,
            6,
            102,
            184,
            6
        ],
        [
            24334,
            23661,
            673,
            24334,
            23661,
            673
        ],
        [
            0,
            4.563377,
            0,
            0,
            4.563377,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408030,
            325322,
            -348094,
            -325366,
            -196196,
            -580743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580047200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599075739,
    "expiration_time": 1766073600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 2.52847
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 73,
            "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)