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Trade: ALGO/USDT/120/BBL/SUPERTREND/4605

Strategy
ALGO/USDT/120/BBL/SUPERTREND/4605
Pair
ALGO_USDT
Interval
2h
Score
402543
Daily Profit
0.197249
Profit Factor
1.570609
Profitability
53.900709
Streak
169.470385
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 04:17
Expiration Time
2025-12-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410934.535 390875.6244 20058.9106 -10510.7481 11608.936 -22119.684
Total P&L (%) 410.9345 390.8756 20.0589 -10.5107 11.6089 -22.1197
Avg Daily Profit (%) 0.1972 0.1876 0.0096 -0.0053 0.0053 -0.012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179422 -192795 -56007 -321563 -289974 -75508
Profit Factor 1.5706 1.7134 1.1165 0.9881 1.017 0.8909
Total Trades 141 70 71 141 70 71
Winning Trades 76 38 38 76 38 38
Losing Trades 65 32 33 65 32 33
Profitability (%) 53.9007 54.2857 53.5211 53.9007 54.2857 53.5211
Ratio Avg Win / Avg Loss 1.3433 1.4428 0.9696 0.8451 0.8564 0.7737
Largest Winning Trade 246587 246587 17057 182121 182121 16589
Largest Losing Trade -67869 -67869 -16051 -113665 -113665 -28680
Avg Bars in Trades 173 330 18 173 330 18
Avg Bars in Winners 172 323 20 172 323 20
Avg Bars in Losers 174 338 16 174 338 16
Bars Traded 24467 23130 1337 24467 23130 1337
Profit Streak 169.4704 169.7204 169.4704 169.4704 169.7204 169.4704
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402543 -83392 -366262 -578931 -598064 -666143
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1580983200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972641305,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 2.93234
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 4.37477
        }
    }
}
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": [
        [
            410934.5349950398,
            390875.6243682936,
            20058.9106267462,
            -10510.7480521382,
            11608.9359803169,
            -22119.6840324551
        ],
        [
            410.934535,
            390.875624,
            20.058911,
            -10.510748,
            11.608936,
            -22.119684
        ],
        [
            0.197249,
            0.187621,
            0.009628,
            -0.00533,
            0.005272,
            -0.011999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179422,
            -192795,
            -56007,
            -321563,
            -289974,
            -75508
        ],
        [
            1.570609,
            1.713353,
            1.116468,
            0.988145,
            1.016975,
            0.890902
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            53.900709,
            54.285714,
            53.521127,
            53.900709,
            54.285714,
            53.521127
        ],
        [
            1.343284,
            1.442824,
            0.969564,
            0.845124,
            0.8564,
            0.773678
        ],
        [
            246587,
            246587,
            17057,
            182121,
            182121,
            16589
        ],
        [
            -67869,
            -67869,
            -16051,
            -113665,
            -113665,
            -28680
        ],
        [
            173,
            330,
            18,
            173,
            330,
            18
        ],
        [
            172,
            323,
            20,
            172,
            323,
            20
        ],
        [
            174,
            338,
            16,
            174,
            338,
            16
        ],
        [
            24467,
            23130,
            1337,
            24467,
            23130,
            1337
        ],
        [
            169.470385,
            169.720385,
            169.470385,
            169.470385,
            169.720385,
            169.470385
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402543,
            -83392,
            -366262,
            -578931,
            -598064,
            -666143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1580983200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972641305,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 2.93234
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 4.37477
        }
    }
}

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)