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Trade: ALGO/USDT/120/MIDPOINT/RMA/9269

Strategy
ALGO/USDT/120/MIDPOINT/RMA/9269
Pair
ALGO_USDT
Interval
2h
Score
348824
Daily Profit
0.239491
Profit Factor
1.738717
Profitability
44.776119
Streak
9.581739
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-09-29 08:57
Expiration Time
2025-12-13 05:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482813.8529 498819.3705 -16005.5176 -8418.8477 313240.6142 -321659.4619
Total P&L (%) 482.8139 498.8194 -16.0055 -8.4188 313.2406 -321.6595
Avg Daily Profit (%) 0.2318 0.2395 -0.0077 -0.0042 0.0681 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -261431 -202511 -231545 -406303 -253939 -496602
Profit Factor 1.3763 1.7387 0.9737 0.9952 1.3476 0.6283
Total Trades 267 134 133 267 134 133
Winning Trades 116 60 56 116 60 56
Losing Trades 151 74 77 151 74 77
Profitability (%) 43.4457 44.7761 42.1053 43.4457 44.7761 42.1053
Ratio Avg Win / Avg Loss 1.7916 2.1444 1.3388 1.2955 1.662 0.864
Largest Winning Trade 296129 296129 67171 299110 299110 104649
Largest Losing Trade -47462 -47462 -28115 -182911 -182911 -77672
Avg Bars in Trades 92 79 105 92 79 105
Avg Bars in Winners 117 90 145 117 90 145
Avg Bars in Losers 73 70 75 73 70 75
Bars Traded 24687 10699 13988 24687 10699 13988
Profit Streak 9.5817 9.5817 10.2484 9.5817 9.5817 10.2484
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342374 348824 -581725 -579155 -102025 -583392
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580515200000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759125462233,
    "expiration_time": 1765596844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "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": [
        [
            482813.8529227856,
            498819.3704764869,
            -16005.5175537019,
            -8418.847746506,
            313240.6141686987,
            -321659.4619152043
        ],
        [
            482.813853,
            498.81937,
            -16.005518,
            -8.418848,
            313.240614,
            -321.659462
        ],
        [
            0.231807,
            0.239491,
            -0.007685,
            -0.004222,
            0.068145,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -261431,
            -202511,
            -231545,
            -406303,
            -253939,
            -496602
        ],
        [
            1.376334,
            1.738717,
            0.973662,
            0.995235,
            1.347567,
            0.628333
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            151,
            74,
            77,
            151,
            74,
            77
        ],
        [
            43.445693,
            44.776119,
            42.105263,
            43.445693,
            44.776119,
            42.105263
        ],
        [
            1.791607,
            2.144417,
            1.338785,
            1.295521,
            1.661999,
            0.863957
        ],
        [
            296129,
            296129,
            67171,
            299110,
            299110,
            104649
        ],
        [
            -47462,
            -47462,
            -28115,
            -182911,
            -182911,
            -77672
        ],
        [
            92,
            79,
            105,
            92,
            79,
            105
        ],
        [
            117,
            90,
            145,
            117,
            90,
            145
        ],
        [
            73,
            70,
            75,
            73,
            70,
            75
        ],
        [
            24687,
            10699,
            13988,
            24687,
            10699,
            13988
        ],
        [
            9.581739,
            9.581739,
            10.248405,
            9.581739,
            9.581739,
            10.248405
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342374,
            348824,
            -581725,
            -579155,
            -102025,
            -583392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580515200000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759125462233,
    "expiration_time": 1765596844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "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)