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Trade: ALGO/USDT/120/SMA/MIDPRICE/5283

Strategy
ALGO/USDT/120/SMA/MIDPRICE/5283
Pair
ALGO_USDT
Interval
2h
Score
311968
Daily Profit
0.169534
Profit Factor
1.238677
Profitability
44.444444
Streak
12.068788
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-04 10:39
Expiration Time
2025-12-18 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353125.5544 325904.6371 27220.9174 17880.9324 -41454.0917 59335.0241
Total P&L (%) 353.1256 325.9046 27.2209 17.8809 -41.4541 59.335
Avg Daily Profit (%) 0.1695 0.1565 0.0131 0.0079 -0.0257 0.0224
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159222 -186168 -136614 -676027 -860389 -391400
Profit Factor 1.2387 1.419 1.0388 1.004 0.9829 1.0294
Total Trades 387 193 194 387 193 194
Winning Trades 172 82 90 172 82 90
Losing Trades 215 111 104 215 111 104
Profitability (%) 44.4444 42.487 46.3918 44.4444 42.487 46.3918
Ratio Avg Win / Avg Loss 1.5483 1.9208 1.2004 1.255 1.3305 1.1896
Largest Winning Trade 129508 129508 48243 268809 268809 139785
Largest Losing Trade -40295 -37225 -40295 -184540 -184540 -167272
Avg Bars in Trades 63 76 50 63 76 50
Avg Bars in Winners 74 84 64 74 84 64
Avg Bars in Losers 55 70 38 55 70 38
Bars Traded 24572 14748 9824 24572 14748 9824
Profit Streak 12.0688 0 51.3188 12.0688 0 51.3188
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311968 241352 -356120 -406186 -581578 -351365
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580839200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759563543294,
    "expiration_time": 1766036304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 183,
            "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": [
        [
            353125.554441753,
            325904.6370542487,
            27220.9173875041,
            17880.9323986712,
            -41454.0917321633,
            59335.0241308342
        ],
        [
            353.125554,
            325.904637,
            27.220917,
            17.880932,
            -41.454092,
            59.335024
        ],
        [
            0.169534,
            0.156465,
            0.013069,
            0.007898,
            -0.025699,
            0.022367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159222,
            -186168,
            -136614,
            -676027,
            -860389,
            -391400
        ],
        [
            1.238677,
            1.418965,
            1.038796,
            1.00403,
            0.982882,
            1.029442
        ],
        [
            387,
            193,
            194,
            387,
            193,
            194
        ],
        [
            172,
            82,
            90,
            172,
            82,
            90
        ],
        [
            215,
            111,
            104,
            215,
            111,
            104
        ],
        [
            44.444444,
            42.487047,
            46.391753,
            44.444444,
            42.487047,
            46.391753
        ],
        [
            1.548346,
            1.920794,
            1.200387,
            1.255037,
            1.330487,
            1.189577
        ],
        [
            129508,
            129508,
            48243,
            268809,
            268809,
            139785
        ],
        [
            -40295,
            -37225,
            -40295,
            -184540,
            -184540,
            -167272
        ],
        [
            63,
            76,
            50,
            63,
            76,
            50
        ],
        [
            74,
            84,
            64,
            74,
            84,
            64
        ],
        [
            55,
            70,
            38,
            55,
            70,
            38
        ],
        [
            24572,
            14748,
            9824,
            24572,
            14748,
            9824
        ],
        [
            12.068788,
            0,
            51.318788,
            12.068788,
            0,
            51.318788
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311968,
            241352,
            -356120,
            -406186,
            -581578,
            -351365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580839200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759563543294,
    "expiration_time": 1766036304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 183,
            "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)