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Trade: ALGO/USDT/120/T3/MIDPOINT/7601

Strategy
ALGO/USDT/120/T3/MIDPOINT/7601
Pair
ALGO_USDT
Interval
2h
Score
399519
Daily Profit
0.245918
Profit Factor
2.997234
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 21:29
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 696913.7448 512124.0076 184789.7373 3964853.2477 2568039.6601 1396813.5876
Total P&L (%) 696.9137 512.124 184.7897 3964.8532 2568.0397 1396.8136
Avg Daily Profit (%) 0.3347 0.2459 0.0887 0.1781 0.1578 0.13
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94570 -122042 -61556 -1985860 -1802222 -1951694
Profit Factor 2.6313 2.9972 2.0819 1.5053 1.5542 1.4347
Total Trades 76 38 38 76 38 38
Winning Trades 34 16 18 34 16 18
Losing Trades 42 22 20 42 22 20
Profitability (%) 44.7368 42.1053 47.3684 44.7368 42.1053 47.3684
Ratio Avg Win / Avg Loss 3.2504 4.1212 2.3133 1.8595 2.1371 1.5941
Largest Winning Trade 197940 197940 50592 2331565 2331565 836843
Largest Losing Trade -34636 -33827 -34636 -1371257 -614603 -1371257
Avg Bars in Trades 319 294 343 319 294 343
Avg Bars in Winners 501 479 521 501 479 521
Avg Bars in Losers 171 160 184 171 160 184
Bars Traded 24269 11206 13063 24269 11206 13063
Profit Streak 0 0 42.1874 0 0 42.1874
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41617 399519 -70993 -45524 265271 -17469

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579939200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758911388499,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.18284
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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": [
        [
            696913.7448093531,
            512124.0075528751,
            184789.7372564785,
            3964853.247749052,
            2568039.6601045644,
            1396813.587644489
        ],
        [
            696.913745,
            512.124008,
            184.789737,
            3964.853248,
            2568.03966,
            1396.813588
        ],
        [
            0.334652,
            0.245918,
            0.088735,
            0.178068,
            0.157816,
            0.130021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94570,
            -122042,
            -61556,
            -1985860,
            -1802222,
            -1951694
        ],
        [
            2.631313,
            2.997234,
            2.081947,
            1.505282,
            1.554234,
            1.434695
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            44.736842,
            42.105263,
            47.368421,
            44.736842,
            42.105263,
            47.368421
        ],
        [
            3.250445,
            4.121196,
            2.313275,
            1.859465,
            2.137071,
            1.594105
        ],
        [
            197940,
            197940,
            50592,
            2331565,
            2331565,
            836843
        ],
        [
            -34636,
            -33827,
            -34636,
            -1371257,
            -614603,
            -1371257
        ],
        [
            319,
            294,
            343,
            319,
            294,
            343
        ],
        [
            501,
            479,
            521,
            501,
            479,
            521
        ],
        [
            171,
            160,
            184,
            171,
            160,
            184
        ],
        [
            24269,
            11206,
            13063,
            24269,
            11206,
            13063
        ],
        [
            0,
            0,
            42.187367,
            0,
            0,
            42.187367
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
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            1.45,
            0.8,
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            1.45
        ],
        [
            -41617,
            399519,
            -70993,
            -45524,
            265271,
            -17469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579939200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758911388499,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.18284
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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)