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Trade: ALGO/USDT/15/MIDPOINT/DCL/3327

Strategy
ALGO/USDT/15/MIDPOINT/DCL/3327
Pair
ALGO_USDT
Interval
15m
Score
344966
Daily Profit
0.450447
Profit Factor
1.513394
Profitability
44.585987
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 01:53
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117305.2991 50211.8427 67093.4564 153942.9954 51782.4543 102160.5411
Total P&L (%) 117.3053 50.2118 67.0935 153.943 51.7825 102.1605
Avg Daily Profit (%) 0.4504 0.1928 0.2576 0.3585 0.1604 0.2707
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52723 -35900 -32507 -101625 -78885 -56392
Profit Factor 1.5134 1.4627 1.5593 1.3405 1.2361 1.4388
Total Trades 157 79 78 157 79 78
Winning Trades 70 36 34 70 36 34
Losing Trades 87 43 44 87 43 44
Profitability (%) 44.586 45.5696 43.5897 44.586 45.5696 43.5897
Ratio Avg Win / Avg Loss 1.8809 1.7471 2.0179 1.666 1.4765 1.862
Largest Winning Trade 34671 34671 23079 58524 58524 31630
Largest Losing Trade -10438 -10438 -9939 -21678 -21678 -18479
Avg Bars in Trades 153 82 225 153 82 225
Avg Bars in Winners 226 103 355 226 103 355
Avg Bars in Losers 95 64 124 95 64 124
Bars Traded 24101 6521 17581 24101 6521 17581
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344966 -21646 -27647 278637 -24315 -28078

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736442000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758927237298,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 37,
            "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": [
        [
            117305.2990859682,
            50211.8427209917,
            67093.4563649766,
            153942.9953700361,
            51782.4542529077,
            102160.5411171285
        ],
        [
            117.305299,
            50.211843,
            67.093456,
            153.942995,
            51.782454,
            102.160541
        ],
        [
            0.450447,
            0.192811,
            0.257636,
            0.358501,
            0.160361,
            0.270657
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52723,
            -35900,
            -32507,
            -101625,
            -78885,
            -56392
        ],
        [
            1.513394,
            1.462688,
            1.559262,
            1.340495,
            1.236139,
            1.438782
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            44.585987,
            45.56962,
            43.589744,
            44.585987,
            45.56962,
            43.589744
        ],
        [
            1.880933,
            1.747099,
            2.017869,
            1.666044,
            1.476499,
            1.861953
        ],
        [
            34671,
            34671,
            23079,
            58524,
            58524,
            31630
        ],
        [
            -10438,
            -10438,
            -9939,
            -21678,
            -21678,
            -18479
        ],
        [
            153,
            82,
            225,
            153,
            82,
            225
        ],
        [
            226,
            103,
            355,
            226,
            103,
            355
        ],
        [
            95,
            64,
            124,
            95,
            64,
            124
        ],
        [
            24101,
            6521,
            17581,
            24101,
            6521,
            17581
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344966,
            -21646,
            -27647,
            278637,
            -24315,
            -28078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736442000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758927237298,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 37,
            "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)