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Trade: ALGO/USDT/240/MIDPOINT/KCU/8302

Strategy
ALGO/USDT/240/MIDPOINT/KCU/8302
Pair
ALGO_USDT
Interval
4h
Score
468801
Daily Profit
0.261361
Profit Factor
1.914841
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2302.000000
Evaluation Time
2025-10-10 11:00
Expiration Time
2025-12-18 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 601653.4246 526449.7574 75203.6672 97968.6859 120825.9494 -22857.2634
Total P&L (%) 601.6534 526.4498 75.2037 97.9687 120.8259 -22.8573
Avg Daily Profit (%) 0.2614 0.2287 0.0327 0.0297 0.0344 -0.0113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227938 -225671 -30883 -329368 -261516 -91448
Profit Factor 1.9148 1.9508 1.7233 1.11 1.17 0.8728
Total Trades 88 44 44 88 44 44
Winning Trades 48 20 28 48 20 28
Losing Trades 40 24 16 40 24 16
Profitability (%) 54.5455 45.4545 63.6364 54.5455 45.4545 63.6364
Ratio Avg Win / Avg Loss 1.5957 2.341 0.9847 0.925 1.404 0.4987
Largest Winning Trade 370384 370384 23047 220719 220719 25813
Largest Losing Trade -57483 -57483 -23663 -152200 -152200 -82077
Avg Bars in Trades 148 276 21 148 276 21
Avg Bars in Winners 111 241 17 111 241 17
Avg Bars in Losers 194 305 27 194 305 27
Bars Traded 13109 12174 935 13109 12174 935
Profit Streak 0 112.5006 0 0 112.5006 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468801 390310 -146655 -253566 -181542 -578674
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563681600000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760083249295,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 167,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            601653.4245896904,
            526449.7573833817,
            75203.6672063087,
            97968.6859093469,
            120825.9493540854,
            -22857.2634447385
        ],
        [
            601.653425,
            526.449757,
            75.203667,
            97.968686,
            120.825949,
            -22.857263
        ],
        [
            0.261361,
            0.228692,
            0.032669,
            0.029672,
            0.03442,
            -0.011273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227938,
            -225671,
            -30883,
            -329368,
            -261516,
            -91448
        ],
        [
            1.914841,
            1.950818,
            1.723264,
            1.110043,
            1.17004,
            0.872803
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            54.545455,
            45.454545,
            63.636364,
            54.545455,
            45.454545,
            63.636364
        ],
        [
            1.595701,
            2.340982,
            0.984722,
            0.925036,
            1.404048,
            0.498745
        ],
        [
            370384,
            370384,
            23047,
            220719,
            220719,
            25813
        ],
        [
            -57483,
            -57483,
            -23663,
            -152200,
            -152200,
            -82077
        ],
        [
            148,
            276,
            21,
            148,
            276,
            21
        ],
        [
            111,
            241,
            17,
            111,
            241,
            17
        ],
        [
            194,
            305,
            27,
            194,
            305,
            27
        ],
        [
            13109,
            12174,
            935,
            13109,
            12174,
            935
        ],
        [
            0,
            112.50057,
            0,
            0,
            112.500571,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468801,
            390310,
            -146655,
            -253566,
            -181542,
            -578674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563681600000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760083249295,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 167,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)