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Trade: ALGO/USDT/240/SMA/HLC3/8394

Strategy
ALGO/USDT/240/SMA/HLC3/8394
Pair
ALGO_USDT
Interval
4h
Score
307370
Daily Profit
0.201306
Profit Factor
1.415613
Profitability
41.888620
Streak
0.000000
Best Strategy
Training Data Length
2300.330000
Evaluation Time
2025-10-08 17:54
Expiration Time
2025-12-16 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463069.8742 378068.9366 85000.9376 138576.0181 301539.6802 -162963.6621
Total P&L (%) 463.0699 378.0689 85.0009 138.576 301.5397 -162.9637
Avg Daily Profit (%) 0.2013 0.1644 0.037 0.0378 0.0605 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93486 -121154 -139700 -374182 -174523 -303989
Profit Factor 1.4156 1.6541 1.1585 1.0679 1.3043 0.8446
Total Trades 413 207 206 413 207 206
Winning Trades 173 88 85 173 88 85
Losing Trades 240 119 121 240 119 121
Profitability (%) 41.8886 42.5121 41.2621 41.8886 42.5121 41.2621
Ratio Avg Win / Avg Loss 1.9639 2.2368 1.6492 1.4815 1.7638 1.2023
Largest Winning Trade 185361 185361 62267 382189 382189 75089
Largest Losing Trade -26842 -16568 -26842 -164482 -58112 -164482
Avg Bars in Trades 32 28 37 32 28 37
Avg Bars in Winners 50 40 61 50 40 61
Avg Bars in Losers 19 19 20 19 19 20
Bars Traded 13544 5808 7736 13544 5808 7736
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 307370 300349 -191457 -289185 -113091 -581986
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13802,
    "evaluation_days": 2300.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563940800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759935255471,
    "expiration_time": 1765887264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 5
        }
    }
}
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": [
        [
            463069.8742491594,
            378068.936627285,
            85000.937621874,
            138576.0181409787,
            301539.6802498585,
            -162963.6621088797
        ],
        [
            463.069874,
            378.068937,
            85.000938,
            138.576018,
            301.53968,
            -162.963662
        ],
        [
            0.201306,
            0.164354,
            0.036952,
            0.037807,
            0.06045,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93486,
            -121154,
            -139700,
            -374182,
            -174523,
            -303989
        ],
        [
            1.415613,
            1.654137,
            1.158519,
            1.06794,
            1.304295,
            0.844611
        ],
        [
            413,
            207,
            206,
            413,
            207,
            206
        ],
        [
            173,
            88,
            85,
            173,
            88,
            85
        ],
        [
            240,
            119,
            121,
            240,
            119,
            121
        ],
        [
            41.88862,
            42.512077,
            41.262136,
            41.88862,
            42.512077,
            41.262136
        ],
        [
            1.963856,
            2.236845,
            1.649186,
            1.481535,
            1.763762,
            1.202328
        ],
        [
            185361,
            185361,
            62267,
            382189,
            382189,
            75089
        ],
        [
            -26842,
            -16568,
            -26842,
            -164482,
            -58112,
            -164482
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            50,
            40,
            61,
            50,
            40,
            61
        ],
        [
            19,
            19,
            20,
            19,
            19,
            20
        ],
        [
            13544,
            5808,
            7736,
            13544,
            5808,
            7736
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307370,
            300349,
            -191457,
            -289185,
            -113091,
            -581986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13802,
    "evaluation_days": 2300.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563940800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759935255471,
    "expiration_time": 1765887264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 5
        }
    }
}

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)