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Trade: ALGO/USDT/3/SSF/KCL/5925

Strategy
ALGO/USDT/3/SSF/KCL/5925
Pair
ALGO_USDT
Interval
3m
Score
431852
Daily Profit
0.758108
Profit Factor
1.510074
Profitability
55.303030
Streak
11.171566
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-08 19:19
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 39482.2471 8371.3877 31110.8594 44166.1577 6594.6898 37571.4679
Total P&L (%) 39.4822 8.3714 31.1109 44.1662 6.5947 37.5715
Avg Daily Profit (%) 0.7581 0.1607 0.5974 0.7048 0.1227 0.6143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17567 -14863 -8506 -27909 -22850 -13866
Profit Factor 1.5101 1.2392 1.7337 1.4219 1.1367 1.6656
Total Trades 132 66 66 132 66 66
Winning Trades 73 32 41 73 32 41
Losing Trades 59 34 25 59 34 25
Profitability (%) 55.303 48.4848 62.1212 55.303 48.4848 62.1212
Ratio Avg Win / Avg Loss 1.2205 1.3166 1.0571 1.1492 1.2078 1.0156
Largest Winning Trade 9293 9293 6097 9619 9619 7664
Largest Losing Trade -6848 -6848 -5494 -8733 -8733 -7194
Avg Bars in Trades 183 103 263 183 103 263
Avg Bars in Winners 143 78 193 143 78 193
Avg Bars in Losers 232 126 377 232 126 377
Bars Traded 24194 6808 17386 24194 6808 17386
Profit Streak 11.1716 11.1716 11.2591 11.1716 11.1716 11.2591
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431852 -284968 -113394 411055 -391298 -112806
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754586900000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759940343324,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            39482.2471154008,
            8371.3877207831,
            31110.8593946176,
            44166.1576515074,
            6594.6897535439,
            37571.4678979634
        ],
        [
            39.482247,
            8.371388,
            31.110859,
            44.166158,
            6.59469,
            37.571468
        ],
        [
            0.758108,
            0.160741,
            0.597367,
            0.704846,
            0.122701,
            0.614347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17567,
            -14863,
            -8506,
            -27909,
            -22850,
            -13866
        ],
        [
            1.510074,
            1.239176,
            1.733677,
            1.421902,
            1.136727,
            1.665562
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            55.30303,
            48.484848,
            62.121212,
            55.30303,
            48.484848,
            62.121212
        ],
        [
            1.22047,
            1.316624,
            1.05712,
            1.149209,
            1.207772,
            1.015587
        ],
        [
            9293,
            9293,
            6097,
            9619,
            9619,
            7664
        ],
        [
            -6848,
            -6848,
            -5494,
            -8733,
            -8733,
            -7194
        ],
        [
            183,
            103,
            263,
            183,
            103,
            263
        ],
        [
            143,
            78,
            193,
            143,
            78,
            193
        ],
        [
            232,
            126,
            377,
            232,
            126,
            377
        ],
        [
            24194,
            6808,
            17386,
            24194,
            6808,
            17386
        ],
        [
            11.171566,
            11.171566,
            11.259066,
            11.171566,
            11.171566,
            11.259066
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431852,
            -284968,
            -113394,
            411055,
            -391298,
            -112806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754586900000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759940343324,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)