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Trade: ALGO/USDT/360/MIDPOINT/KCU/8669

Strategy
ALGO/USDT/360/MIDPOINT/KCU/8669
Pair
ALGO_USDT
Interval
6h
Score
312396
Daily Profit
0.160213
Profit Factor
1.956353
Profitability
40.540541
Streak
242.010453
Best Strategy
Training Data Length
2298.750000
Evaluation Time
2025-10-06 21:15
Expiration Time
2025-12-14 13:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347894.3756 368289.7651 -20395.3895 -42867.9466 86922.2035 -129790.1501
Total P&L (%) 347.8944 368.2898 -20.3954 -42.8679 86.9222 -129.7902
Avg Daily Profit (%) 0.1513 0.1602 -0.0089 -0.0244 0.0272 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146421 -173680 -93318 -215204 -130008 -141231
Profit Factor 1.5385 1.9564 0.9218 0.9248 1.2694 0.4751
Total Trades 73 37 36 73 37 36
Winning Trades 30 15 15 30 15 15
Losing Trades 43 22 21 43 22 21
Profitability (%) 41.0959 40.5405 41.6667 41.0959 40.5405 41.6667
Ratio Avg Win / Avg Loss 2.2052 2.8693 1.2906 1.3255 1.8618 0.6651
Largest Winning Trade 262583 262583 44710 175896 175896 17250
Largest Losing Trade -45470 -45470 -37363 -75484 -62922 -75484
Avg Bars in Trades 117 131 103 117 131 103
Avg Bars in Winners 153 189 118 153 189 118
Avg Bars in Losers 92 92 92 92 92 92
Bars Traded 8600 4874 3725 8600 4874 3725
Profit Streak 88.0105 242.0105 88.0105 88.0105 242.0105 88.0105
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68520 312396 -581795 -657489 -157830 -583462
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9195,
    "evaluation_days": 2298.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565157600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774503107,
    "expiration_time": 1765710360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "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": [
        [
            347894.3756295472,
            368289.7650993473,
            -20395.3894698001,
            -42867.9465835765,
            86922.2035337879,
            -129790.1501173644
        ],
        [
            347.894376,
            368.289765,
            -20.395389,
            -42.867947,
            86.922204,
            -129.79015
        ],
        [
            0.151341,
            0.160213,
            -0.008872,
            -0.02435,
            0.027215,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146421,
            -173680,
            -93318,
            -215204,
            -130008,
            -141231
        ],
        [
            1.538485,
            1.956353,
            0.921846,
            0.924776,
            1.269426,
            0.475071
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            41.09589,
            40.540541,
            41.666667,
            41.09589,
            40.540541,
            41.666667
        ],
        [
            2.205162,
            2.869318,
            1.290584,
            1.325513,
            1.861825,
            0.665099
        ],
        [
            262583,
            262583,
            44710,
            175896,
            175896,
            17250
        ],
        [
            -45470,
            -45470,
            -37363,
            -75484,
            -62922,
            -75484
        ],
        [
            117,
            131,
            103,
            117,
            131,
            103
        ],
        [
            153,
            189,
            118,
            153,
            189,
            118
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            8600,
            4874,
            3725,
            8600,
            4874,
            3725
        ],
        [
            88.010452,
            242.010453,
            88.010453,
            88.010453,
            242.010453,
            88.010453
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68520,
            312396,
            -581795,
            -657489,
            -157830,
            -583462
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9195,
    "evaluation_days": 2298.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565157600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774503107,
    "expiration_time": 1765710360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "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)