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Trade: ALGO/USDT/360/MIDPRICE/SUPERTREND/1786

Strategy
ALGO/USDT/360/MIDPRICE/SUPERTREND/1786
Pair
ALGO_USDT
Interval
6h
Score
325054
Daily Profit
0.191306
Profit Factor
1.572805
Profitability
45.600000
Streak
0.000000
Best Strategy
Training Data Length
2297.750000
Evaluation Time
2025-10-05 21:07
Expiration Time
2025-12-13 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439573.9068 387172.5039 52401.4029 206913.4169 281380.4827 -74467.0658
Total P&L (%) 439.5739 387.1725 52.4014 206.9134 281.3805 -74.4671
Avg Daily Profit (%) 0.1913 0.1685 0.0228 0.0488 0.0583 -0.0594
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131406 -112273 -101054 -900630 -753928 -562889
Profit Factor 1.5728 2.0233 1.1347 1.059 1.1611 0.9577
Total Trades 125 63 62 125 63 62
Winning Trades 57 27 30 57 27 30
Losing Trades 68 36 32 68 36 32
Profitability (%) 45.6 42.8571 48.3871 45.6 42.8571 48.3871
Ratio Avg Win / Avg Loss 1.8763 2.6978 1.2103 1.2634 1.5482 1.0215
Largest Winning Trade 179969 179969 54486 506206 506206 236442
Largest Losing Trade -40889 -40889 -27785 -306781 -252211 -306781
Avg Bars in Trades 69 63 75 69 63 75
Avg Bars in Winners 93 91 95 93 91 95
Avg Bars in Losers 49 42 56 49 42 56
Bars Traded 8671 3993 4678 8671 3993 4678
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 325054 -138538 -390752 -284714 -307028 -733918
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759687646997,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 211,
            "offset": 0,
            "multiplier": 4.41501
        }
    }
}
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": [
        [
            439573.9068201513,
            387172.5038998302,
            52401.4029203206,
            206913.4169385613,
            281380.4827325225,
            -74467.0657939609
        ],
        [
            439.573907,
            387.172504,
            52.401403,
            206.913417,
            281.380483,
            -74.467066
        ],
        [
            0.191306,
            0.168501,
            0.022806,
            0.048816,
            0.058275,
            -0.059397
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131406,
            -112273,
            -101054,
            -900630,
            -753928,
            -562889
        ],
        [
            1.572805,
            2.023346,
            1.134685,
            1.05901,
            1.161118,
            0.957688
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            45.6,
            42.857143,
            48.387097,
            45.6,
            42.857143,
            48.387097
        ],
        [
            1.876328,
            2.697795,
            1.210331,
            1.263381,
            1.548158,
            1.021534
        ],
        [
            179969,
            179969,
            54486,
            506206,
            506206,
            236442
        ],
        [
            -40889,
            -40889,
            -27785,
            -306781,
            -252211,
            -306781
        ],
        [
            69,
            63,
            75,
            69,
            63,
            75
        ],
        [
            93,
            91,
            95,
            93,
            91,
            95
        ],
        [
            49,
            42,
            56,
            49,
            42,
            56
        ],
        [
            8671,
            3993,
            4678,
            8671,
            3993,
            4678
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325054,
            -138538,
            -390752,
            -284714,
            -307028,
            -733918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759687646997,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 211,
            "offset": 0,
            "multiplier": 4.41501
        }
    }
}

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)