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Trade: ALGO/USDT/480/BBL/SSF/5724

Strategy
ALGO/USDT/480/BBL/SSF/5724
Pair
ALGO_USDT
Interval
8h
Score
458289
Daily Profit
0.207970
Profit Factor
2.454359
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2294.000000
Evaluation Time
2025-10-01 23:41
Expiration Time
2025-12-09 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487840.5646 477083.0597 10757.5049 22167.1534 4742.3275 17424.8259
Total P&L (%) 487.8406 477.0831 10.7575 22.1672 4.7423 17.4248
Avg Daily Profit (%) 0.2127 0.208 0.0047 0.0087 0.002 0.007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188191 -183682 -14033 -929969 -912647 -44208
Profit Factor 2.3726 2.4544 1.3931 1.0176 1.004 1.2172
Total Trades 69 34 35 69 34 35
Winning Trades 37 18 19 37 18 19
Losing Trades 32 16 16 32 16 16
Profitability (%) 53.6232 52.9412 54.2857 53.6232 52.9412 54.2857
Ratio Avg Win / Avg Loss 2.052 2.1817 1.1731 0.8801 0.8925 1.025
Largest Winning Trade 293354 293354 4018 439019 439019 30128
Largest Losing Trade -82820 -82820 -7927 -746629 -746629 -33371
Avg Bars in Trades 92 186 1 92 186 1
Avg Bars in Winners 72 146 1 72 146 1
Avg Bars in Losers 116 231 2 116 231 2
Bars Traded 6413 6354 59 6413 6354 59
Profit Streak 28.1952 0 143.1952 28.1952 0 143.1952
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92741 458289 -326439 -494439 -573297 -191102
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6882,
    "evaluation_days": 2294,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564905600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759351265064,
    "expiration_time": 1765280448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 239,
            "offset": 0,
            "std": 1.78516
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 3,
            "offset": 97,
            "poles": 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": [
        [
            487840.5646074802,
            477083.0597161729,
            10757.5048913072,
            22167.1533608803,
            4742.3275072321,
            17424.8258536483
        ],
        [
            487.840565,
            477.08306,
            10.757505,
            22.167153,
            4.742328,
            17.424826
        ],
        [
            0.212659,
            0.20797,
            0.004689,
            0.008728,
            0.00202,
            0.007002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188191,
            -183682,
            -14033,
            -929969,
            -912647,
            -44208
        ],
        [
            2.372634,
            2.454359,
            1.393069,
            1.017597,
            1.004021,
            1.217235
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            53.623188,
            52.941176,
            54.285714,
            53.623188,
            52.941176,
            54.285714
        ],
        [
            2.052008,
            2.181652,
            1.173111,
            0.880084,
            0.892463,
            1.02504
        ],
        [
            293354,
            293354,
            4018,
            439019,
            439019,
            30128
        ],
        [
            -82820,
            -82820,
            -7927,
            -746629,
            -746629,
            -33371
        ],
        [
            92,
            186,
            1,
            92,
            186,
            1
        ],
        [
            72,
            146,
            1,
            72,
            146,
            1
        ],
        [
            116,
            231,
            2,
            116,
            231,
            2
        ],
        [
            6413,
            6354,
            59,
            6413,
            6354,
            59
        ],
        [
            28.195197,
            0,
            143.195197,
            28.195197,
            0,
            143.195197
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92741,
            458289,
            -326439,
            -494439,
            -573297,
            -191102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6882,
    "evaluation_days": 2294,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564905600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759351265064,
    "expiration_time": 1765280448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 239,
            "offset": 0,
            "std": 1.78516
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 3,
            "offset": 97,
            "poles": 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)