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Trade: ALGO/USDT/480/MIDPOINT/HILO/3351

Strategy
ALGO/USDT/480/MIDPOINT/HILO/3351
Pair
ALGO_USDT
Interval
8h
Score
322942
Daily Profit
0.208241
Profit Factor
1.629707
Profitability
43.298969
Streak
27.221365
Best Strategy
Training Data Length
2304.330000
Evaluation Time
2025-10-12 08:18
Expiration Time
2025-12-20 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 479855.6524 462999.6592 16855.9932 57915.2241 125653.5375 -67738.3134
Total P&L (%) 479.8557 462.9997 16.856 57.9152 125.6535 -67.7383
Avg Daily Profit (%) 0.2082 0.2009 0.0073 0.0198 0.0353 -0.0491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133228 -100351 -87967 -599947 -380445 -370711
Profit Factor 1.6297 2.1579 1.0465 1.0254 1.1101 0.9404
Total Trades 97 49 48 97 49 48
Winning Trades 42 20 22 42 20 22
Losing Trades 55 29 26 55 29 26
Profitability (%) 43.299 40.8163 45.8333 43.299 40.8163 45.8333
Ratio Avg Win / Avg Loss 2.1341 3.129 1.2368 1.3428 1.6096 1.1114
Largest Winning Trade 299572 299572 56492 267818 267818 228475
Largest Losing Trade -46407 -42779 -46407 -200045 -115463 -200045
Avg Bars in Trades 65 45 86 65 45 86
Avg Bars in Winners 100 55 140 100 55 140
Avg Bars in Losers 39 38 41 39 38 41
Bars Traded 6395 2235 4160 6395 2235 4160
Profit Streak 27.2214 40.5547 0 27.2214 40.5547 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322942 317067 -362900 -361548 -246975 -580642
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6913,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567209600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760246325971,
    "expiration_time": 1766200032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            479855.6524201382,
            462999.6592194872,
            16855.9932006508,
            57915.2240891944,
            125653.5374859529,
            -67738.3133967587
        ],
        [
            479.855652,
            462.999659,
            16.855993,
            57.915224,
            125.653537,
            -67.738313
        ],
        [
            0.208241,
            0.200926,
            0.007315,
            0.019829,
            0.035324,
            -0.049082
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133228,
            -100351,
            -87967,
            -599947,
            -380445,
            -370711
        ],
        [
            1.629707,
            2.157904,
            1.046542,
            1.025417,
            1.110068,
            0.940426
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            43.298969,
            40.816327,
            45.833333,
            43.298969,
            40.816327,
            45.833333
        ],
        [
            2.13414,
            3.128961,
            1.236822,
            1.342807,
            1.609598,
            1.111412
        ],
        [
            299572,
            299572,
            56492,
            267818,
            267818,
            228475
        ],
        [
            -46407,
            -42779,
            -46407,
            -200045,
            -115463,
            -200045
        ],
        [
            65,
            45,
            86,
            65,
            45,
            86
        ],
        [
            100,
            55,
            140,
            100,
            55,
            140
        ],
        [
            39,
            38,
            41,
            39,
            38,
            41
        ],
        [
            6395,
            2235,
            4160,
            6395,
            2235,
            4160
        ],
        [
            27.221365,
            40.554699,
            0,
            27.221365,
            40.554699,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322942,
            317067,
            -362900,
            -361548,
            -246975,
            -580642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6913,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567209600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760246325971,
    "expiration_time": 1766200032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)