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Trade: ALGO/USDT/5/BBM/RMA/3868

Strategy
ALGO/USDT/5/BBM/RMA/3868
Pair
ALGO_USDT
Interval
5m
Score
351748
Daily Profit
0.516604
Profit Factor
1.533393
Profitability
60.674157
Streak
5.897756
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 11:27
Expiration Time
2025-12-23 10:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44846.3594 13040.6607 31805.6987 49727.7997 12815.4665 36912.3332
Total P&L (%) 44.8464 13.0407 31.8057 49.7278 12.8155 36.9123
Avg Daily Profit (%) 0.5166 0.1502 0.3664 0.4661 0.139 0.3626
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15278 -15722 -10906 -21477 -21699 -10786
Profit Factor 1.5334 1.2657 1.9089 1.4889 1.2133 1.8869
Total Trades 89 45 44 89 45 44
Winning Trades 54 25 29 54 25 29
Losing Trades 35 20 15 35 20 15
Profitability (%) 60.6742 55.5556 65.9091 60.6742 55.5556 65.9091
Ratio Avg Win / Avg Loss 0.9939 1.0125 0.9874 0.965 0.9706 0.976
Largest Winning Trade 6916 6611 6916 7748 7748 7390
Largest Losing Trade -8948 -8364 -8948 -11074 -11074 -9732
Avg Bars in Trades 277 288 265 277 288 265
Avg Bars in Winners 226 227 224 226 227 224
Avg Bars in Losers 356 364 345 356 364 345
Bars Traded 24672 12983 11689 24672 12983 11689
Profit Streak 5.8978 10.3491 5.8978 5.8978 10.3491 5.8978
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351748 -63651 313262 342031 -87311 326903
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752498600000,
    "first_datapoint_time": 1752540300000,
    "last_datapoint_time": 1759998300000,
    "evaluation_time": 1759998466134,
    "expiration_time": 1766478300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 140,
            "offset": 224,
            "std": 3.48798
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 134,
            "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": [
        [
            44846.3593680196,
            13040.6606712021,
            31805.6986968173,
            49727.7996936553,
            12815.4664955258,
            36912.3331981294
        ],
        [
            44.846359,
            13.040661,
            31.805699,
            49.7278,
            12.815466,
            36.912333
        ],
        [
            0.516604,
            0.150221,
            0.366383,
            0.466062,
            0.139001,
            0.362562
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15278,
            -15722,
            -10906,
            -21477,
            -21699,
            -10786
        ],
        [
            1.533393,
            1.265684,
            1.908885,
            1.488906,
            1.213256,
            1.886931
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            60.674157,
            55.555556,
            65.909091,
            60.674157,
            55.555556,
            65.909091
        ],
        [
            0.993866,
            1.012548,
            0.987354,
            0.965032,
            0.970605,
            0.975999
        ],
        [
            6916,
            6611,
            6916,
            7748,
            7748,
            7390
        ],
        [
            -8948,
            -8364,
            -8948,
            -11074,
            -11074,
            -9732
        ],
        [
            277,
            288,
            265,
            277,
            288,
            265
        ],
        [
            226,
            227,
            224,
            226,
            227,
            224
        ],
        [
            356,
            364,
            345,
            356,
            364,
            345
        ],
        [
            24672,
            12983,
            11689,
            24672,
            12983,
            11689
        ],
        [
            5.897756,
            10.349145,
            5.897756,
            5.897756,
            10.349145,
            5.897756
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351748,
            -63651,
            313262,
            342031,
            -87311,
            326903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752498600000,
    "first_datapoint_time": 1752540300000,
    "last_datapoint_time": 1759998300000,
    "evaluation_time": 1759998466134,
    "expiration_time": 1766478300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 140,
            "offset": 224,
            "std": 3.48798
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 134,
            "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)