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Trade: ALGO/USDT/60/ALMA/HILO/5503

Strategy
ALGO/USDT/60/ALMA/HILO/5503
Pair
ALGO_USDT
Interval
1h
Score
319890
Daily Profit
0.277158
Profit Factor
1.450301
Profitability
40.531561
Streak
13.716040
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 07:11
Expiration Time
2025-12-19 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288707.5805 213445.846 75261.7345 335967.7542 132885.005 203082.7493
Total P&L (%) 288.7076 213.4458 75.2617 335.9678 132.885 203.0827
Avg Daily Profit (%) 0.2772 0.2049 0.0723 0.1415 0.0812 0.1065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82856 -75395 -55625 -233751 -232994 -136890
Profit Factor 1.4503 1.6328 1.2477 1.2327 1.1653 1.3174
Total Trades 301 150 151 301 150 151
Winning Trades 122 57 65 122 57 65
Losing Trades 179 93 86 179 93 86
Profitability (%) 40.5316 38 43.0464 40.5316 38 43.0464
Ratio Avg Win / Avg Loss 2.1279 2.664 1.6508 1.8086 1.9013 1.743
Largest Winning Trade 145145 145145 28687 209908 209908 89019
Largest Losing Trade -13203 -9668 -13203 -53823 -53039 -53823
Avg Bars in Trades 82 73 91 82 73 91
Avg Bars in Winners 121 112 130 121 112 130
Avg Bars in Losers 55 48 62 55 48 62
Bars Traded 24768 10968 13800 24768 10968 13800
Profit Streak 13.716 0 14.841 13.716 0 14.841
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319890 227461 -96574 -4930 -126582 -50476
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669633200000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759633200000,
    "evaluation_time": 1759637465869,
    "expiration_time": 1766113200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 140,
            "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": [
        [
            288707.5804692221,
            213445.8459864794,
            75261.7344827428,
            335967.754238848,
            132885.0049748,
            203082.7492640481
        ],
        [
            288.70758,
            213.445846,
            75.261734,
            335.967754,
            132.885005,
            203.082749
        ],
        [
            0.277158,
            0.204907,
            0.072251,
            0.14145,
            0.081189,
            0.106505
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82856,
            -75395,
            -55625,
            -233751,
            -232994,
            -136890
        ],
        [
            1.450301,
            1.63275,
            1.247723,
            1.232688,
            1.165295,
            1.317352
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            122,
            57,
            65,
            122,
            57,
            65
        ],
        [
            179,
            93,
            86,
            179,
            93,
            86
        ],
        [
            40.531561,
            38,
            43.046358,
            40.531561,
            38,
            43.046358
        ],
        [
            2.1279,
            2.663961,
            1.650834,
            1.808616,
            1.90127,
            1.742958
        ],
        [
            145145,
            145145,
            28687,
            209908,
            209908,
            89019
        ],
        [
            -13203,
            -9668,
            -13203,
            -53823,
            -53039,
            -53823
        ],
        [
            82,
            73,
            91,
            82,
            73,
            91
        ],
        [
            121,
            112,
            130,
            121,
            112,
            130
        ],
        [
            55,
            48,
            62,
            55,
            48,
            62
        ],
        [
            24768,
            10968,
            13800,
            24768,
            10968,
            13800
        ],
        [
            13.71604,
            0,
            14.84104,
            13.71604,
            0,
            14.84104
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319890,
            227461,
            -96574,
            -4930,
            -126582,
            -50476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669633200000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759633200000,
    "evaluation_time": 1759637465869,
    "expiration_time": 1766113200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 140,
            "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)