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Trade: ALGO/USDT/60/BBL/MIDPRICE/1530

Strategy
ALGO/USDT/60/BBL/MIDPRICE/1530
Pair
ALGO_USDT
Interval
1h
Score
340985
Daily Profit
0.176209
Profit Factor
1.564763
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 19:47
Expiration Time
2025-12-12 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 167463.8361 183551.6765 -16087.8403 2182.0431 19255.0272 -17072.984
Total P&L (%) 167.4638 183.5517 -16.0878 2.182 19.255 -17.073
Avg Daily Profit (%) 0.1608 0.1762 -0.0154 0.0021 0.0169 -0.018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110104 -87065 -36773 -139683 -111724 -43096
Profit Factor 1.4097 1.5648 0.8079 1.0044 1.0473 0.8062
Total Trades 81 40 41 81 40 41
Winning Trades 38 21 17 38 21 17
Losing Trades 43 19 24 43 19 24
Profitability (%) 46.9136 52.5 41.4634 46.9136 52.5 41.4634
Ratio Avg Win / Avg Loss 1.5952 1.4157 1.1406 1.1366 0.9475 1.1381
Largest Winning Trade 77412 77412 14351 60983 60983 19786
Largest Losing Trade -57914 -57914 -11194 -98525 -98525 -21704
Avg Bars in Trades 281 541 27 281 541 27
Avg Bars in Winners 262 451 28 262 451 28
Avg Bars in Losers 297 640 26 297 640 26
Bars Traded 22775 21651 1124 22775 21651 1124
Profit Streak 48.5328 0 72.9078 48.5328 0 72.9078
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7764 340985 -581559 -588419 -347488 -581559
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669075200000,
    "first_datapoint_time": 1669651200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078034633,
    "expiration_time": 1765555200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 2.51091
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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": [
        [
            167463.8361164739,
            183551.6764544608,
            -16087.840337987,
            2182.0431407628,
            19255.0271568843,
            -17072.9840161216
        ],
        [
            167.463836,
            183.551676,
            -16.08784,
            2.182043,
            19.255027,
            -17.072984
        ],
        [
            0.160765,
            0.176209,
            -0.015444,
            0.002072,
            0.016906,
            -0.01797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110104,
            -87065,
            -36773,
            -139683,
            -111724,
            -43096
        ],
        [
            1.409686,
            1.564763,
            0.807918,
            1.004405,
            1.047276,
            0.806179
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            46.91358,
            52.5,
            41.463415,
            46.91358,
            52.5,
            41.463415
        ],
        [
            1.595171,
            1.415738,
            1.140591,
            1.136563,
            0.947535,
            1.138135
        ],
        [
            77412,
            77412,
            14351,
            60983,
            60983,
            19786
        ],
        [
            -57914,
            -57914,
            -11194,
            -98525,
            -98525,
            -21704
        ],
        [
            281,
            541,
            27,
            281,
            541,
            27
        ],
        [
            262,
            451,
            28,
            262,
            451,
            28
        ],
        [
            297,
            640,
            26,
            297,
            640,
            26
        ],
        [
            22775,
            21651,
            1124,
            22775,
            21651,
            1124
        ],
        [
            48.532808,
            0,
            72.907808,
            48.532808,
            0,
            72.907808
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7764,
            340985,
            -581559,
            -588419,
            -347488,
            -581559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669075200000,
    "first_datapoint_time": 1669651200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078034633,
    "expiration_time": 1765555200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 2.51091
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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)