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Trade: ALGO/USDT/720/MIDPOINT/SUPERTREND/6021

Strategy
ALGO/USDT/720/MIDPOINT/SUPERTREND/6021
Pair
ALGO_USDT
Interval
12h
Score
501799
Daily Profit
0.196757
Profit Factor
2.423087
Profitability
55.319149
Streak
102.397033
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-28 00:31
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 538283.1033 449983.4488 88299.6545 461595.3604 413790.2034 47805.157
Total P&L (%) 538.2831 449.9834 88.2997 461.5954 413.7902 47.8052
Avg Daily Profit (%) 0.2354 0.1968 0.0386 0.0755 0.0716 0.0171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90811 -73717 -93783 -740757 -469826 -548159
Profit Factor 1.8162 2.4231 1.2572 1.1588 1.3029 1.031
Total Trades 94 47 47 94 47 47
Winning Trades 54 26 28 54 26 28
Losing Trades 40 21 19 40 21 19
Profitability (%) 57.4468 55.3191 59.5745 57.4468 55.3191 59.5745
Ratio Avg Win / Avg Loss 1.3453 1.9571 0.8531 0.8584 1.0523 0.6996
Largest Winning Trade 178763 178763 50961 415637 415637 261677
Largest Losing Trade -55857 -36942 -55857 -548159 -320118 -548159
Avg Bars in Trades 45 41 49 45 41 49
Avg Bars in Winners 56 53 59 56 53 59
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 4301 1973 2328 4301 1973 2328
Profit Streak 76.397 102.397 76.397 76.397 102.397 76.397
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479159 501799 -140885 -137065 -95524 -357335
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566388800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008703690,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 3.44871
        }
    }
}
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": [
        [
            538283.1033193758,
            449983.4488440945,
            88299.6544752813,
            461595.3603666386,
            413790.2034120318,
            47805.1569546068
        ],
        [
            538.283103,
            449.983449,
            88.299654,
            461.59536,
            413.790203,
            47.805157
        ],
        [
            0.235366,
            0.196757,
            0.038609,
            0.075482,
            0.071589,
            0.017086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90811,
            -73717,
            -93783,
            -740757,
            -469826,
            -548159
        ],
        [
            1.816215,
            2.423087,
            1.25722,
            1.158779,
            1.302881,
            1.031023
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            57.446809,
            55.319149,
            59.574468,
            57.446809,
            55.319149,
            59.574468
        ],
        [
            1.345345,
            1.957109,
            0.853114,
            0.858355,
            1.052327,
            0.699622
        ],
        [
            178763,
            178763,
            50961,
            415637,
            415637,
            261677
        ],
        [
            -55857,
            -36942,
            -55857,
            -548159,
            -320118,
            -548159
        ],
        [
            45,
            41,
            49,
            45,
            41,
            49
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            4301,
            1973,
            2328,
            4301,
            1973,
            2328
        ],
        [
            76.397033,
            102.397033,
            76.397033,
            76.397033,
            102.397033,
            76.397033
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479159,
            501799,
            -140885,
            -137065,
            -95524,
            -357335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566388800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008703690,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 3.44871
        }
    }
}

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)