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Trade: ALGO/USDT/720/MIDPOINT/SUPERTREND/8696

Strategy
ALGO/USDT/720/MIDPOINT/SUPERTREND/8696
Pair
ALGO_USDT
Interval
12h
Score
467401
Daily Profit
0.192816
Profit Factor
2.424357
Profitability
55.813953
Streak
0.000000
Best Strategy
Training Data Length
2302.000000
Evaluation Time
2025-10-09 20:35
Expiration Time
2025-12-17 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533469.0891 443862.3776 89606.7115 409625.1596 537537.8157 -127912.656
Total P&L (%) 533.4691 443.8624 89.6067 409.6252 537.5378 -127.9127
Avg Daily Profit (%) 0.2317 0.1928 0.0389 0.0708 0.0805 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93752 -98915 -67882 -1517946 -1022862 -857978
Profit Factor 1.8711 2.4244 1.2979 1.0779 1.188 0.9467
Total Trades 85 43 42 85 43 42
Winning Trades 46 24 22 46 24 22
Losing Trades 39 19 20 39 19 20
Profitability (%) 54.1176 55.814 52.381 54.1176 55.814 52.381
Ratio Avg Win / Avg Loss 1.5863 1.9193 1.1799 0.9138 0.9405 0.8607
Largest Winning Trade 173477 173477 51607 764904 764904 347702
Largest Losing Trade -62462 -40184 -62462 -781362 -762188 -781362
Avg Bars in Trades 50 42 58 50 42 58
Avg Bars in Winners 70 52 90 70 52 90
Avg Bars in Losers 26 30 22 26 30 22
Bars Traded 4283 1832 2451 4283 1832 2451
Profit Streak 0 0 88.2329 0 0 88.2329
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454368 467401 -139923 -234222 -99660 -579867
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4604,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567728000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760031325878,
    "expiration_time": 1765977984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 109,
            "offset": 0,
            "multiplier": 3.30356
        }
    }
}
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": [
        [
            533469.089092962,
            443862.3775674435,
            89606.7115255183,
            409625.1596474684,
            537537.8156778214,
            -127912.6560303532
        ],
        [
            533.469089,
            443.862378,
            89.606712,
            409.62516,
            537.537816,
            -127.912656
        ],
        [
            0.231742,
            0.192816,
            0.038926,
            0.070768,
            0.080503,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93752,
            -98915,
            -67882,
            -1517946,
            -1022862,
            -857978
        ],
        [
            1.87107,
            2.424357,
            1.297888,
            1.077872,
            1.187983,
            0.946719
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            54.117647,
            55.813953,
            52.380952,
            54.117647,
            55.813953,
            52.380952
        ],
        [
            1.586342,
            1.919283,
            1.179898,
            0.913848,
            0.940486,
            0.860653
        ],
        [
            173477,
            173477,
            51607,
            764904,
            764904,
            347702
        ],
        [
            -62462,
            -40184,
            -62462,
            -781362,
            -762188,
            -781362
        ],
        [
            50,
            42,
            58,
            50,
            42,
            58
        ],
        [
            70,
            52,
            90,
            70,
            52,
            90
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            4283,
            1832,
            2451,
            4283,
            1832,
            2451
        ],
        [
            0,
            0,
            88.232938,
            0,
            0,
            88.232938
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454368,
            467401,
            -139923,
            -234222,
            -99660,
            -579867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4604,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567728000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760031325878,
    "expiration_time": 1765977984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 109,
            "offset": 0,
            "multiplier": 3.30356
        }
    }
}

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)