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Trade: ALGO/USDT/720/MIDPRICE/HILO/9446

Strategy
ALGO/USDT/720/MIDPRICE/HILO/9446
Pair
ALGO_USDT
Interval
12h
Score
406078
Daily Profit
0.159610
Profit Factor
2.638426
Profitability
44.827586
Streak
22.922480
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-25 13:08
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 397645.6572 365027.8731 32617.7841 84512.4223 218712.8854 -134200.4631
Total P&L (%) 397.6457 365.0279 32.6178 84.5124 218.7129 -134.2005
Avg Daily Profit (%) 0.1739 0.1596 0.0143 0.0268 0.0507 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130329 -67552 -122708 -241313 -192572 -197164
Profit Factor 1.9305 2.6384 1.1595 1.0962 1.4516 0.66
Total Trades 57 29 28 57 29 28
Winning Trades 27 13 14 27 13 14
Losing Trades 30 16 14 30 16 14
Profitability (%) 47.3684 44.8276 50 47.3684 44.8276 50
Ratio Avg Win / Avg Loss 2.145 3.2473 1.1595 1.2179 1.7866 0.66
Largest Winning Trade 184578 184578 80478 181869 181869 57523
Largest Losing Trade -74103 -43587 -74103 -120024 -120024 -113019
Avg Bars in Trades 71 36 108 71 36 108
Avg Bars in Winners 106 36 171 106 36 171
Avg Bars in Losers 41 36 46 41 36 46
Bars Traded 4100 1049 3051 4100 1049 3051
Profit Streak 22.9225 22.9225 43.9225 22.9225 22.9225 43.9225
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167951 406078 -241867 -450867 -124118 -600845

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1571745600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794902283,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "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": [
        [
            397645.6572033901,
            365027.873135891,
            32617.7840674991,
            84512.4223196327,
            218712.8854135922,
            -134200.4630939595
        ],
        [
            397.645657,
            365.027873,
            32.617784,
            84.512422,
            218.712885,
            -134.200463
        ],
        [
            0.173872,
            0.15961,
            0.014262,
            0.026787,
            0.050696,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130329,
            -67552,
            -122708,
            -241313,
            -192572,
            -197164
        ],
        [
            1.930482,
            2.638426,
            1.159451,
            1.09615,
            1.451596,
            0.659955
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            47.368421,
            44.827586,
            50,
            47.368421,
            44.827586,
            50
        ],
        [
            2.14498,
            3.247293,
            1.159451,
            1.217944,
            1.78658,
            0.659955
        ],
        [
            184578,
            184578,
            80478,
            181869,
            181869,
            57523
        ],
        [
            -74103,
            -43587,
            -74103,
            -120024,
            -120024,
            -113019
        ],
        [
            71,
            36,
            108,
            71,
            36,
            108
        ],
        [
            106,
            36,
            171,
            106,
            36,
            171
        ],
        [
            41,
            36,
            46,
            41,
            36,
            46
        ],
        [
            4100,
            1049,
            3051,
            4100,
            1049,
            3051
        ],
        [
            22.92248,
            22.92248,
            43.92248,
            22.92248,
            22.92248,
            43.92248
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167951,
            406078,
            -241867,
            -450867,
            -124118,
            -600845
        ]
    ]
}
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": 1571745600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794902283,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "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)