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Trade: ALGO/USDT/720/MIDPRICE/MIDPOINT/3197

Strategy
ALGO/USDT/720/MIDPRICE/MIDPOINT/3197
Pair
ALGO_USDT
Interval
12h
Score
301536
Daily Profit
0.146518
Profit Factor
2.611166
Profitability
65.517241
Streak
0.000000
Best Strategy
Training Data Length
2291.500000
Evaluation Time
2025-09-29 06:57
Expiration Time
2025-12-06 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301751.1939 335745.921 -33994.7271 -22733.5648 159581.8119 -182315.3767
Total P&L (%) 301.7512 335.7459 -33.9947 -22.7336 159.5818 -182.3154
Avg Daily Profit (%) 0.1317 0.1465 -0.0148 -0.0113 0.0416 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118748 -70722 -134521 -200602 -117490 -242413
Profit Factor 1.5605 2.6112 0.897 0.9725 1.4858 0.635
Total Trades 57 29 28 57 29 28
Winning Trades 29 19 10 29 19 10
Losing Trades 28 10 18 28 10 18
Profitability (%) 50.8772 65.5172 35.7143 50.8772 65.5172 35.7143
Ratio Avg Win / Avg Loss 1.5066 1.3743 1.6146 0.939 0.782 1.1429
Largest Winning Trade 171872 171872 79749 98418 98418 70303
Largest Losing Trade -70722 -70722 -53851 -117490 -117490 -104499
Avg Bars in Trades 73 46 101 73 46 101
Avg Bars in Winners 68 39 124 68 39 124
Avg Bars in Losers 78 60 89 78 60 89
Bars Traded 4193 1347 2846 4193 1347 2846
Profit Streak 0 0 73.6652 0 0 73.6652
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -193828 301536 -604053 -760164 -135782 -605164
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4583,
    "evaluation_days": 2291.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570190400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118275151,
    "expiration_time": 1765043568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 127,
            "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": [
        [
            301751.1938935627,
            335745.9210157761,
            -33994.7271222134,
            -22733.5648205352,
            159581.8118852695,
            -182315.3767058048
        ],
        [
            301.751194,
            335.745921,
            -33.994727,
            -22.733565,
            159.581812,
            -182.315377
        ],
        [
            0.131683,
            0.146518,
            -0.014835,
            -0.011254,
            0.041636,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118748,
            -70722,
            -134521,
            -200602,
            -117490,
            -242413
        ],
        [
            1.560452,
            2.611166,
            0.896992,
            0.972542,
            1.485769,
            0.634955
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            19,
            10,
            29,
            19,
            10
        ],
        [
            28,
            10,
            18,
            28,
            10,
            18
        ],
        [
            50.877193,
            65.517241,
            35.714286,
            50.877193,
            65.517241,
            35.714286
        ],
        [
            1.506643,
            1.374298,
            1.614586,
            0.939006,
            0.781984,
            1.142918
        ],
        [
            171872,
            171872,
            79749,
            98418,
            98418,
            70303
        ],
        [
            -70722,
            -70722,
            -53851,
            -117490,
            -117490,
            -104499
        ],
        [
            73,
            46,
            101,
            73,
            46,
            101
        ],
        [
            68,
            39,
            124,
            68,
            39,
            124
        ],
        [
            78,
            60,
            89,
            78,
            60,
            89
        ],
        [
            4193,
            1347,
            2846,
            4193,
            1347,
            2846
        ],
        [
            0,
            0,
            73.665222,
            0,
            0,
            73.665222
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -193828,
            301536,
            -604053,
            -760164,
            -135782,
            -605164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4583,
    "evaluation_days": 2291.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570190400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118275151,
    "expiration_time": 1765043568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 127,
            "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)