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Trade: ALGO/USDT/720/SUPERTREND/RMA/4056

Strategy
ALGO/USDT/720/SUPERTREND/RMA/4056
Pair
ALGO_USDT
Interval
12h
Score
503692
Daily Profit
0.355304
Profit Factor
1.981133
Profitability
54.237288
Streak
0.000000
Best Strategy
Training Data Length
2297.500000
Evaluation Time
2025-10-05 06:00
Expiration Time
2025-12-13 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816311.6586 730800.571 85511.0876 115570.5997 -48146.8369 163717.4365
Total P&L (%) 816.3117 730.8006 85.5111 115.5706 -48.1468 163.7174
Avg Daily Profit (%) 0.3553 0.3181 0.0372 0.0334 -0.0286 0.0422
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159369 -145593 -79305 -1290647 -1165244 -637157
Profit Factor 1.9811 2.4385 1.2639 1.0282 0.9806 1.101
Total Trades 118 59 59 118 59 59
Winning Trades 64 30 34 64 30 34
Losing Trades 54 29 25 54 29 25
Profitability (%) 54.2373 50.8475 57.6271 54.2373 50.8475 57.6271
Ratio Avg Win / Avg Loss 1.6716 2.3572 0.9294 0.8675 0.9479 0.8095
Largest Winning Trade 633661 633661 59432 465443 465443 208875
Largest Losing Trade -54879 -54879 -42235 -494989 -494989 -439107
Avg Bars in Trades 38 47 29 38 47 29
Avg Bars in Winners 36 46 27 36 46 27
Avg Bars in Losers 40 48 31 40 48 31
Bars Traded 4519 2795 1724 4519 2795 1724
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503692 -162876 -320398 -338543 -757348 -423066
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4595,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633221330,
    "expiration_time": 1765577520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 7,
            "offset": 0,
            "multiplier": 4.21845
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "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": [
        [
            816311.6585540905,
            730800.5709915349,
            85511.0875625557,
            115570.5996770738,
            -48146.8368645164,
            163717.4365415904
        ],
        [
            816.311659,
            730.800571,
            85.511088,
            115.5706,
            -48.146837,
            163.717437
        ],
        [
            0.355304,
            0.318085,
            0.037219,
            0.033438,
            -0.028582,
            0.042216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159369,
            -145593,
            -79305,
            -1290647,
            -1165244,
            -637157
        ],
        [
            1.981133,
            2.438532,
            1.263931,
            1.028191,
            0.98057,
            1.100963
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            54.237288,
            50.847458,
            57.627119,
            54.237288,
            50.847458,
            57.627119
        ],
        [
            1.671581,
            2.357247,
            0.929361,
            0.867536,
            0.947884,
            0.809532
        ],
        [
            633661,
            633661,
            59432,
            465443,
            465443,
            208875
        ],
        [
            -54879,
            -54879,
            -42235,
            -494989,
            -494989,
            -439107
        ],
        [
            38,
            47,
            29,
            38,
            47,
            29
        ],
        [
            36,
            46,
            27,
            36,
            46,
            27
        ],
        [
            40,
            48,
            31,
            40,
            48,
            31
        ],
        [
            4519,
            2795,
            1724,
            4519,
            2795,
            1724
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503692,
            -162876,
            -320398,
            -338543,
            -757348,
            -423066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4595,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633221330,
    "expiration_time": 1765577520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 7,
            "offset": 0,
            "multiplier": 4.21845
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "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)