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Trade: EGLD/USDT/720/MIDPRICE/MIDPOINT/4712

Strategy
EGLD/USDT/720/MIDPRICE/MIDPOINT/4712
Pair
EGLD_USDT
Interval
12h
Score
316409
Daily Profit
0.338495
Profit Factor
1.782707
Profitability
39.449541
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-02 08:37
Expiration Time
2025-11-26 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 628077.1795 743856.5427 -115779.3632 -81241.2251 716421.5255 -797662.7506
Total P&L (%) 628.0772 743.8565 -115.7794 -81.2412 716.4215 -797.6628
Avg Daily Profit (%) 0.3385 0.4009 -0.0624 -0.0902 0.1132 0
Buy And Hold Return (%) 33.7838 33.7838 33.7838 33.7838 33.7838 33.7838
Max Trade Drawdown -209628 -137129 -156773 -1184841 -403210 -875735
Profit Factor 1.7827 3.0762 0.7393 0.9542 2.1924 0.3211
Total Trades 109 55 54 109 55 54
Winning Trades 43 20 23 43 20 23
Losing Trades 66 35 31 66 35 31
Profitability (%) 39.4495 36.3636 42.5926 39.4495 36.3636 42.5926
Ratio Avg Win / Avg Loss 2.7362 5.3834 0.9965 1.4647 3.8368 0.4328
Largest Winning Trade 794025 794025 64708 1068910 1068910 127674
Largest Losing Trade -60564 -26827 -60564 -459390 -189595 -459390
Avg Bars in Trades 32 27 37 32 27 37
Avg Bars in Winners 46 31 59 46 31 59
Avg Bars in Losers 22 24 20 22 24 20
Bars Traded 3523 1504 2018 3523 1504 2018
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 316409 -169726 -763714 -582924 -222605 -763714
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383456479,
    "expiration_time": 1764172656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 24,
            "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": [
        [
            628077.179483552,
            743856.5427060485,
            -115779.3632224967,
            -81241.2251147032,
            716421.5254935133,
            -797662.7506082163
        ],
        [
            628.077179,
            743.856543,
            -115.779363,
            -81.241225,
            716.421525,
            -797.662751
        ],
        [
            0.338495,
            0.400893,
            -0.062398,
            -0.090151,
            0.113228,
            0
        ],
        [
            33.783784,
            33.783784,
            33.783784,
            33.783784,
            33.783784,
            33.783784
        ],
        [
            -209628,
            -137129,
            -156773,
            -1184841,
            -403210,
            -875735
        ],
        [
            1.782707,
            3.076213,
            0.739334,
            0.954248,
            2.192449,
            0.32108
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            39.449541,
            36.363636,
            42.592593,
            39.449541,
            36.363636,
            42.592593
        ],
        [
            2.736247,
            5.383372,
            0.996493,
            1.46466,
            3.836786,
            0.43276
        ],
        [
            794025,
            794025,
            64708,
            1068910,
            1068910,
            127674
        ],
        [
            -60564,
            -26827,
            -60564,
            -459390,
            -189595,
            -459390
        ],
        [
            32,
            27,
            37,
            32,
            27,
            37
        ],
        [
            46,
            31,
            59,
            46,
            31,
            59
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            3523,
            1504,
            2018,
            3523,
            1504,
            2018
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316409,
            -169726,
            -763714,
            -582924,
            -222605,
            -763714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383456479,
    "expiration_time": 1764172656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 24,
            "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)