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Trade: ALGO/USDT/120/HILO/DEMA/7476

Strategy
ALGO/USDT/120/HILO/DEMA/7476
Pair
ALGO_USDT
Interval
2h
Score
447983
Daily Profit
0.348958
Profit Factor
2.015533
Profitability
45.327103
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 11:15
Expiration Time
2025-12-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726994.7906 551833.9756 175160.815 3061586.0445 1754015.9666 1307570.0779
Total P&L (%) 726.9948 551.834 175.1608 3061.586 1754.016 1307.5701
Avg Daily Profit (%) 0.349 0.2649 0.0841 0.1659 0.1403 0.127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109170 -80514 -98803 -364321 -562845 -281901
Profit Factor 2.0155 2.4189 1.5357 1.8899 1.783 2.0893
Total Trades 214 107 107 214 107 107
Winning Trades 97 49 48 97 49 48
Losing Trades 117 58 59 117 58 59
Profitability (%) 45.3271 45.7944 44.8598 45.3271 45.7944 44.8598
Ratio Avg Win / Avg Loss 2.4311 2.8632 1.8877 2.2796 2.1105 2.5682
Largest Winning Trade 235432 235432 60920 1215903 1215903 585940
Largest Losing Trade -40114 -22137 -40114 -362852 -362852 -148528
Avg Bars in Trades 113 109 117 113 109 117
Avg Bars in Winners 169 152 186 169 152 186
Avg Bars in Losers 68 73 62 68 73 62
Bars Traded 24370 11752 12618 24370 11752 12618
Profit Streak 0 0 57.4274 0 0 57.4274
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447983 406658 -79356 382933 -3904 -20353
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581458400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759911325008,
    "expiration_time": 1766383200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 205
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "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": [
        [
            726994.7906127499,
            551833.9756062463,
            175160.8150065033,
            3061586.0444753873,
            1754015.9665617442,
            1307570.0779136429
        ],
        [
            726.994791,
            551.833976,
            175.160815,
            3061.586044,
            1754.015967,
            1307.570078
        ],
        [
            0.348958,
            0.264881,
            0.084077,
            0.165913,
            0.140256,
            0.127014
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109170,
            -80514,
            -98803,
            -364321,
            -562845,
            -281901
        ],
        [
            2.015533,
            2.418894,
            1.535731,
            1.88991,
            1.783041,
            2.089345
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            45.327103,
            45.794393,
            44.859813,
            45.327103,
            45.794393,
            44.859813
        ],
        [
            2.431107,
            2.863181,
            1.887669,
            2.279582,
            2.110538,
            2.568153
        ],
        [
            235432,
            235432,
            60920,
            1215903,
            1215903,
            585940
        ],
        [
            -40114,
            -22137,
            -40114,
            -362852,
            -362852,
            -148528
        ],
        [
            113,
            109,
            117,
            113,
            109,
            117
        ],
        [
            169,
            152,
            186,
            169,
            152,
            186
        ],
        [
            68,
            73,
            62,
            68,
            73,
            62
        ],
        [
            24370,
            11752,
            12618,
            24370,
            11752,
            12618
        ],
        [
            0,
            0,
            57.427373,
            0,
            0,
            57.427373
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447983,
            406658,
            -79356,
            382933,
            -3904,
            -20353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581458400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759911325008,
    "expiration_time": 1766383200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 205
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "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)