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Trade: ALGO/USDT/120/MIDPRICE/DCU/3996

Strategy
ALGO/USDT/120/MIDPRICE/DCU/3996
Pair
ALGO_USDT
Interval
2h
Score
322226
Daily Profit
0.327698
Profit Factor
2.656258
Profitability
35.000000
Streak
99.233041
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 14:35
Expiration Time
2025-12-19 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661698.4433 682703.9951 -21005.5519 1448.8377 -119235.9222 120684.7599
Total P&L (%) 661.6984 682.704 -21.0056 1.4488 -119.2359 120.6848
Avg Daily Profit (%) 0.3176 0.3277 -0.0101 0.0007 0 0.038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242900 -211159 -62813 -1581974 -1487834 -112868
Profit Factor 2.2169 2.6563 0.8403 1.0007 0.9381 1.4079
Total Trades 81 40 41 81 40 41
Winning Trades 30 14 16 30 14 16
Losing Trades 51 26 25 51 26 25
Profitability (%) 37.037 35 39.0244 37.037 35 39.0244
Ratio Avg Win / Avg Loss 3.7687 4.9331 1.313 1.7011 1.7422 2.1998
Largest Winning Trade 596283 596283 24606 1256277 1256277 188228
Largest Losing Trade -43799 -43799 -20056 -724971 -724971 -47323
Avg Bars in Trades 292 523 67 292 523 67
Avg Bars in Winners 451 873 82 451 873 82
Avg Bars in Losers 199 334 58 199 334 58
Bars Traded 23699 20929 2770 23699 20929 2770
Profit Streak 0 99.233 0 0 99.233 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -8056 322226 -583343 -597681 -583245 -144515
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1581487200000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759664134781,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 132
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 186,
            "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": [
        [
            661698.4432656787,
            682703.9951247858,
            -21005.5518591073,
            1448.8376695321,
            -119235.9221878884,
            120684.7598574205
        ],
        [
            661.698443,
            682.703995,
            -21.005552,
            1.448838,
            -119.235922,
            120.68476
        ],
        [
            0.317616,
            0.327698,
            -0.010083,
            0.00069,
            0,
            0.038002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242900,
            -211159,
            -62813,
            -1581974,
            -1487834,
            -112868
        ],
        [
            2.216909,
            2.656258,
            0.840331,
            1.000652,
            0.938132,
            1.407856
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            37.037037,
            35,
            39.02439,
            37.037037,
            35,
            39.02439
        ],
        [
            3.768744,
            4.93305,
            1.313017,
            1.701108,
            1.742246,
            2.199775
        ],
        [
            596283,
            596283,
            24606,
            1256277,
            1256277,
            188228
        ],
        [
            -43799,
            -43799,
            -20056,
            -724971,
            -724971,
            -47323
        ],
        [
            292,
            523,
            67,
            292,
            523,
            67
        ],
        [
            451,
            873,
            82,
            451,
            873,
            82
        ],
        [
            199,
            334,
            58,
            199,
            334,
            58
        ],
        [
            23699,
            20929,
            2770,
            23699,
            20929,
            2770
        ],
        [
            0,
            99.233041,
            0,
            0,
            99.233041,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8056,
            322226,
            -583343,
            -597681,
            -583245,
            -144515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1581487200000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759664134781,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 132
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 186,
            "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)