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Trade: ALGO/USDT/120/MIDPRICE/T3/2934

Strategy
ALGO/USDT/120/MIDPRICE/T3/2934
Pair
ALGO_USDT
Interval
2h
Score
443657
Daily Profit
0.282764
Profit Factor
1.485968
Profitability
46.739130
Streak
15.297706
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 08:08
Expiration Time
2025-12-16 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589091.0058 509906.1268 79184.8789 382674.7085 447439.9209 -64765.2124
Total P&L (%) 589.091 509.9061 79.1849 382.6747 447.4399 -64.7652
Avg Daily Profit (%) 0.2828 0.2448 0.038 0.0756 0.0816 -0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209149 -158798 -136048 -516275 -379655 -283399
Profit Factor 1.486 1.7838 1.141 1.1771 1.3747 0.933
Total Trades 276 138 138 276 138 138
Winning Trades 129 59 70 129 59 70
Losing Trades 147 79 68 147 79 68
Profitability (%) 46.7391 42.7536 50.7246 46.7391 42.7536 50.7246
Ratio Avg Win / Avg Loss 1.6933 2.3885 1.1084 1.3413 1.8407 0.9064
Largest Winning Trade 237104 237104 55989 383137 383137 77057
Largest Losing Trade -46377 -46377 -33809 -247093 -247093 -121257
Avg Bars in Trades 89 78 100 89 78 100
Avg Bars in Winners 104 87 118 104 87 118
Avg Bars in Losers 76 71 82 76 71 82
Bars Traded 24685 10779 13906 24685 10779 13906
Profit Streak 15.2977 15.2977 19.4644 15.2977 15.2977 19.4644
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443657 337700 -207110 -116523 -84728 -580314
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580745600000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381721774,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 30,
            "offset": 0,
            "a": 0.52895
        }
    }
}
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": [
        [
            589091.0057623957,
            509906.1268159858,
            79184.8789464099,
            382674.7085021309,
            447439.9209281631,
            -64765.2124260324
        ],
        [
            589.091006,
            509.906127,
            79.184879,
            382.674709,
            447.439921,
            -64.765212
        ],
        [
            0.282764,
            0.244755,
            0.038009,
            0.075589,
            0.081637,
            -0.050058
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209149,
            -158798,
            -136048,
            -516275,
            -379655,
            -283399
        ],
        [
            1.485968,
            1.783821,
            1.140983,
            1.17707,
            1.374702,
            0.933026
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            129,
            59,
            70,
            129,
            59,
            70
        ],
        [
            147,
            79,
            68,
            147,
            79,
            68
        ],
        [
            46.73913,
            42.753623,
            50.724638,
            46.73913,
            42.753623,
            50.724638
        ],
        [
            1.693312,
            2.388505,
            1.108383,
            1.341312,
            1.840703,
            0.906369
        ],
        [
            237104,
            237104,
            55989,
            383137,
            383137,
            77057
        ],
        [
            -46377,
            -46377,
            -33809,
            -247093,
            -247093,
            -121257
        ],
        [
            89,
            78,
            100,
            89,
            78,
            100
        ],
        [
            104,
            87,
            118,
            104,
            87,
            118
        ],
        [
            76,
            71,
            82,
            76,
            71,
            82
        ],
        [
            24685,
            10779,
            13906,
            24685,
            10779,
            13906
        ],
        [
            15.297706,
            15.297706,
            19.464372,
            15.297706,
            15.297706,
            19.464372
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443657,
            337700,
            -207110,
            -116523,
            -84728,
            -580314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580745600000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381721774,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 30,
            "offset": 0,
            "a": 0.52895
        }
    }
}

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)