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Trade: ALGO/USDT/120/RMA/BBM/8052

Strategy
ALGO/USDT/120/RMA/BBM/8052
Pair
ALGO_USDT
Interval
2h
Score
319538
Daily Profit
0.208702
Profit Factor
2.757028
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 04:17
Expiration Time
2025-12-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569615.1517 434794.8116 134820.3401 1298638.8387 542123.1896 756515.6491
Total P&L (%) 569.6152 434.7948 134.8203 1298.6388 542.1232 756.5156
Avg Daily Profit (%) 0.2734 0.2087 0.0647 0.1267 0.0893 0.1031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86940 -101879 -106853 -382964 -278301 -216585
Profit Factor 2.2545 2.757 1.6526 1.7906 1.5281 2.2283
Total Trades 75 38 37 75 38 37
Winning Trades 34 15 19 34 15 19
Losing Trades 41 23 18 41 23 18
Profitability (%) 45.3333 39.4737 51.3514 45.3333 39.4737 51.3514
Ratio Avg Win / Avg Loss 2.7187 4.2274 1.5656 2.1593 2.343 2.111
Largest Winning Trade 201901 201901 53384 446142 446142 433138
Largest Losing Trade -34766 -29972 -34766 -216585 -166378 -216585
Avg Bars in Trades 328 285 372 328 285 372
Avg Bars in Winners 488 448 520 488 448 520
Avg Bars in Losers 194 178 215 194 178 215
Bars Traded 24611 10841 13770 24611 10841 13770
Profit Streak 0 0 88.7203 0 0 88.7203
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50135 319538 -102250 -83141 -74813 -49484
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1580968800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972636568,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 4.12208
        }
    }
}
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": [
        [
            569615.1517185471,
            434794.8116139583,
            134820.3401045889,
            1298638.8387156944,
            542123.1895740076,
            756515.6491416865
        ],
        [
            569.615152,
            434.794812,
            134.82034,
            1298.638839,
            542.12319,
            756.515649
        ],
        [
            0.273416,
            0.208702,
            0.064714,
            0.126708,
            0.089301,
            0.103143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86940,
            -101879,
            -106853,
            -382964,
            -278301,
            -216585
        ],
        [
            2.254533,
            2.757028,
            1.652614,
            1.790636,
            1.528062,
            2.228316
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            45.333333,
            39.473684,
            51.351351,
            45.333333,
            39.473684,
            51.351351
        ],
        [
            2.718702,
            4.227443,
            1.565634,
            2.159296,
            2.343028,
            2.111036
        ],
        [
            201901,
            201901,
            53384,
            446142,
            446142,
            433138
        ],
        [
            -34766,
            -29972,
            -34766,
            -216585,
            -166378,
            -216585
        ],
        [
            328,
            285,
            372,
            328,
            285,
            372
        ],
        [
            488,
            448,
            520,
            488,
            448,
            520
        ],
        [
            194,
            178,
            215,
            194,
            178,
            215
        ],
        [
            24611,
            10841,
            13770,
            24611,
            10841,
            13770
        ],
        [
            0,
            0,
            88.720331,
            0,
            0,
            88.720331
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50135,
            319538,
            -102250,
            -83141,
            -74813,
            -49484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1580968800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759972636568,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 4.12208
        }
    }
}

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)