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Trade: ALGO/USDT/120/SUPERTREND/DCU/9948

Strategy
ALGO/USDT/120/SUPERTREND/DCU/9948
Pair
ALGO_USDT
Interval
2h
Score
376814
Daily Profit
0.184073
Profit Factor
1.383265
Profitability
50.157729
Streak
5.270660
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 21:29
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383331.6275 359987.3938 23344.2336 57511.3851 100046.274 -42534.8889
Total P&L (%) 383.3316 359.9874 23.3442 57.5114 100.0463 -42.5349
Avg Daily Profit (%) 0.1841 0.1729 0.0112 0.0218 0.0333 -0.0266
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194764 -215884 -44538 -685096 -749039 -220100
Profit Factor 1.3833 1.45 1.1166 1.0227 1.0507 0.9243
Total Trades 317 158 159 317 158 159
Winning Trades 159 80 79 159 80 79
Losing Trades 158 78 80 158 78 80
Profitability (%) 50.1577 50.6329 49.6855 50.1577 50.6329 49.6855
Ratio Avg Win / Avg Loss 1.3746 1.4137 1.1308 1.0162 1.0244 0.936
Largest Winning Trade 242432 242432 9542 282257 282257 34221
Largest Losing Trade -37442 -37442 -10091 -195982 -195982 -53153
Avg Bars in Trades 78 150 6 78 150 6
Avg Bars in Winners 83 159 7 83 159 7
Avg Bars in Losers 72 140 6 72 140 6
Bars Traded 24771 23733 1039 24771 23733 1039
Profit Streak 5.2707 0 7.604 5.2707 0 7.604
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376814 314774 -273621 -357736 -312833 -579666

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579579200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758911385035,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 118,
            "offset": 0,
            "multiplier": 2.05428
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 23,
            "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": [
        [
            383331.6274519606,
            359987.3938108598,
            23344.2336411004,
            57511.3850999555,
            100046.2739774822,
            -42534.8888775268
        ],
        [
            383.331627,
            359.987394,
            23.344234,
            57.511385,
            100.046274,
            -42.534889
        ],
        [
            0.184073,
            0.172863,
            0.01121,
            0.021819,
            0.033301,
            -0.026599
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194764,
            -215884,
            -44538,
            -685096,
            -749039,
            -220100
        ],
        [
            1.383265,
            1.449955,
            1.116649,
            1.02268,
            1.050677,
            0.924262
        ],
        [
            317,
            158,
            159,
            317,
            158,
            159
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            158,
            78,
            80,
            158,
            78,
            80
        ],
        [
            50.157729,
            50.632911,
            49.685535,
            50.157729,
            50.632911,
            49.685535
        ],
        [
            1.374565,
            1.413706,
            1.130784,
            1.016248,
            1.02441,
            0.935961
        ],
        [
            242432,
            242432,
            9542,
            282257,
            282257,
            34221
        ],
        [
            -37442,
            -37442,
            -10091,
            -195982,
            -195982,
            -53153
        ],
        [
            78,
            150,
            6,
            78,
            150,
            6
        ],
        [
            83,
            159,
            7,
            83,
            159,
            7
        ],
        [
            72,
            140,
            6,
            72,
            140,
            6
        ],
        [
            24771,
            23733,
            1039,
            24771,
            23733,
            1039
        ],
        [
            5.27066,
            0,
            7.603993,
            5.27066,
            0,
            7.603993
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376814,
            314774,
            -273621,
            -357736,
            -312833,
            -579666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579579200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758911385035,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 118,
            "offset": 0,
            "multiplier": 2.05428
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 23,
            "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)