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Trade: ALGO/USDT/15/MIDPRICE/MIDPRICE/1100

Strategy
ALGO/USDT/15/MIDPRICE/MIDPRICE/1100
Pair
ALGO_USDT
Interval
15m
Score
522296
Daily Profit
0.342280
Profit Factor
2.869075
Profitability
78.048780
Streak
6.140850
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 08:52
Expiration Time
2025-12-26 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154225.264 65088.7837 89136.4802 236071.0763 92690.1884 143380.8879
Total P&L (%) 154.2253 65.0888 89.1365 236.0711 92.6902 143.3809
Avg Daily Profit (%) 0.5922 0.2499 0.3423 0.4665 0.2522 0.3421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39044 -16316 -28723 -83078 -63393 -44374
Profit Factor 2.0346 1.6421 2.8691 1.7929 1.4646 2.46
Total Trades 81 40 41 81 40 41
Winning Trades 56 24 32 56 24 32
Losing Trades 25 16 9 25 16 9
Profitability (%) 69.1358 60 78.0488 69.1358 60 78.0488
Ratio Avg Win / Avg Loss 0.9083 1.0947 0.8069 0.8004 0.9764 0.6919
Largest Winning Trade 67814 67814 11558 108299 108299 39309
Largest Losing Trade -20074 -15582 -20074 -51887 -51887 -33219
Avg Bars in Trades 297 349 246 297 349 246
Avg Bars in Winners 225 254 204 225 254 204
Avg Bars in Losers 458 492 397 458 492 397
Bars Traded 24093 13974 10119 24093 13974 10119
Profit Streak 6.1409 11.5263 6.1409 6.1409 11.5263 6.1409
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1684 370054 522296 -3224 289822 493829
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737748800000,
    "first_datapoint_time": 1738080900000,
    "last_datapoint_time": 1760247900000,
    "evaluation_time": 1760248369422,
    "expiration_time": 1766727900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 236
        }
    }
}
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": [
        [
            154225.2639622127,
            65088.783713925,
            89136.4802482876,
            236071.0763171422,
            92690.1883689988,
            143380.8879481434
        ],
        [
            154.225264,
            65.088784,
            89.13648,
            236.071076,
            92.690188,
            143.380888
        ],
        [
            0.592217,
            0.249938,
            0.34228,
            0.466546,
            0.252185,
            0.342131
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39044,
            -16316,
            -28723,
            -83078,
            -63393,
            -44374
        ],
        [
            2.034618,
            1.642061,
            2.869075,
            1.792947,
            1.464597,
            2.459987
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            69.135802,
            60,
            78.04878,
            69.135802,
            60,
            78.04878
        ],
        [
            0.908312,
            1.094708,
            0.806927,
            0.800423,
            0.976398,
            0.691871
        ],
        [
            67814,
            67814,
            11558,
            108299,
            108299,
            39309
        ],
        [
            -20074,
            -15582,
            -20074,
            -51887,
            -51887,
            -33219
        ],
        [
            297,
            349,
            246,
            297,
            349,
            246
        ],
        [
            225,
            254,
            204,
            225,
            254,
            204
        ],
        [
            458,
            492,
            397,
            458,
            492,
            397
        ],
        [
            24093,
            13974,
            10119,
            24093,
            13974,
            10119
        ],
        [
            6.14085,
            11.526266,
            6.14085,
            6.14085,
            11.526266,
            6.14085
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1684,
            370054,
            522296,
            -3224,
            289822,
            493829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737748800000,
    "first_datapoint_time": 1738080900000,
    "last_datapoint_time": 1760247900000,
    "evaluation_time": 1760248369422,
    "expiration_time": 1766727900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 236
        }
    }
}

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)