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Trade: ALGO/USDT/240/HL2/SSF/7036

Strategy
ALGO/USDT/240/HL2/SSF/7036
Pair
ALGO_USDT
Interval
4h
Score
334991
Daily Profit
0.201698
Profit Factor
1.445243
Profitability
44.192635
Streak
0.000000
Best Strategy
Training Data Length
2301.000000
Evaluation Time
2025-10-09 10:19
Expiration Time
2025-12-17 06:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464107.0163 383523.5448 80583.4715 141432.2148 293112.1358 -151679.9209
Total P&L (%) 464.107 383.5235 80.5835 141.4322 293.1121 -151.6799
Avg Daily Profit (%) 0.2017 0.1667 0.035 0.0383 0.0595 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155641 -83430 -143115 -368458 -213299 -297301
Profit Factor 1.4452 1.7026 1.1623 1.0737 1.2951 0.8361
Total Trades 353 177 176 353 177 176
Winning Trades 156 81 75 156 81 75
Losing Trades 197 96 101 197 96 101
Profitability (%) 44.1926 45.7627 42.6136 44.1926 45.7627 42.6136
Ratio Avg Win / Avg Loss 1.8251 2.0179 1.5652 1.3559 1.5349 1.126
Largest Winning Trade 229644 229644 60500 295643 295643 68646
Largest Losing Trade -36164 -36164 -35445 -114743 -79508 -114743
Avg Bars in Trades 38 35 40 38 35 40
Avg Bars in Winners 54 48 60 54 48 60
Avg Bars in Losers 25 24 25 25 24 25
Bars Traded 13450 6305 7145 13450 6305 7145
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334991 334303 -189505 -281587 -113571 -581617
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13806,
    "evaluation_days": 2301,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562860800000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759994373758,
    "expiration_time": 1765946592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 118
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            464107.0163413149,
            383523.5448471015,
            80583.4714942133,
            141432.2148083922,
            293112.1357569777,
            -151679.9209485857
        ],
        [
            464.107016,
            383.523545,
            80.583471,
            141.432215,
            293.112136,
            -151.679921
        ],
        [
            0.201698,
            0.166677,
            0.035021,
            0.038313,
            0.05951,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155641,
            -83430,
            -143115,
            -368458,
            -213299,
            -297301
        ],
        [
            1.445243,
            1.702612,
            1.162299,
            1.073704,
            1.295065,
            0.836116
        ],
        [
            353,
            177,
            176,
            353,
            177,
            176
        ],
        [
            156,
            81,
            75,
            156,
            81,
            75
        ],
        [
            197,
            96,
            101,
            197,
            96,
            101
        ],
        [
            44.192635,
            45.762712,
            42.613636,
            44.192635,
            45.762712,
            42.613636
        ],
        [
            1.825083,
            2.01791,
            1.565229,
            1.355896,
            1.534891,
            1.125969
        ],
        [
            229644,
            229644,
            60500,
            295643,
            295643,
            68646
        ],
        [
            -36164,
            -36164,
            -35445,
            -114743,
            -79508,
            -114743
        ],
        [
            38,
            35,
            40,
            38,
            35,
            40
        ],
        [
            54,
            48,
            60,
            54,
            48,
            60
        ],
        [
            25,
            24,
            25,
            25,
            24,
            25
        ],
        [
            13450,
            6305,
            7145,
            13450,
            6305,
            7145
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334991,
            334303,
            -189505,
            -281587,
            -113571,
            -581617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13806,
    "evaluation_days": 2301,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562860800000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759994373758,
    "expiration_time": 1765946592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 118
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 2
        }
    }
}

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)