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Trade: ALGO/USDT/240/KCB/HILO/1006

Strategy
ALGO/USDT/240/KCB/HILO/1006
Pair
ALGO_USDT
Interval
4h
Score
351454
Daily Profit
0.171932
Profit Factor
1.291098
Profitability
46.253230
Streak
7.985014
Best Strategy
Training Data Length
2286.330000
Evaluation Time
2025-09-27 18:38
Expiration Time
2025-12-02 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393093.9599 347194.5121 45899.4478 16578.8802 239862.5824 -223283.7022
Total P&L (%) 393.094 347.1945 45.8994 16.5789 239.8626 -223.2837
Avg Daily Profit (%) 0.1719 0.1519 0.0201 0.0067 0.0535 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131745 -132985 -165749 -426456 -226391 -328305
Profit Factor 1.2911 1.5796 1.0611 1.0079 1.2753 0.8185
Total Trades 387 194 193 387 194 193
Winning Trades 179 85 94 179 85 94
Losing Trades 208 109 99 208 109 99
Profitability (%) 46.2532 43.8144 48.7047 46.2532 43.8144 48.7047
Ratio Avg Win / Avg Loss 1.5003 2.0256 1.1175 1.1712 1.6354 0.862
Largest Winning Trade 255912 255912 60717 308747 308747 72771
Largest Losing Trade -43135 -22133 -43135 -139686 -52645 -139686
Avg Bars in Trades 34 26 42 34 26 42
Avg Bars in Winners 46 35 56 46 35 56
Avg Bars in Losers 24 20 29 24 20 29
Bars Traded 13432 5170 8262 13432 5170 8262
Profit Streak 7.985 11.3183 0 7.985 11.3183 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351454 326918 -321116 -403636 -121431 -580826
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562342400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987505250,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            393093.9598600763,
            347194.512072143,
            45899.4477879326,
            16578.8801805753,
            239862.5824198631,
            -223283.7022392876
        ],
        [
            393.09396,
            347.194512,
            45.899448,
            16.57888,
            239.862582,
            -223.283702
        ],
        [
            0.171932,
            0.151857,
            0.020076,
            0.00671,
            0.053522,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131745,
            -132985,
            -165749,
            -426456,
            -226391,
            -328305
        ],
        [
            1.291098,
            1.57962,
            1.061087,
            1.00789,
            1.275294,
            0.818458
        ],
        [
            387,
            194,
            193,
            387,
            194,
            193
        ],
        [
            179,
            85,
            94,
            179,
            85,
            94
        ],
        [
            208,
            109,
            99,
            208,
            109,
            99
        ],
        [
            46.25323,
            43.814433,
            48.704663,
            46.25323,
            43.814433,
            48.704663
        ],
        [
            1.50027,
            2.02563,
            1.117528,
            1.17118,
            1.635376,
            0.861993
        ],
        [
            255912,
            255912,
            60717,
            308747,
            308747,
            72771
        ],
        [
            -43135,
            -22133,
            -43135,
            -139686,
            -52645,
            -139686
        ],
        [
            34,
            26,
            42,
            34,
            26,
            42
        ],
        [
            46,
            35,
            56,
            46,
            35,
            56
        ],
        [
            24,
            20,
            29,
            24,
            20,
            29
        ],
        [
            13432,
            5170,
            8262,
            13432,
            5170,
            8262
        ],
        [
            7.985014,
            11.318348,
            0,
            7.985014,
            11.318348,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351454,
            326918,
            -321116,
            -403636,
            -121431,
            -580826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562342400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987505250,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)