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Trade: ALGO/USDT/240/MIDPRICE/KCU/2912

Strategy
ALGO/USDT/240/MIDPRICE/KCU/2912
Pair
ALGO_USDT
Interval
4h
Score
351894
Daily Profit
0.302638
Profit Factor
1.736754
Profitability
42.758621
Streak
0.000000
Best Strategy
Training Data Length
2290.170000
Evaluation Time
2025-09-28 12:23
Expiration Time
2025-12-06 02:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 693093.4455 576435.1264 116658.3191 292056.7851 250484.5589 41572.2262
Total P&L (%) 693.0934 576.4351 116.6583 292.0568 250.4846 41.5722
Avg Daily Profit (%) 0.3026 0.2517 0.0509 0.0597 0.0548 0.0152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194559 -134278 -130918 -296200 -236945 -150270
Profit Factor 1.7368 2.0455 1.2996 1.2486 1.358 1.0875
Total Trades 145 73 72 145 73 72
Winning Trades 62 29 33 62 29 33
Losing Trades 83 44 39 83 44 39
Profitability (%) 42.7586 39.726 45.8333 42.7586 39.726 45.8333
Ratio Avg Win / Avg Loss 2.325 3.1035 1.5359 1.6715 2.0605 1.2852
Largest Winning Trade 389686 389686 63163 262182 262182 81518
Largest Losing Trade -39901 -39901 -38964 -131375 -131375 -66014
Avg Bars in Trades 92 97 87 92 97 87
Avg Bars in Winners 120 122 117 120 122 117
Avg Bars in Losers 72 80 61 72 80 61
Bars Traded 13421 7125 6296 13421 7125 6296
Profit Streak 0 0 43.7246 0 0 43.7246
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351894 -63585 -204220 -114792 -194174 -379480
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13741,
    "evaluation_days": 2290.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563609600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759051404216,
    "expiration_time": 1764982512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            693093.4455213385,
            576435.1264465455,
            116658.3190747932,
            292056.7850701847,
            250484.5588589109,
            41572.2262112738
        ],
        [
            693.093446,
            576.435126,
            116.658319,
            292.056785,
            250.484559,
            41.572226
        ],
        [
            0.302638,
            0.2517,
            0.050939,
            0.059674,
            0.054777,
            0.015181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194559,
            -134278,
            -130918,
            -296200,
            -236945,
            -150270
        ],
        [
            1.736754,
            2.045519,
            1.299585,
            1.248582,
            1.358026,
            1.087472
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            42.758621,
            39.726027,
            45.833333,
            42.758621,
            39.726027,
            45.833333
        ],
        [
            2.32501,
            3.103545,
            1.535873,
            1.671489,
            2.060453,
            1.285194
        ],
        [
            389686,
            389686,
            63163,
            262182,
            262182,
            81518
        ],
        [
            -39901,
            -39901,
            -38964,
            -131375,
            -131375,
            -66014
        ],
        [
            92,
            97,
            87,
            92,
            97,
            87
        ],
        [
            120,
            122,
            117,
            120,
            122,
            117
        ],
        [
            72,
            80,
            61,
            72,
            80,
            61
        ],
        [
            13421,
            7125,
            6296,
            13421,
            7125,
            6296
        ],
        [
            0,
            0,
            43.724586,
            0,
            0,
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        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351894,
            -63585,
            -204220,
            -114792,
            -194174,
            -379480
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13741,
    "evaluation_days": 2290.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563609600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759051404216,
    "expiration_time": 1764982512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)