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Trade: ALGO/USDT/240/MIDPRICE/TEMA/7830

Strategy
ALGO/USDT/240/MIDPRICE/TEMA/7830
Pair
ALGO_USDT
Interval
4h
Score
309933
Daily Profit
0.178659
Profit Factor
1.429209
Profitability
43.113772
Streak
50.912126
Best Strategy
Training Data Length
2301.170000
Evaluation Time
2025-10-09 12:53
Expiration Time
2025-12-17 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411124.4098 321504.0778 89620.332 102138.382 177307.4088 -75169.0268
Total P&L (%) 411.1244 321.5041 89.6203 102.1384 177.3074 -75.169
Avg Daily Profit (%) 0.1787 0.1397 0.0389 0.0306 0.0443 -0.0605
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222769 -126580 -174172 -232669 -97641 -202331
Profit Factor 1.4292 1.5935 1.2154 1.1328 1.4534 0.8013
Total Trades 167 84 83 167 84 83
Winning Trades 72 34 38 72 34 38
Losing Trades 95 50 45 95 50 45
Profitability (%) 43.1138 40.4762 45.7831 43.1138 40.4762 45.7831
Ratio Avg Win / Avg Loss 1.8858 2.3434 1.4392 1.4946 2.1373 0.9489
Largest Winning Trade 141040 141040 58304 146040 146040 41155
Largest Losing Trade -44282 -29412 -44282 -96471 -35134 -96471
Avg Bars in Trades 80 68 92 80 68 92
Avg Bars in Winners 108 76 137 108 76 137
Avg Bars in Losers 58 62 54 58 62 54
Bars Traded 13410 5724 7686 13410 5724 7686
Profit Streak 50.9121 50.9121 52.4121 50.9121 50.9121 52.4121
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309933 -7002 -142296 -227323 -135032 -581763
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13807,
    "evaluation_days": 2301.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563480000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760003607691,
    "expiration_time": 1765961424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 124,
            "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": [
        [
            411124.4098080359,
            321504.0778130223,
            89620.3319950136,
            102138.3820484721,
            177307.408803131,
            -75169.026754659
        ],
        [
            411.12441,
            321.504078,
            89.620332,
            102.138382,
            177.307409,
            -75.169027
        ],
        [
            0.178659,
            0.139713,
            0.038946,
            0.030588,
            0.044333,
            -0.06052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222769,
            -126580,
            -174172,
            -232669,
            -97641,
            -202331
        ],
        [
            1.429209,
            1.593505,
            1.21535,
            1.132764,
            1.453381,
            0.801269
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            95,
            50,
            45,
            95,
            50,
            45
        ],
        [
            43.113772,
            40.47619,
            45.783133,
            43.113772,
            40.47619,
            45.783133
        ],
        [
            1.885762,
            2.343389,
            1.43923,
            1.494619,
            2.137325,
            0.948871
        ],
        [
            141040,
            141040,
            58304,
            146040,
            146040,
            41155
        ],
        [
            -44282,
            -29412,
            -44282,
            -96471,
            -35134,
            -96471
        ],
        [
            80,
            68,
            92,
            80,
            68,
            92
        ],
        [
            108,
            76,
            137,
            108,
            76,
            137
        ],
        [
            58,
            62,
            54,
            58,
            62,
            54
        ],
        [
            13410,
            5724,
            7686,
            13410,
            5724,
            7686
        ],
        [
            50.912126,
            50.912126,
            52.412126,
            50.912126,
            50.912126,
            52.412126
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309933,
            -7002,
            -142296,
            -227323,
            -135032,
            -581763
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13807,
    "evaluation_days": 2301.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563480000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760003607691,
    "expiration_time": 1765961424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 124,
            "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)