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Trade: ALGO/USDT/240/RMA/HILO/2278

Strategy
ALGO/USDT/240/RMA/HILO/2278
Pair
ALGO_USDT
Interval
4h
Score
310325
Daily Profit
0.160469
Profit Factor
2.756980
Profitability
38.461538
Streak
35.147500
Best Strategy
Training Data Length
2296.500000
Evaluation Time
2025-10-04 22:32
Expiration Time
2025-12-12 15:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429108.9712 368517.5185 60591.4527 357065.3178 225448.6734 131616.6444
Total P&L (%) 429.109 368.5175 60.5915 357.0653 225.4487 131.6166
Avg Daily Profit (%) 0.1869 0.1605 0.0264 0.0662 0.0514 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85055 -69456 -50926 -600761 -318094 -340617
Profit Factor 1.9963 2.757 1.2742 1.2017 1.2732 1.1393
Total Trades 77 39 38 77 39 38
Winning Trades 32 15 17 32 15 17
Losing Trades 45 24 21 45 24 21
Profitability (%) 41.5584 38.4615 44.7368 41.5584 38.4615 44.7368
Ratio Avg Win / Avg Loss 2.8072 4.4112 1.574 1.6899 2.0371 1.4074
Largest Winning Trade 237270 237270 58275 430782 430782 255900
Largest Losing Trade -29286 -29286 -26317 -172325 -147993 -172325
Avg Bars in Trades 164 132 198 164 132 198
Avg Bars in Winners 290 231 342 290 231 342
Avg Bars in Losers 75 70 81 75 70 81
Bars Traded 12687 5162 7524 12687 5162 7524
Profit Streak 20.3142 35.1475 0 20.3142 35.1475 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 -37704 310325 -159251 -152957 -127169 -213377
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13779,
    "evaluation_days": 2296.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565294400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759606343975,
    "expiration_time": 1765546128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 111,
            "offset": 177
        }
    },
    "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": [
        [
            429108.9712288666,
            368517.5185268042,
            60591.4527020621,
            357065.3177992105,
            225448.6733736816,
            131616.644425529
        ],
        [
            429.108971,
            368.517519,
            60.591453,
            357.065318,
            225.448673,
            131.616644
        ],
        [
            0.186853,
            0.160469,
            0.026384,
            0.066195,
            0.051397,
            0.03658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85055,
            -69456,
            -50926,
            -600761,
            -318094,
            -340617
        ],
        [
            1.996255,
            2.75698,
            1.274198,
            1.201712,
            1.273189,
            1.139288
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            41.558442,
            38.461538,
            44.736842,
            41.558442,
            38.461538,
            44.736842
        ],
        [
            2.807233,
            4.411168,
            1.574009,
            1.689908,
            2.037102,
            1.407356
        ],
        [
            237270,
            237270,
            58275,
            430782,
            430782,
            255900
        ],
        [
            -29286,
            -29286,
            -26317,
            -172325,
            -147993,
            -172325
        ],
        [
            164,
            132,
            198,
            164,
            132,
            198
        ],
        [
            290,
            231,
            342,
            290,
            231,
            342
        ],
        [
            75,
            70,
            81,
            75,
            70,
            81
        ],
        [
            12687,
            5162,
            7524,
            12687,
            5162,
            7524
        ],
        [
            20.314166,
            35.1475,
            0,
            20.314166,
            35.1475,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37704,
            310325,
            -159251,
            -152957,
            -127169,
            -213377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13779,
    "evaluation_days": 2296.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565294400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759606343975,
    "expiration_time": 1765546128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 111,
            "offset": 177
        }
    },
    "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)