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Trade: ALGO/USDT/240/RMA/HILO/4375

Strategy
ALGO/USDT/240/RMA/HILO/4375
Pair
ALGO_USDT
Interval
4h
Score
322415
Daily Profit
0.233933
Profit Factor
2.268557
Profitability
39.805825
Streak
0.000000
Best Strategy
Training Data Length
2293.330000
Evaluation Time
2025-10-01 16:03
Expiration Time
2025-12-09 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536486.5457 424323.0603 112163.4854 1172496.1782 886319.5776 286176.6006
Total P&L (%) 536.4865 424.3231 112.1635 1172.4962 886.3196 286.1766
Avg Daily Profit (%) 0.2339 0.185 0.0489 0.111 0.0999 0.0589
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62913 -49609 -56542 -1216870 -582502 -634367
Profit Factor 2.2686 3.0305 1.5243 1.4238 1.6559 1.2022
Total Trades 103 52 51 103 52 51
Winning Trades 41 19 22 41 19 22
Losing Trades 62 33 29 62 33 29
Profitability (%) 39.8058 36.5385 43.1373 39.8058 36.5385 43.1373
Ratio Avg Win / Avg Loss 3.4305 5.2636 2.0093 2.1531 2.876 1.5848
Largest Winning Trade 251519 251519 59617 1072638 1072638 439989
Largest Losing Trade -31852 -31852 -20009 -330463 -296881 -330463
Avg Bars in Trades 123 92 155 123 92 155
Avg Bars in Winners 222 188 252 222 188 252
Avg Bars in Losers 57 36 81 57 36 81
Bars Traded 12724 4794 7930 12724 4794 7930
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 322415 -172008 -307752 -46164 -241406 -296355
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13760,
    "evaluation_days": 2293.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323816141,
    "expiration_time": 1765264320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "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": [
        [
            536486.5456951876,
            424323.0603195364,
            112163.4853756514,
            1172496.1782180783,
            886319.5776402409,
            286176.6005778376
        ],
        [
            536.486546,
            424.32306,
            112.163485,
            1172.496178,
            886.319578,
            286.176601
        ],
        [
            0.233933,
            0.185025,
            0.048909,
            0.110973,
            0.099853,
            0.058933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62913,
            -49609,
            -56542,
            -1216870,
            -582502,
            -634367
        ],
        [
            2.268557,
            3.030545,
            1.524274,
            1.423844,
            1.655894,
            1.202241
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            39.805825,
            36.538462,
            43.137255,
            39.805825,
            36.538462,
            43.137255
        ],
        [
            3.430501,
            5.263578,
            2.00927,
            2.15313,
            2.876026,
            1.584773
        ],
        [
            251519,
            251519,
            59617,
            1072638,
            1072638,
            439989
        ],
        [
            -31852,
            -31852,
            -20009,
            -330463,
            -296881,
            -330463
        ],
        [
            123,
            92,
            155,
            123,
            92,
            155
        ],
        [
            222,
            188,
            252,
            222,
            188,
            252
        ],
        [
            57,
            36,
            81,
            57,
            36,
            81
        ],
        [
            12724,
            4794,
            7930,
            12724,
            4794,
            7930
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322415,
            -172008,
            -307752,
            -46164,
            -241406,
            -296355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13760,
    "evaluation_days": 2293.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323816141,
    "expiration_time": 1765264320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "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)