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Trade: ALGO/USDT/3/DEMA/KCL/2791

Strategy
ALGO/USDT/3/DEMA/KCL/2791
Pair
ALGO_USDT
Interval
3m
Score
459887
Daily Profit
0.528629
Profit Factor
2.622000
Profitability
65.714286
Streak
16.164026
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-12 00:23
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 30388.867 2857.884 27530.983 33289.2975 1544.2794 31745.0181
Total P&L (%) 30.3889 2.8579 27.531 33.2893 1.5443 31.745
Avg Daily Profit (%) 0.5835 0.0549 0.5286 0.5533 0.0294 0.5308
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22041 -15522 -9268 -30914 -20682 -13701
Profit Factor 1.7471 1.1206 2.622 1.5956 1.0481 2.3332
Total Trades 70 35 35 70 35 35
Winning Trades 43 20 23 43 20 23
Losing Trades 27 15 12 27 15 12
Profitability (%) 61.4286 57.1429 65.7143 61.4286 57.1429 65.7143
Ratio Avg Win / Avg Loss 1.097 0.8404 1.368 1.0019 0.7861 1.2173
Largest Winning Trade 4336 4336 4081 5626 5354 5626
Largest Losing Trade -8194 -8194 -5160 -10823 -10823 -7509
Avg Bars in Trades 334 202 466 334 202 466
Avg Bars in Winners 245 120 354 245 120 354
Avg Bars in Losers 475 310 681 475 310 681
Bars Traded 23392 7070 16322 23392 7070 16322
Profit Streak 16.164 16.1682 16.164 16.164 16.1682 16.164
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87098 -374309 459887 -87687 -488192 443972
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754589060000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760217791892,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            30388.8670091387,
            2857.8839869468,
            27530.9830221919,
            33289.2974810812,
            1544.279363837,
            31745.0181172444
        ],
        [
            30.388867,
            2.857884,
            27.530983,
            33.289297,
            1.544279,
            31.745018
        ],
        [
            0.583504,
            0.054875,
            0.528629,
            0.553276,
            0.02943,
            0.530778
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22041,
            -15522,
            -9268,
            -30914,
            -20682,
            -13701
        ],
        [
            1.747084,
            1.12057,
            2.622,
            1.595594,
            1.048135,
            2.333238
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            61.428571,
            57.142857,
            65.714286,
            61.428571,
            57.142857,
            65.714286
        ],
        [
            1.097006,
            0.840427,
            1.368,
            1.001884,
            0.786101,
            1.217342
        ],
        [
            4336,
            4336,
            4081,
            5626,
            5354,
            5626
        ],
        [
            -8194,
            -8194,
            -5160,
            -10823,
            -10823,
            -7509
        ],
        [
            334,
            202,
            466,
            334,
            202,
            466
        ],
        [
            245,
            120,
            354,
            245,
            120,
            354
        ],
        [
            475,
            310,
            681,
            475,
            310,
            681
        ],
        [
            23392,
            7070,
            16322,
            23392,
            7070,
            16322
        ],
        [
            16.164026,
            16.168193,
            16.164026,
            16.164026,
            16.168193,
            16.164027
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87098,
            -374309,
            459887,
            -87687,
            -488192,
            443972
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754589060000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760217791892,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)