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Trade: ALGO/USDT/3/KCU/DCU/9038

Strategy
ALGO/USDT/3/KCU/DCU/9038
Pair
ALGO_USDT
Interval
3m
Score
307398
Daily Profit
0.394244
Profit Factor
2.145080
Profitability
62.162162
Streak
24.168870
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-12 17:51
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 18344.7636 -1493.5403 19838.3039 16659.0095 -6083.4966 22742.5062
Total P&L (%) 18.3448 -1.4935 19.8383 16.659 -6.0835 22.7425
Avg Daily Profit (%) 0.3522 -0.0287 0.3809 0.2963 -0.1204 0.3942
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18973 -16838 -5064 -24909 -21855 -6752
Profit Factor 1.2863 0.969 2.2523 1.2055 0.9006 2.1451
Total Trades 74 37 37 74 37 37
Winning Trades 48 25 23 48 25 23
Losing Trades 26 12 14 26 12 14
Profitability (%) 64.8649 67.5676 62.1622 64.8649 67.5676 62.1622
Ratio Avg Win / Avg Loss 0.6968 0.4651 1.3709 0.653 0.4323 1.3057
Largest Winning Trade 7165 7165 6236 8368 8368 6827
Largest Losing Trade -8537 -8537 -2738 -10619 -10619 -3190
Avg Bars in Trades 322 462 182 322 462 182
Avg Bars in Winners 208 245 168 208 245 168
Avg Bars in Losers 532 913 205 532 913 205
Bars Traded 23856 17098 6758 23856 17098 6758
Profit Streak 15.8418 0 24.1689 15.8418 0 24.1689
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68787 -580552 241044 -70883 -580552 307398
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": 1754632620000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760280670347,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 231,
            "offset": 242
        }
    }
}
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": [
        [
            18344.7635546811,
            -1493.540327893,
            19838.3038825741,
            16659.0095169491,
            -6083.4966419965,
            22742.5061589456
        ],
        [
            18.344764,
            -1.49354,
            19.838304,
            16.65901,
            -6.083497,
            22.742506
        ],
        [
            0.352242,
            -0.028678,
            0.38092,
            0.2963,
            -0.120442,
            0.394244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18973,
            -16838,
            -5064,
            -24909,
            -21855,
            -6752
        ],
        [
            1.286329,
            0.969031,
            2.25227,
            1.205473,
            0.900622,
            2.14508
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            64.864865,
            67.567568,
            62.162162,
            64.864865,
            67.567568,
            62.162162
        ],
        [
            0.696762,
            0.465135,
            1.370947,
            0.652964,
            0.432298,
            1.305701
        ],
        [
            7165,
            7165,
            6236,
            8368,
            8368,
            6827
        ],
        [
            -8537,
            -8537,
            -2738,
            -10619,
            -10619,
            -3190
        ],
        [
            322,
            462,
            182,
            322,
            462,
            182
        ],
        [
            208,
            245,
            168,
            208,
            245,
            168
        ],
        [
            532,
            913,
            205,
            532,
            913,
            205
        ],
        [
            23856,
            17098,
            6758,
            23856,
            17098,
            6758
        ],
        [
            15.841786,
            0,
            24.16887,
            15.841786,
            0,
            24.16887
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68787,
            -580552,
            241044,
            -70883,
            -580552,
            307398
        ]
    ]
}
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": 1754632620000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760280670347,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 231,
            "offset": 242
        }
    }
}

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)