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Trade: ALGO/USDT/3/MIDPRICE/MIDPOINT/6772

Strategy
ALGO/USDT/3/MIDPRICE/MIDPOINT/6772
Pair
ALGO_USDT
Interval
3m
Score
387749
Daily Profit
0.653913
Profit Factor
1.531854
Profitability
57.462687
Streak
6.586288
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-02 23:07
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 36429.3566 7428.999 29000.3575 40417.4086 6787.8365 33629.5721
Total P&L (%) 36.4294 7.429 29.0004 40.4174 6.7878 33.6296
Avg Daily Profit (%) 0.6995 0.1426 0.5568 0.6539 0.1262 0.5582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12418 -10204 -4841 -13206 -10559 -5096
Profit Factor 1.523 1.1723 2.0925 1.5319 1.1433 2.1748
Total Trades 134 67 67 134 67 67
Winning Trades 77 39 38 77 39 38
Losing Trades 57 28 29 57 28 29
Profitability (%) 57.4627 58.209 56.7164 57.4627 58.209 56.7164
Ratio Avg Win / Avg Loss 1.1274 0.8416 1.5969 1.134 0.8208 1.6597
Largest Winning Trade 8433 5843 8433 10703 5972 10703
Largest Losing Trade -7641 -7641 -2280 -8006 -8006 -2376
Avg Bars in Trades 177 206 148 177 206 148
Avg Bars in Winners 180 226 133 180 226 133
Avg Bars in Losers 172 177 168 172 177 168
Bars Traded 23736 13805 9931 23736 13805 9931
Profit Streak 6.5863 0 7.9613 6.5863 0 7.9613
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387051 -318729 -104580 387749 -372580 -103998
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": 1754585640000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759435635265,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 212,
            "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": [
        [
            36429.3565675343,
            7428.9990363055,
            29000.3575312289,
            40417.4085703192,
            6787.8364643412,
            33629.5721059781
        ],
        [
            36.429357,
            7.428999,
            29.000358,
            40.417409,
            6.787836,
            33.629572
        ],
        [
            0.699488,
            0.142646,
            0.556843,
            0.653913,
            0.126181,
            0.558198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12418,
            -10204,
            -4841,
            -13206,
            -10559,
            -5096
        ],
        [
            1.52295,
            1.172297,
            2.092546,
            1.531854,
            1.143299,
            2.174828
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            57.462687,
            58.208955,
            56.716418,
            57.462687,
            58.208955,
            56.716418
        ],
        [
            1.127379,
            0.841649,
            1.596943,
            1.13397,
            0.82083,
            1.659737
        ],
        [
            8433,
            5843,
            8433,
            10703,
            5972,
            10703
        ],
        [
            -7641,
            -7641,
            -2280,
            -8006,
            -8006,
            -2376
        ],
        [
            177,
            206,
            148,
            177,
            206,
            148
        ],
        [
            180,
            226,
            133,
            180,
            226,
            133
        ],
        [
            172,
            177,
            168,
            172,
            177,
            168
        ],
        [
            23736,
            13805,
            9931,
            23736,
            13805,
            9931
        ],
        [
            6.586288,
            0,
            7.961288,
            6.586288,
            0,
            7.961288
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387051,
            -318729,
            -104580,
            387749,
            -372580,
            -103998
        ]
    ]
}
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": 1754585640000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759435635265,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 212,
            "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)