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Trade: ALGO/USDT/30/KCB/SSF/8108

Strategy
ALGO/USDT/30/KCB/SSF/8108
Pair
ALGO_USDT
Interval
30m
Score
314290
Daily Profit
0.560038
Profit Factor
1.812296
Profitability
35.036496
Streak
12.277200
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 08:39
Expiration Time
2025-12-16 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291684.5422 254997.7417 36686.8005 144658.9871 95521.1218 49137.8653
Total P&L (%) 291.6845 254.9977 36.6868 144.659 95.5211 49.1379
Avg Daily Profit (%) 0.56 0.4896 0.0704 0.1719 0.1288 0.0768
Buy And Hold Return (%) 15.9009 15.9009 15.9009 15.9009 15.9009 15.9009
Max Trade Drawdown -57728 -49248 -24221 -118753 -106708 -63369
Profit Factor 1.8123 2.2917 1.2269 1.2404 1.2861 1.1834
Total Trades 137 68 69 137 68 69
Winning Trades 48 18 30 48 18 30
Losing Trades 89 50 39 89 50 39
Profitability (%) 35.0365 26.4706 43.4783 35.0365 26.4706 43.4783
Ratio Avg Win / Avg Loss 3.3603 6.3658 1.595 2.2999 3.5726 1.5384
Largest Winning Trade 301556 301556 22041 176243 176243 38425
Largest Losing Trade -16831 -9777 -16831 -36379 -21758 -36379
Avg Bars in Trades 179 155 202 179 155 202
Avg Bars in Winners 349 362 342 349 362 342
Avg Bars in Losers 87 80 95 87 80 95
Bars Traded 24531 10555 13976 24531 10555 13976
Profit Streak 12.2772 0 14.0064 12.2772 0 14.0064
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314290 -118900 -207446 101005 -153959 -215641
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714384800000,
    "first_datapoint_time": 1714829400000,
    "last_datapoint_time": 1759383000000,
    "evaluation_time": 1759383550052,
    "expiration_time": 1765863000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 101,
            "offset": 0,
            "poles": 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": [
        [
            291684.5422145761,
            254997.7417393867,
            36686.8004751894,
            144658.9870701715,
            95521.1218145484,
            49137.865255623
        ],
        [
            291.684542,
            254.997742,
            36.6868,
            144.658987,
            95.521122,
            49.137865
        ],
        [
            0.560038,
            0.489599,
            0.070439,
            0.17193,
            0.128819,
            0.076773
        ],
        [
            15.900878,
            15.900878,
            15.900878,
            15.900878,
            15.900878,
            15.900878
        ],
        [
            -57728,
            -49248,
            -24221,
            -118753,
            -106708,
            -63369
        ],
        [
            1.812296,
            2.29169,
            1.22692,
            1.240372,
            1.286118,
            1.183377
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            48,
            18,
            30,
            48,
            18,
            30
        ],
        [
            89,
            50,
            39,
            89,
            50,
            39
        ],
        [
            35.036496,
            26.470588,
            43.478261,
            35.036496,
            26.470588,
            43.478261
        ],
        [
            3.360298,
            6.365805,
            1.594996,
            2.299856,
            3.57255,
            1.53839
        ],
        [
            301556,
            301556,
            22041,
            176243,
            176243,
            38425
        ],
        [
            -16831,
            -9777,
            -16831,
            -36379,
            -21758,
            -36379
        ],
        [
            179,
            155,
            202,
            179,
            155,
            202
        ],
        [
            349,
            362,
            342,
            349,
            362,
            342
        ],
        [
            87,
            80,
            95,
            87,
            80,
            95
        ],
        [
            24531,
            10555,
            13976,
            24531,
            10555,
            13976
        ],
        [
            12.2772,
            0,
            14.006366,
            12.2772,
            0,
            14.006366
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314290,
            -118900,
            -207446,
            101005,
            -153959,
            -215641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714384800000,
    "first_datapoint_time": 1714829400000,
    "last_datapoint_time": 1759383000000,
    "evaluation_time": 1759383550052,
    "expiration_time": 1765863000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 101,
            "offset": 0,
            "poles": 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)