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Trade: ALGO/USDT/30/RMA/KCB/5921

Strategy
ALGO/USDT/30/RMA/KCB/5921
Pair
ALGO_USDT
Interval
30m
Score
309666
Daily Profit
0.586982
Profit Factor
1.878926
Profitability
33.593750
Streak
5.051995
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-14 05:14
Expiration Time
2025-12-28 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305717.9226 266176.0505 39541.8721 161376.6277 118512.5355 42864.0923
Total P&L (%) 305.7179 266.1761 39.5419 161.3766 118.5125 42.8641
Avg Daily Profit (%) 0.587 0.5111 0.0759 0.1846 0.1502 0.0685
Buy And Hold Return (%) 20.0571 20.0571 20.0571 20.0571 20.0571 20.0571
Max Trade Drawdown -57012 -61511 -30870 -186889 -189203 -96098
Profit Factor 1.8789 2.3592 1.2601 1.1905 1.2433 1.119
Total Trades 128 64 64 128 64 64
Winning Trades 43 15 28 43 15 28
Losing Trades 85 49 36 85 49 36
Profitability (%) 33.5938 23.4375 43.75 33.5938 23.4375 43.75
Ratio Avg Win / Avg Loss 3.7142 7.7068 1.6202 2.3533 4.0614 1.4388
Largest Winning Trade 314018 314018 22865 275772 275772 62708
Largest Losing Trade -11797 -9274 -11797 -37754 -33627 -37754
Avg Bars in Trades 193 170 216 193 170 216
Avg Bars in Winners 400 445 376 400 445 376
Avg Bars in Losers 88 86 91 88 86 91
Bars Traded 24764 10920 13844 24764 10920 13844
Profit Streak 5.052 0 5.1145 5.052 0 5.1145
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309666 -161955 -239448 -8290 -169411 -338761
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715409000000,
    "first_datapoint_time": 1715581800000,
    "last_datapoint_time": 1760407200000,
    "evaluation_time": 1760408092406,
    "expiration_time": 1766887200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            305717.9225507136,
            266176.0504558455,
            39541.872094868,
            161376.6277238855,
            118512.5354700781,
            42864.0922538076
        ],
        [
            305.717923,
            266.17605,
            39.541872,
            161.376628,
            118.512535,
            42.864092
        ],
        [
            0.586982,
            0.511061,
            0.075921,
            0.184644,
            0.150195,
            0.068515
        ],
        [
            20.057143,
            20.057143,
            20.057143,
            20.057143,
            20.057143,
            20.057143
        ],
        [
            -57012,
            -61511,
            -30870,
            -186889,
            -189203,
            -96098
        ],
        [
            1.878926,
            2.359239,
            1.260137,
            1.190481,
            1.243301,
            1.119033
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            43,
            15,
            28,
            43,
            15,
            28
        ],
        [
            85,
            49,
            36,
            85,
            49,
            36
        ],
        [
            33.59375,
            23.4375,
            43.75,
            33.59375,
            23.4375,
            43.75
        ],
        [
            3.714157,
            7.706846,
            1.620177,
            2.353277,
            4.061449,
            1.438757
        ],
        [
            314018,
            314018,
            22865,
            275772,
            275772,
            62708
        ],
        [
            -11797,
            -9274,
            -11797,
            -37754,
            -33627,
            -37754
        ],
        [
            193,
            170,
            216,
            193,
            170,
            216
        ],
        [
            400,
            445,
            376,
            400,
            445,
            376
        ],
        [
            88,
            86,
            91,
            88,
            86,
            91
        ],
        [
            24764,
            10920,
            13844,
            24764,
            10920,
            13844
        ],
        [
            5.051995,
            0,
            5.114495,
            5.051995,
            0,
            5.114495
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309666,
            -161955,
            -239448,
            -8290,
            -169411,
            -338761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715409000000,
    "first_datapoint_time": 1715581800000,
    "last_datapoint_time": 1760407200000,
    "evaluation_time": 1760408092406,
    "expiration_time": 1766887200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)