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Trade: ALGO/USDT/360/KCB/HILO/5433

Strategy
ALGO/USDT/360/KCB/HILO/5433
Pair
ALGO_USDT
Interval
6h
Score
336193
Daily Profit
0.223623
Profit Factor
1.957375
Profitability
42.574257
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-25 20:52
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511368.9448 428696.4042 82672.5406 520049.604 443856.1503 76193.4537
Total P&L (%) 511.3689 428.6964 82.6725 520.0496 443.8562 76.1935
Avg Daily Profit (%) 0.2236 0.1875 0.0362 0.0798 0.0741 0.0248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89178 -71005 -85151 -1053795 -830167 -416075
Profit Factor 1.9574 2.5503 1.3209 1.1974 1.2901 1.069
Total Trades 101 51 50 101 51 50
Winning Trades 43 18 25 43 18 25
Losing Trades 58 33 25 58 33 25
Profitability (%) 42.5743 35.2941 50 42.5743 35.2941 50
Ratio Avg Win / Avg Loss 2.6402 4.6756 1.3209 1.6152 2.3653 1.069
Largest Winning Trade 210329 210329 56601 978644 978644 216490
Largest Losing Trade -28465 -28465 -27647 -442927 -442927 -237554
Avg Bars in Trades 83 63 104 83 63 104
Avg Bars in Winners 153 136 165 153 136 165
Avg Bars in Losers 32 24 43 32 24 43
Bars Traded 8471 3259 5212 8471 3259 5212
Profit Streak 0 0 10.995 0 0 10.995
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336193 -173398 -323804 -90802 -278665 -483807

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566129600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822764592,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            511368.9447968393,
            428696.4041678145,
            82672.5406290248,
            520049.6039897184,
            443856.1503359678,
            76193.4536537505
        ],
        [
            511.368945,
            428.696404,
            82.672541,
            520.049604,
            443.85615,
            76.193454
        ],
        [
            0.223623,
            0.18747,
            0.036153,
            0.079823,
            0.074085,
            0.024772
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89178,
            -71005,
            -85151,
            -1053795,
            -830167,
            -416075
        ],
        [
            1.957375,
            2.550336,
            1.320911,
            1.197447,
            1.290145,
            1.06901
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            42.574257,
            35.294118,
            50,
            42.574257,
            35.294118,
            50
        ],
        [
            2.64018,
            4.675615,
            1.320911,
            1.615161,
            2.365265,
            1.06901
        ],
        [
            210329,
            210329,
            56601,
            978644,
            978644,
            216490
        ],
        [
            -28465,
            -28465,
            -27647,
            -442927,
            -442927,
            -237554
        ],
        [
            83,
            63,
            104,
            83,
            63,
            104
        ],
        [
            153,
            136,
            165,
            153,
            136,
            165
        ],
        [
            32,
            24,
            43,
            32,
            24,
            43
        ],
        [
            8471,
            3259,
            5212,
            8471,
            3259,
            5212
        ],
        [
            0,
            0,
            10.99496,
            0,
            0,
            10.994961
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336193,
            -173398,
            -323804,
            -90802,
            -278665,
            -483807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566129600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822764592,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)