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Trade: ALGO/USDT/360/MIDPRICE/ALMA/5970

Strategy
ALGO/USDT/360/MIDPRICE/ALMA/5970
Pair
ALGO_USDT
Interval
6h
Score
358006
Daily Profit
0.225889
Profit Factor
1.502440
Profitability
44.198895
Streak
48.331867
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-27 16:57
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 516550.5587 449506.8704 67043.6883 60330.088 141009.0045 -80678.9164
Total P&L (%) 516.5506 449.5069 67.0437 60.3301 141.009 -80.6789
Avg Daily Profit (%) 0.2259 0.1966 0.0293 0.0206 0.0385 -0.0719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123777 -163975 -121061 -417326 -383030 -318119
Profit Factor 1.5024 1.7302 1.1626 1.0303 1.1141 0.8927
Total Trades 181 91 90 181 91 90
Winning Trades 80 38 42 80 38 42
Losing Trades 101 53 48 101 53 48
Profitability (%) 44.1989 41.7582 46.6667 44.1989 41.7582 46.6667
Ratio Avg Win / Avg Loss 1.8968 2.4131 1.3286 1.3008 1.5538 1.0202
Largest Winning Trade 270746 270746 63159 353139 353139 60799
Largest Losing Trade -44053 -44053 -42921 -169717 -169717 -68932
Avg Bars in Trades 48 36 60 48 36 60
Avg Bars in Winners 62 34 88 62 34 88
Avg Bars in Losers 37 37 36 37 37 36
Bars Traded 8782 3310 5472 8782 3310 5472
Profit Streak 48.3319 55.0819 0 48.3319 55.0819 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358006 285013 -197244 -353819 -238413 -580721
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": 1564574400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758981473286,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 15,
            "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": [
        [
            516550.5587189661,
            449506.8703930482,
            67043.6883259183,
            60330.0880217454,
            141009.0044621872,
            -80678.9164404417
        ],
        [
            516.550559,
            449.50687,
            67.043688,
            60.330088,
            141.009004,
            -80.678916
        ],
        [
            0.225889,
            0.19657,
            0.029318,
            0.020646,
            0.038475,
            -0.071865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123777,
            -163975,
            -121061,
            -417326,
            -383030,
            -318119
        ],
        [
            1.50244,
            1.730153,
            1.16255,
            1.030343,
            1.114057,
            0.892708
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            44.198895,
            41.758242,
            46.666667,
            44.198895,
            41.758242,
            46.666667
        ],
        [
            1.89683,
            2.413108,
            1.328628,
            1.300808,
            1.553816,
            1.020238
        ],
        [
            270746,
            270746,
            63159,
            353139,
            353139,
            60799
        ],
        [
            -44053,
            -44053,
            -42921,
            -169717,
            -169717,
            -68932
        ],
        [
            48,
            36,
            60,
            48,
            36,
            60
        ],
        [
            62,
            34,
            88,
            62,
            34,
            88
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            8782,
            3310,
            5472,
            8782,
            3310,
            5472
        ],
        [
            48.331867,
            55.081867,
            0,
            48.331867,
            55.081867,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358006,
            285013,
            -197244,
            -353819,
            -238413,
            -580721
        ]
    ]
}
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": 1564574400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758981473286,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 15,
            "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)