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Trade: ALGO/USDT/360/MIDPRICE/TEMA/2578

Strategy
ALGO/USDT/360/MIDPRICE/TEMA/2578
Pair
ALGO_USDT
Interval
6h
Score
329919
Daily Profit
0.190252
Profit Factor
2.087212
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-27 17:22
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 365373.7676 435058.0257 -69684.2581 -63669.0429 104267.9565 -167936.9994
Total P&L (%) 365.3738 435.058 -69.6843 -63.669 104.268 -167.937
Avg Daily Profit (%) 0.1598 0.1903 -0.0305 -0.0443 0.0312 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139562 -122253 -160265 -207988 -135032 -161484
Profit Factor 1.4225 2.0872 0.85 0.9101 1.2984 0.5317
Total Trades 95 48 47 95 48 47
Winning Trades 41 21 20 41 21 20
Losing Trades 54 27 27 54 27 27
Profitability (%) 43.1579 43.75 42.5532 43.1579 43.75 42.5532
Ratio Avg Win / Avg Loss 1.8736 2.6836 1.1475 1.1987 1.6693 0.7179
Largest Winning Trade 296129 296129 50825 170630 170630 26321
Largest Losing Trade -46802 -46802 -46379 -86271 -86271 -33248
Avg Bars in Trades 89 75 103 89 75 103
Avg Bars in Winners 120 84 158 120 84 158
Avg Bars in Losers 65 67 62 65 67 62
Bars Traded 8466 3603 4863 8466 3603 4863
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 245289 329919 -581926 -581518 -152309 -583592
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": 1564423200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982940916,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 128,
            "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": [
        [
            365373.7675616394,
            435058.0256962145,
            -69684.258134575,
            -63669.0429457586,
            104267.9564767167,
            -167936.9994224753
        ],
        [
            365.373768,
            435.058026,
            -69.684258,
            -63.669043,
            104.267956,
            -167.936999
        ],
        [
            0.159779,
            0.190252,
            -0.030473,
            -0.044267,
            0.03124,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139562,
            -122253,
            -160265,
            -207988,
            -135032,
            -161484
        ],
        [
            1.422544,
            2.087212,
            0.849993,
            0.910087,
            1.298361,
            0.531748
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            43.157895,
            43.75,
            42.553191,
            43.157895,
            43.75,
            42.553191
        ],
        [
            1.873595,
            2.683559,
            1.147491,
            1.198651,
            1.669322,
            0.71786
        ],
        [
            296129,
            296129,
            50825,
            170630,
            170630,
            26321
        ],
        [
            -46802,
            -46802,
            -46379,
            -86271,
            -86271,
            -33248
        ],
        [
            89,
            75,
            103,
            89,
            75,
            103
        ],
        [
            120,
            84,
            158,
            120,
            84,
            158
        ],
        [
            65,
            67,
            62,
            65,
            67,
            62
        ],
        [
            8466,
            3603,
            4863,
            8466,
            3603,
            4863
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            245289,
            329919,
            -581926,
            -581518,
            -152309,
            -583592
        ]
    ]
}
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": 1564423200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982940916,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 128,
            "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)