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Trade: ALGO/USDT/480/BBL/JMA/2915

Strategy
ALGO/USDT/480/BBL/JMA/2915
Pair
ALGO_USDT
Interval
8h
Score
478873
Daily Profit
0.246972
Profit Factor
1.596247
Profitability
57.714286
Streak
21.290866
Best Strategy
Training Data Length
2296.330000
Evaluation Time
2025-10-04 09:58
Expiration Time
2025-12-11 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 567129.1037 481345.7801 85783.3236 80552.8218 -78777.322 159330.1438
Total P&L (%) 567.1291 481.3458 85.7833 80.5528 -78.7773 159.3301
Avg Daily Profit (%) 0.247 0.2096 0.0374 0.0257 -0.0675 0.0415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149771 -195051 -57257 -392991 -500729 -79121
Profit Factor 1.5962 1.6824 1.349 1.0508 0.9375 1.4903
Total Trades 175 87 88 175 87 88
Winning Trades 101 45 56 101 45 56
Losing Trades 74 42 32 74 42 32
Profitability (%) 57.7143 51.7241 63.6364 57.7143 51.7241 63.6364
Ratio Avg Win / Avg Loss 1.1695 1.5703 0.7708 0.7699 0.875 0.8516
Largest Winning Trade 235751 235751 17756 228768 228768 37417
Largest Losing Trade -58394 -58394 -29311 -153832 -153832 -35362
Avg Bars in Trades 38 69 7 38 69 7
Avg Bars in Winners 36 74 6 36 74 6
Avg Bars in Losers 40 63 9 40 63 9
Bars Traded 6698 6010 688 6698 6010 688
Profit Streak 21.2909 22.9575 21.2909 21.2909 22.9575 21.2909
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478873 408217 -141725 -321860 -580329 -135328
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6889,
    "evaluation_days": 2296.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562486400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561130860,
    "expiration_time": 1765488096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 1.80485
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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": [
        [
            567129.1036892378,
            481345.7801167355,
            85783.3235725024,
            80552.8217972949,
            -78777.322047111,
            159330.1438444059
        ],
        [
            567.129104,
            481.34578,
            85.783324,
            80.552822,
            -78.777322,
            159.330144
        ],
        [
            0.246972,
            0.209615,
            0.037357,
            0.025734,
            -0.067481,
            0.041507
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149771,
            -195051,
            -57257,
            -392991,
            -500729,
            -79121
        ],
        [
            1.596247,
            1.682422,
            1.348973,
            1.050781,
            0.937543,
            1.490274
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            101,
            45,
            56,
            101,
            45,
            56
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            57.714286,
            51.724138,
            63.636364,
            57.714286,
            51.724138,
            63.636364
        ],
        [
            1.169527,
            1.570261,
            0.770842,
            0.769879,
            0.87504,
            0.851585
        ],
        [
            235751,
            235751,
            17756,
            228768,
            228768,
            37417
        ],
        [
            -58394,
            -58394,
            -29311,
            -153832,
            -153832,
            -35362
        ],
        [
            38,
            69,
            7,
            38,
            69,
            7
        ],
        [
            36,
            74,
            6,
            36,
            74,
            6
        ],
        [
            40,
            63,
            9,
            40,
            63,
            9
        ],
        [
            6698,
            6010,
            688,
            6698,
            6010,
            688
        ],
        [
            21.290866,
            22.957533,
            21.290866,
            21.290866,
            22.957533,
            21.290866
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478873,
            408217,
            -141725,
            -321860,
            -580329,
            -135328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6889,
    "evaluation_days": 2296.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562486400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561130860,
    "expiration_time": 1765488096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 1.80485
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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)