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Trade: ALGO/USDT/60/BBL/MIDPRICE/3946

Strategy
ALGO/USDT/60/BBL/MIDPRICE/3946
Pair
ALGO_USDT
Interval
1h
Score
391332
Daily Profit
0.212816
Profit Factor
1.459075
Profitability
55.629139
Streak
48.927798
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 02:16
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221673.0174 196405.7663 25267.2511 130620.1264 91710.5447 38909.5818
Total P&L (%) 221.673 196.4058 25.2673 130.6201 91.7105 38.9096
Avg Daily Profit (%) 0.2128 0.1886 0.0243 0.0803 0.0625 0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88024 -80115 -27534 -249866 -249646 -83599
Profit Factor 1.4591 1.5459 1.2053 1.121 1.1094 1.1612
Total Trades 151 75 76 151 75 76
Winning Trades 84 44 40 84 44 40
Losing Trades 67 31 36 67 31 36
Profitability (%) 55.6291 58.6667 52.6316 55.6291 58.6667 52.6316
Ratio Avg Win / Avg Loss 1.1638 1.0892 1.0847 0.8941 0.7816 1.045
Largest Winning Trade 80166 80166 13884 117048 117048 30900
Largest Losing Trade -51985 -51985 -15030 -225978 -225978 -47775
Avg Bars in Trades 150 278 24 150 278 24
Avg Bars in Winners 95 160 24 95 160 24
Avg Bars in Losers 219 446 24 219 446 24
Bars Traded 22778 20915 1863 22778 20915 1863
Profit Streak 48.9278 0 67.9278 48.9278 0 67.9278
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391332 -46446 -212769 -172817 -266854 -244585
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759014961723,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 3.38994
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "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": [
        [
            221673.0174175474,
            196405.7662925987,
            25267.2511249487,
            130620.1264314531,
            91710.5446569216,
            38909.5817745314
        ],
        [
            221.673017,
            196.405766,
            25.267251,
            130.620126,
            91.710545,
            38.909582
        ],
        [
            0.212816,
            0.188558,
            0.024258,
            0.080254,
            0.062501,
            0.031557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88024,
            -80115,
            -27534,
            -249866,
            -249646,
            -83599
        ],
        [
            1.459075,
            1.545921,
            1.205259,
            1.120994,
            1.109425,
            1.161156
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            55.629139,
            58.666667,
            52.631579,
            55.629139,
            58.666667,
            52.631579
        ],
        [
            1.163786,
            1.089172,
            1.084733,
            0.894127,
            0.78164,
            1.04504
        ],
        [
            80166,
            80166,
            13884,
            117048,
            117048,
            30900
        ],
        [
            -51985,
            -51985,
            -15030,
            -225978,
            -225978,
            -47775
        ],
        [
            150,
            278,
            24,
            150,
            278,
            24
        ],
        [
            95,
            160,
            24,
            95,
            160,
            24
        ],
        [
            219,
            446,
            24,
            219,
            446,
            24
        ],
        [
            22778,
            20915,
            1863,
            22778,
            20915,
            1863
        ],
        [
            48.927798,
            0,
            67.927798,
            48.927798,
            0,
            67.927798
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391332,
            -46446,
            -212769,
            -172817,
            -266854,
            -244585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759014961723,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 3.38994
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "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)