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Trade: ALGO/USDT/60/MIDPOINT/KCB/999

Strategy
ALGO/USDT/60/MIDPOINT/KCB/999
Pair
ALGO_USDT
Interval
1h
Score
304096
Daily Profit
0.294982
Profit Factor
1.541880
Profitability
40.993789
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 20:40
Expiration Time
2025-12-26 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307274.0056 267685.2402 39588.7654 114879.198 201633.2777 -86754.0797
Total P&L (%) 307.274 267.6852 39.5888 114.8792 201.6333 -86.7541
Avg Daily Profit (%) 0.295 0.257 0.038 0.0735 0.106 -0.1939
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123263 -87124 -50951 -663413 -406934 -314322
Profit Factor 1.5419 1.9091 1.1452 1.0767 1.2597 0.8798
Total Trades 161 81 80 161 81 80
Winning Trades 66 25 41 66 25 41
Losing Trades 95 56 39 95 56 39
Profitability (%) 40.9938 30.8642 51.25 40.9938 30.8642 51.25
Ratio Avg Win / Avg Loss 2.2194 4.2764 1.0894 1.5498 2.8217 0.8368
Largest Winning Trade 281858 281858 25919 565633 565633 94938
Largest Losing Trade -29191 -21880 -29191 -166433 -109913 -166433
Avg Bars in Trades 153 139 167 153 139 167
Avg Bars in Winners 233 235 231 233 235 231
Avg Bars in Losers 98 96 100 98 96 100
Bars Traded 24719 11303 13415 24719 11303 13415
Profit Streak 0 0 49.4448 0 0 49.4448
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304096 -7666 -223475 -232575 -69865 -599083
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670288400000,
    "first_datapoint_time": 1671156000000,
    "last_datapoint_time": 1760288400000,
    "evaluation_time": 1760290832020,
    "expiration_time": 1766768400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            307274.0056221106,
            267685.240184787,
            39588.7654373236,
            114879.198023458,
            201633.2776851938,
            -86754.0796617359
        ],
        [
            307.274006,
            267.68524,
            39.588765,
            114.879198,
            201.633278,
            -86.75408
        ],
        [
            0.294982,
            0.256977,
            0.038005,
            0.073458,
            0.106044,
            -0.193873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123263,
            -87124,
            -50951,
            -663413,
            -406934,
            -314322
        ],
        [
            1.54188,
            1.909095,
            1.145227,
            1.076693,
            1.259679,
            0.87975
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            66,
            25,
            41,
            66,
            25,
            41
        ],
        [
            95,
            56,
            39,
            95,
            56,
            39
        ],
        [
            40.993789,
            30.864198,
            51.25,
            40.993789,
            30.864198,
            51.25
        ],
        [
            2.219373,
            4.276372,
            1.089362,
            1.549785,
            2.82168,
            0.836835
        ],
        [
            281858,
            281858,
            25919,
            565633,
            565633,
            94938
        ],
        [
            -29191,
            -21880,
            -29191,
            -166433,
            -109913,
            -166433
        ],
        [
            153,
            139,
            167,
            153,
            139,
            167
        ],
        [
            233,
            235,
            231,
            233,
            235,
            231
        ],
        [
            98,
            96,
            100,
            98,
            96,
            100
        ],
        [
            24719,
            11303,
            13415,
            24719,
            11303,
            13415
        ],
        [
            0,
            0,
            49.444815,
            0,
            0,
            49.444815
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304096,
            -7666,
            -223475,
            -232575,
            -69865,
            -599083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670288400000,
    "first_datapoint_time": 1671156000000,
    "last_datapoint_time": 1760288400000,
    "evaluation_time": 1760290832020,
    "expiration_time": 1766768400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)