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Trade: ALGO/USDT/60/MIDPRICE/DEMA/3555

Strategy
ALGO/USDT/60/MIDPRICE/DEMA/3555
Pair
ALGO_USDT
Interval
1h
Score
352705
Daily Profit
0.433158
Profit Factor
1.981453
Profitability
36.813187
Streak
14.224570
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 20:23
Expiration Time
2025-12-17 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451207.3399 330587.7446 120619.5953 1041338.954 612963.1752 428375.7788
Total P&L (%) 451.2073 330.5877 120.6196 1041.339 612.9632 428.3758
Avg Daily Profit (%) 0.4332 0.3174 0.1158 0.234 0.1887 0.1599
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47249 -50160 -32625 -237019 -296886 -125357
Profit Factor 1.9815 2.3376 1.5674 1.6081 1.6402 1.5673
Total Trades 182 91 91 182 91 91
Winning Trades 67 27 40 67 27 40
Losing Trades 115 64 51 115 64 51
Profitability (%) 36.8132 29.6703 43.956 36.8132 29.6703 43.956
Ratio Avg Win / Avg Loss 3.401 5.541 1.9984 2.7601 3.888 1.9983
Largest Winning Trade 257162 257162 27925 551123 551123 153605
Largest Losing Trade -16578 -16578 -10265 -78576 -77049 -78576
Avg Bars in Trades 134 124 145 134 124 145
Avg Bars in Winners 244 253 238 244 253 238
Avg Bars in Losers 70 69 71 70 69 71
Bars Traded 24508 11306 13201 24508 11306 13201
Profit Streak 14.2246 0 15.1829 14.2246 0 15.1829
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352705 127228 -37662 280488 54203 289085
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669510800000,
    "first_datapoint_time": 1670346000000,
    "last_datapoint_time": 1759510800000,
    "evaluation_time": 1759512202848,
    "expiration_time": 1765990800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 36,
            "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": [
        [
            451207.3398828042,
            330587.7445631834,
            120619.5953196209,
            1041338.9540408531,
            612963.1752344539,
            428375.7788063999
        ],
        [
            451.20734,
            330.587745,
            120.619595,
            1041.338954,
            612.963175,
            428.375779
        ],
        [
            0.433158,
            0.317363,
            0.115794,
            0.234012,
            0.188746,
            0.159932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47249,
            -50160,
            -32625,
            -237019,
            -296886,
            -125357
        ],
        [
            1.981453,
            2.33763,
            1.567382,
            1.60806,
            1.64023,
            1.567272
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            67,
            27,
            40,
            67,
            27,
            40
        ],
        [
            115,
            64,
            51,
            115,
            64,
            51
        ],
        [
            36.813187,
            29.67033,
            43.956044,
            36.813187,
            29.67033,
            43.956044
        ],
        [
            3.401001,
            5.541049,
            1.998412,
            2.760102,
            3.887953,
            1.998272
        ],
        [
            257162,
            257162,
            27925,
            551123,
            551123,
            153605
        ],
        [
            -16578,
            -16578,
            -10265,
            -78576,
            -77049,
            -78576
        ],
        [
            134,
            124,
            145,
            134,
            124,
            145
        ],
        [
            244,
            253,
            238,
            244,
            253,
            238
        ],
        [
            70,
            69,
            71,
            70,
            69,
            71
        ],
        [
            24508,
            11306,
            13201,
            24508,
            11306,
            13201
        ],
        [
            14.22457,
            0,
            15.182903,
            14.22457,
            0,
            15.182903
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352705,
            127228,
            -37662,
            280488,
            54203,
            289085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669510800000,
    "first_datapoint_time": 1670346000000,
    "last_datapoint_time": 1759510800000,
    "evaluation_time": 1759512202848,
    "expiration_time": 1765990800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 36,
            "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)