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Trade: ALGO/USDT/60/MIDPRICE/KCU/7130

Strategy
ALGO/USDT/60/MIDPRICE/KCU/7130
Pair
ALGO_USDT
Interval
1h
Score
396837
Daily Profit
0.340226
Profit Factor
1.705507
Profitability
44.864865
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 20:31
Expiration Time
2025-12-13 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 354402.905 300802.7273 53600.1777 170544.3751 67226.7976 103317.5775
Total P&L (%) 354.4029 300.8027 53.6002 170.5444 67.2268 103.3176
Avg Daily Profit (%) 0.3402 0.2888 0.0515 0.0956 0.0494 0.0681
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69490 -72421 -16842 -250083 -267577 -53659
Profit Factor 1.7055 1.8203 1.3952 1.1671 1.0886 1.3949
Total Trades 185 92 93 185 92 93
Winning Trades 83 39 44 83 39 44
Losing Trades 102 53 49 102 53 49
Profitability (%) 44.8649 42.3913 47.3118 44.8649 42.3913 47.3118
Ratio Avg Win / Avg Loss 2.0959 2.4737 1.5537 1.4342 1.4793 1.5534
Largest Winning Trade 311510 311510 17350 315989 315989 54699
Largest Losing Trade -26925 -26925 -12988 -127103 -127103 -26761
Avg Bars in Trades 132 232 34 132 232 34
Avg Bars in Winners 155 289 36 155 289 36
Avg Bars in Losers 114 190 32 114 190 32
Bars Traded 24589 21393 3197 24589 21393 3197
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 396837 308368 -124866 -103121 -253536 -101524
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669165200000,
    "first_datapoint_time": 1669726800000,
    "last_datapoint_time": 1759165200000,
    "evaluation_time": 1759167113857,
    "expiration_time": 1765645200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            354402.9050313665,
            300802.7273195813,
            53600.1777117851,
            170544.3750706611,
            67226.7975670475,
            103317.5775036136
        ],
        [
            354.402905,
            300.802727,
            53.600178,
            170.544375,
            67.226798,
            103.317578
        ],
        [
            0.340226,
            0.28877,
            0.051456,
            0.095591,
            0.049373,
            0.068144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69490,
            -72421,
            -16842,
            -250083,
            -267577,
            -53659
        ],
        [
            1.705507,
            1.820288,
            1.395182,
            1.167078,
            1.088562,
            1.394865
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            102,
            53,
            49,
            102,
            53,
            49
        ],
        [
            44.864865,
            42.391304,
            47.311828,
            44.864865,
            42.391304,
            47.311828
        ],
        [
            2.095925,
            2.473725,
            1.553726,
            1.43424,
            1.479327,
            1.553372
        ],
        [
            311510,
            311510,
            17350,
            315989,
            315989,
            54699
        ],
        [
            -26925,
            -26925,
            -12988,
            -127103,
            -127103,
            -26761
        ],
        [
            132,
            232,
            34,
            132,
            232,
            34
        ],
        [
            155,
            289,
            36,
            155,
            289,
            36
        ],
        [
            114,
            190,
            32,
            114,
            190,
            32
        ],
        [
            24589,
            21393,
            3197,
            24589,
            21393,
            3197
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396837,
            308368,
            -124866,
            -103121,
            -253536,
            -101524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669165200000,
    "first_datapoint_time": 1669726800000,
    "last_datapoint_time": 1759165200000,
    "evaluation_time": 1759167113857,
    "expiration_time": 1765645200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)