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Trade: ALGO/USDT/60/MIDPRICE/SMA/4339

Strategy
ALGO/USDT/60/MIDPRICE/SMA/4339
Pair
ALGO_USDT
Interval
1h
Score
307155
Daily Profit
0.327216
Profit Factor
1.491350
Profitability
37.610619
Streak
10.903153
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 340851.0194 302962.5585 37888.4609 108118.6378 101339.0143 6779.6235
Total P&L (%) 340.851 302.9626 37.8885 108.1186 101.339 6.7796
Avg Daily Profit (%) 0.3272 0.2908 0.0364 0.0704 0.0672 0.0063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79591 -68322 -53462 -265826 -166183 -124715
Profit Factor 1.4914 1.8581 1.1112 1.104 1.1936 1.0131
Total Trades 226 113 113 226 113 113
Winning Trades 85 39 46 85 39 46
Losing Trades 141 74 67 141 74 67
Profitability (%) 37.6106 34.5133 40.708 37.6106 34.5133 40.708
Ratio Avg Win / Avg Loss 2.4739 3.5256 1.6185 1.8313 2.2648 1.4756
Largest Winning Trade 310391 310391 34114 244671 244671 63181
Largest Losing Trade -21905 -21813 -21905 -78576 -47523 -78576
Avg Bars in Trades 109 107 111 109 107 111
Avg Bars in Winners 157 174 142 157 174 142
Avg Bars in Losers 80 72 89 80 72 89
Bars Traded 24727 12136 12591 24727 12136 12591
Profit Streak 10.9032 20.4448 10.9032 10.9032 20.4448 10.9032
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307155 241477 -247003 -206561 -114844 -559504
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": 1671069600000,
    "last_datapoint_time": 1760288400000,
    "evaluation_time": 1760290832462,
    "expiration_time": 1766768400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "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": [
        [
            340851.0193809072,
            302962.558495098,
            37888.4608858092,
            108118.637759049,
            101339.0142673377,
            6779.6234917113
        ],
        [
            340.851019,
            302.962558,
            37.888461,
            108.118638,
            101.339014,
            6.779623
        ],
        [
            0.327216,
            0.290843,
            0.036373,
            0.070387,
            0.067205,
            0.006297
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79591,
            -68322,
            -53462,
            -265826,
            -166183,
            -124715
        ],
        [
            1.49135,
            1.858065,
            1.111232,
            1.103957,
            1.193625,
            1.013122
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            85,
            39,
            46,
            85,
            39,
            46
        ],
        [
            141,
            74,
            67,
            141,
            74,
            67
        ],
        [
            37.610619,
            34.513274,
            40.707965,
            37.610619,
            34.513274,
            40.707965
        ],
        [
            2.473887,
            3.525559,
            1.618533,
            1.831269,
            2.264826,
            1.475634
        ],
        [
            310391,
            310391,
            34114,
            244671,
            244671,
            63181
        ],
        [
            -21905,
            -21813,
            -21905,
            -78576,
            -47523,
            -78576
        ],
        [
            109,
            107,
            111,
            109,
            107,
            111
        ],
        [
            157,
            174,
            142,
            157,
            174,
            142
        ],
        [
            80,
            72,
            89,
            80,
            72,
            89
        ],
        [
            24727,
            12136,
            12591,
            24727,
            12136,
            12591
        ],
        [
            10.903153,
            20.44482,
            10.903153,
            10.903153,
            20.44482,
            10.903153
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307155,
            241477,
            -247003,
            -206561,
            -114844,
            -559504
        ]
    ]
}
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": 1671069600000,
    "last_datapoint_time": 1760288400000,
    "evaluation_time": 1760290832462,
    "expiration_time": 1766768400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "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)