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Trade: ALGO/USDT/720/DCU/BBU/2428

Strategy
ALGO/USDT/720/DCU/BBU/2428
Pair
ALGO_USDT
Interval
12h
Score
484349
Daily Profit
0.271843
Profit Factor
2.895282
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 15:08
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654313.1548 621704.9406 32608.2142 213389.4871 230613.0003 -17223.5132
Total P&L (%) 654.3132 621.7049 32.6082 213.3895 230.613 -17.2235
Avg Daily Profit (%) 0.2861 0.2718 0.0143 0.05 0.0523 -0.0083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144164 -104468 -94036 -408458 -318101 -153366
Profit Factor 2.1877 2.8953 1.1463 1.2196 1.3512 0.9453
Total Trades 57 29 28 57 29 28
Winning Trades 29 14 15 29 14 15
Losing Trades 28 15 13 28 15 13
Profitability (%) 50.8772 48.2759 53.5714 50.8772 48.2759 53.5714
Ratio Avg Win / Avg Loss 2.1123 3.1021 0.9935 1.1776 1.4477 0.8193
Largest Winning Trade 418152 418152 78239 352800 352800 91493
Largest Losing Trade -49553 -49553 -46689 -143945 -143945 -87551
Avg Bars in Trades 72 70 75 72 70 75
Avg Bars in Winners 68 47 87 68 47 87
Avg Bars in Losers 77 92 60 77 92 60
Bars Traded 4157 2053 2104 4157 2053 2104
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 -166450 484349 -258529 -305987 -123401 -601370

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888519732,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 4.64864
        }
    }
}
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": [
        [
            654313.1547752189,
            621704.9406195784,
            32608.2141556407,
            213389.4870971601,
            230613.0003395905,
            -17223.5132424303
        ],
        [
            654.313155,
            621.704941,
            32.608214,
            213.389487,
            230.613,
            -17.223513
        ],
        [
            0.286101,
            0.271843,
            0.014258,
            0.049959,
            0.0523,
            -0.008265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144164,
            -104468,
            -94036,
            -408458,
            -318101,
            -153366
        ],
        [
            2.187693,
            2.895282,
            1.146302,
            1.219633,
            1.351223,
            0.945317
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            50.877193,
            48.275862,
            53.571429,
            50.877193,
            48.275862,
            53.571429
        ],
        [
            2.112256,
            3.102088,
            0.993462,
            1.177577,
            1.447739,
            0.819275
        ],
        [
            418152,
            418152,
            78239,
            352800,
            352800,
            91493
        ],
        [
            -49553,
            -49553,
            -46689,
            -143945,
            -143945,
            -87551
        ],
        [
            72,
            70,
            75,
            72,
            70,
            75
        ],
        [
            68,
            47,
            87,
            68,
            47,
            87
        ],
        [
            77,
            92,
            60,
            77,
            92,
            60
        ],
        [
            4157,
            2053,
            2104,
            4157,
            2053,
            2104
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166450,
            484349,
            -258529,
            -305987,
            -123401,
            -601370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888519732,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 4.64864
        }
    }
}

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)