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Trade: ALGO/USDT/720/HL2/KCL/7149

Strategy
ALGO/USDT/720/HL2/KCL/7149
Pair
ALGO_USDT
Interval
12h
Score
445835
Daily Profit
0.219320
Profit Factor
1.813095
Profitability
52.985075
Streak
0.000000
Best Strategy
Training Data Length
2292.500000
Evaluation Time
2025-09-30 09:29
Expiration Time
2025-12-07 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502791.762 419054.8554 83736.9066 414845.443 296031.6501 118813.7929
Total P&L (%) 502.7918 419.0549 83.7369 414.8454 296.0317 118.8138
Avg Daily Profit (%) 0.2193 0.1828 0.0365 0.0715 0.0601 0.0342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132305 -78335 -157642 -111045 -77725 -79018
Profit Factor 1.8131 2.4811 1.2496 1.6694 1.8729 1.4234
Total Trades 134 67 67 134 67 67
Winning Trades 71 36 35 71 36 35
Losing Trades 63 31 32 63 31 32
Profitability (%) 52.9851 53.7313 52.2388 52.9851 53.7313 52.2388
Ratio Avg Win / Avg Loss 1.6088 2.1365 1.1425 1.4813 1.6128 1.3014
Largest Winning Trade 140077 140077 58604 187901 187901 70987
Largest Losing Trade -57769 -57769 -49340 -77725 -77725 -51191
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 42 35 49 42 35 49
Avg Bars in Losers 18 19 17 18 19 17
Bars Traded 4183 1898 2285 4183 1898 2285
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 445835 -103716 -260718 -94671 -225098 -262807
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1571486400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213783428,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 191
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            502791.7619787646,
            419054.855377117,
            83736.9066016477,
            414845.4430005621,
            296031.6501178928,
            118813.7928826694
        ],
        [
            502.791762,
            419.054855,
            83.736907,
            414.845443,
            296.03165,
            118.813793
        ],
        [
            0.21932,
            0.182794,
            0.036526,
            0.071506,
            0.060054,
            0.034163
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132305,
            -78335,
            -157642,
            -111045,
            -77725,
            -79018
        ],
        [
            1.813095,
            2.481071,
            1.249642,
            1.669374,
            1.872891,
            1.42341
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            52.985075,
            53.731343,
            52.238806,
            52.985075,
            53.731343,
            52.238806
        ],
        [
            1.608802,
            2.136478,
            1.14253,
            1.481276,
            1.612768,
            1.301403
        ],
        [
            140077,
            140077,
            58604,
            187901,
            187901,
            70987
        ],
        [
            -57769,
            -57769,
            -49340,
            -77725,
            -77725,
            -51191
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            42,
            35,
            49,
            42,
            35,
            49
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            4183,
            1898,
            2285,
            4183,
            1898,
            2285
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445835,
            -103716,
            -260718,
            -94671,
            -225098,
            -262807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1571486400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213783428,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 191
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)