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Trade: ALGO/USDT/720/SMA/SUPERTREND/2112

Strategy
ALGO/USDT/720/SMA/SUPERTREND/2112
Pair
ALGO_USDT
Interval
12h
Score
401812
Daily Profit
0.210441
Profit Factor
1.432504
Profitability
52.717391
Streak
77.757828
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 21:11
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 481277.7643 447580.1065 33697.6578 155846.5129 107924.5167 47921.9962
Total P&L (%) 481.2778 447.5801 33.6977 155.8465 107.9245 47.922
Avg Daily Profit (%) 0.2104 0.1957 0.0147 0.0411 0.032 0.0171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222593 -208021 -94610 -788883 -895540 -406378
Profit Factor 1.4325 1.8029 1.0607 1.0566 1.071 1.0389
Total Trades 184 92 92 184 92 92
Winning Trades 97 52 45 97 52 45
Losing Trades 87 40 47 87 40 47
Profitability (%) 52.7174 56.5217 48.913 52.7174 56.5217 48.913
Ratio Avg Win / Avg Loss 1.2848 1.3868 1.1078 0.9477 0.8238 1.085
Largest Winning Trade 247385 247385 48666 148105 148105 102532
Largest Losing Trade -39793 -39793 -35713 -302821 -302821 -111394
Avg Bars in Trades 23 30 16 23 30 16
Avg Bars in Winners 22 25 19 22 25 19
Avg Bars in Losers 24 38 12 24 38 12
Bars Traded 4312 2840 1472 4312 2840 1472
Profit Streak 77.7578 79.2578 77.7578 77.7578 79.2578 77.7578
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401812 395565 -329615 -295411 -293162 -349165

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910276366,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 2.55869
        }
    }
}
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": [
        [
            481277.7642970298,
            447580.1065415501,
            33697.6577554794,
            155846.5128857439,
            107924.5166870246,
            47921.9961987194
        ],
        [
            481.277764,
            447.580107,
            33.697658,
            155.846513,
            107.924517,
            47.921996
        ],
        [
            0.210441,
            0.195706,
            0.014734,
            0.041084,
            0.032012,
            0.017121
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222593,
            -208021,
            -94610,
            -788883,
            -895540,
            -406378
        ],
        [
            1.432504,
            1.802902,
            1.060682,
            1.056593,
            1.070964,
            1.038867
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            52.717391,
            56.521739,
            48.913043,
            52.717391,
            56.521739,
            48.913043
        ],
        [
            1.284823,
            1.386848,
            1.107823,
            0.947666,
            0.823818,
            1.085039
        ],
        [
            247385,
            247385,
            48666,
            148105,
            148105,
            102532
        ],
        [
            -39793,
            -39793,
            -35713,
            -302821,
            -302821,
            -111394
        ],
        [
            23,
            30,
            16,
            23,
            30,
            16
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            24,
            38,
            12,
            24,
            38,
            12
        ],
        [
            4312,
            2840,
            1472,
            4312,
            2840,
            1472
        ],
        [
            77.757828,
            79.257828,
            77.757828,
            77.757828,
            79.257828,
            77.757828
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401812,
            395565,
            -329615,
            -295411,
            -293162,
            -349165
        ]
    ]
}
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": 1567036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910276366,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 2.55869
        }
    }
}

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)