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Trade: ALGO/USDT/720/SSF/SUPERTREND/1000

Strategy
ALGO/USDT/720/SSF/SUPERTREND/1000
Pair
ALGO_USDT
Interval
12h
Score
395976
Daily Profit
0.189046
Profit Factor
1.426033
Profitability
54.166667
Streak
76.897005
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-28 00:31
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 432348.5966 375153.3502 57195.2464 25747.0507 69796.1718 -44049.1212
Total P&L (%) 432.3486 375.1534 57.1952 25.7471 69.7962 -44.0491
Avg Daily Profit (%) 0.189 0.164 0.025 0.01 0.0232 -0.0254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152538 -144695 -108885 -295958 -150915 -199282
Profit Factor 1.426 1.7071 1.1181 1.0277 1.1394 0.8974
Total Trades 144 72 72 144 72 72
Winning Trades 78 40 38 78 40 38
Losing Trades 66 32 34 66 32 34
Profitability (%) 54.1667 55.5556 52.7778 54.1667 55.5556 52.7778
Ratio Avg Win / Avg Loss 1.2066 1.3657 1.0004 0.8696 0.9115 0.8029
Largest Winning Trade 173952 173952 29167 57532 56601 57532
Largest Losing Trade -75037 -43636 -75037 -172714 -68769 -172714
Avg Bars in Trades 28 39 17 28 39 17
Avg Bars in Winners 24 29 19 24 29 19
Avg Bars in Losers 32 51 14 32 51 14
Bars Traded 4056 2823 1233 4056 2823 1233
Profit Streak 76.897 156.397 76.897 76.897 156.397 76.897
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395976 -67640 -328497 -372058 -307915 -658356
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008701208,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 215,
            "offset": 0,
            "multiplier": 3.49311
        }
    }
}
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": [
        [
            432348.5965668451,
            375153.3501868856,
            57195.2463799595,
            25747.0506598337,
            69796.1718144685,
            -44049.1211546348
        ],
        [
            432.348597,
            375.15335,
            57.195246,
            25.747051,
            69.796172,
            -44.049121
        ],
        [
            0.189046,
            0.164037,
            0.025009,
            0.010018,
            0.023152,
            -0.025388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152538,
            -144695,
            -108885,
            -295958,
            -150915,
            -199282
        ],
        [
            1.426033,
            1.707074,
            1.118111,
            1.027687,
            1.13937,
            0.897357
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            54.166667,
            55.555556,
            52.777778,
            54.166667,
            55.555556,
            52.777778
        ],
        [
            1.206643,
            1.365659,
            1.000415,
            0.869581,
            0.911496,
            0.802898
        ],
        [
            173952,
            173952,
            29167,
            57532,
            56601,
            57532
        ],
        [
            -75037,
            -43636,
            -75037,
            -172714,
            -68769,
            -172714
        ],
        [
            28,
            39,
            17,
            28,
            39,
            17
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            32,
            51,
            14,
            32,
            51,
            14
        ],
        [
            4056,
            2823,
            1233,
            4056,
            2823,
            1233
        ],
        [
            76.897005,
            156.397005,
            76.897005,
            76.897005,
            156.397005,
            76.897005
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395976,
            -67640,
            -328497,
            -372058,
            -307915,
            -658356
        ]
    ]
}
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": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008701208,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 215,
            "offset": 0,
            "multiplier": 3.49311
        }
    }
}

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)