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Trade: ALGO/USDT/120/BBL/KCL/9057

Strategy
ALGO/USDT/120/BBL/KCL/9057
Pair
ALGO_USDT
Interval
2h
Score
393020
Daily Profit
0.170979
Profit Factor
1.954167
Profitability
48.275862
Streak
71.629670
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 04:06
Expiration Time
2025-12-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331742.4523 356205.9754 -24463.523 -26020.3692 26316.2859 -52336.6551
Total P&L (%) 331.7425 356.206 -24.4635 -26.0204 26.3163 -52.3367
Avg Daily Profit (%) 0.1592 0.171 -0.0117 -0.0145 0.0112 -0.0356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181714 -187871 -26290 -415140 -394493 -51154
Profit Factor 1.7428 1.9542 0.6661 0.9602 1.0473 0.4603
Total Trades 59 29 30 59 29 30
Winning Trades 26 14 12 26 14 12
Losing Trades 33 15 18 33 15 18
Profitability (%) 44.0678 48.2759 40 44.0678 48.2759 40
Ratio Avg Win / Avg Loss 2.2121 2.0938 0.9992 1.2187 1.1221 0.6904
Largest Winning Trade 211443 211443 8525 192852 192852 9388
Largest Losing Trade -67379 -67379 -13171 -202236 -202236 -21622
Avg Bars in Trades 406 818 8 406 818 8
Avg Bars in Winners 328 600 11 328 600 11
Avg Bars in Losers 468 1022 6 468 1022 6
Bars Traded 23990 23740 250 23990 23740 250
Profit Streak 0 71.6297 0 0 71.6297 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171230 393020 -584436 -760918 -349946 -584436
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367203468,
    "expiration_time": 1765843200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 49,
            "offset": 0,
            "std": 4.94191
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            331742.4523173935,
            356205.9753599578,
            -24463.5230425644,
            -26020.3692198028,
            26316.2859043231,
            -52336.6551241258
        ],
        [
            331.742452,
            356.205975,
            -24.463523,
            -26.020369,
            26.316286,
            -52.336655
        ],
        [
            0.159237,
            0.170979,
            -0.011743,
            -0.014465,
            0.011214,
            -0.035562
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181714,
            -187871,
            -26290,
            -415140,
            -394493,
            -51154
        ],
        [
            1.74284,
            1.954167,
            0.66612,
            0.960166,
            1.04731,
            0.460271
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            44.067797,
            48.275862,
            40,
            44.067797,
            48.275862,
            40
        ],
        [
            2.212066,
            2.093751,
            0.999181,
            1.218672,
            1.122118,
            0.690407
        ],
        [
            211443,
            211443,
            8525,
            192852,
            192852,
            9388
        ],
        [
            -67379,
            -67379,
            -13171,
            -202236,
            -202236,
            -21622
        ],
        [
            406,
            818,
            8,
            406,
            818,
            8
        ],
        [
            328,
            600,
            11,
            328,
            600,
            11
        ],
        [
            468,
            1022,
            6,
            468,
            1022,
            6
        ],
        [
            23990,
            23740,
            250,
            23990,
            23740,
            250
        ],
        [
            0,
            71.62967,
            0,
            0,
            71.62967,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171230,
            393020,
            -584436,
            -760918,
            -349946,
            -584436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367203468,
    "expiration_time": 1765843200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 49,
            "offset": 0,
            "std": 4.94191
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)