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Trade: ALGO/USDT/120/KCL/ALMA/4392

Strategy
ALGO/USDT/120/KCL/ALMA/4392
Pair
ALGO_USDT
Interval
2h
Score
330794
Daily Profit
0.242172
Profit Factor
1.528901
Profitability
41.825095
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-08 02:52
Expiration Time
2025-12-21 23:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 504504.3374 480384.4114 24119.926 54443.4758 332339.5551 -277896.0794
Total P&L (%) 504.5043 480.3844 24.1199 54.4435 332.3396 -277.8961
Avg Daily Profit (%) 0.2422 0.2306 0.0116 0.0209 0.0703 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173219 -205160 -82904 -1376646 -1570940 -560809
Profit Factor 1.5289 1.7621 1.0746 1.0091 1.0843 0.8656
Total Trades 263 131 132 263 131 132
Winning Trades 110 51 59 110 51 59
Losing Trades 153 80 73 153 80 73
Profitability (%) 41.8251 38.9313 44.697 41.8251 38.9313 44.697
Ratio Avg Win / Avg Loss 2.1266 2.7641 1.3295 1.4035 1.7009 1.071
Largest Winning Trade 312446 312446 60960 1128157 1128157 224459
Largest Losing Trade -32813 -32813 -22583 -272802 -272802 -267666
Avg Bars in Trades 92 142 43 92 142 43
Avg Bars in Winners 126 214 50 126 214 50
Avg Bars in Losers 68 96 37 68 96 37
Bars Traded 24380 18651 5729 24380 18651 5729
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 330794 241650 -322296 -378385 -230263 -581377
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1581429600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759881138687,
    "expiration_time": 1766354140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    }
}
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": [
        [
            504504.3374161869,
            480384.4114290272,
            24119.9259871608,
            54443.4757734409,
            332339.5551318997,
            -277896.0793584589
        ],
        [
            504.504337,
            480.384411,
            24.119926,
            54.443476,
            332.339555,
            -277.896079
        ],
        [
            0.242172,
            0.230594,
            0.011578,
            0.020867,
            0.070301,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173219,
            -205160,
            -82904,
            -1376646,
            -1570940,
            -560809
        ],
        [
            1.528901,
            1.762099,
            1.074553,
            1.00906,
            1.084305,
            0.865582
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            110,
            51,
            59,
            110,
            51,
            59
        ],
        [
            153,
            80,
            73,
            153,
            80,
            73
        ],
        [
            41.825095,
            38.931298,
            44.69697,
            41.825095,
            38.931298,
            44.69697
        ],
        [
            2.126562,
            2.764077,
            1.329531,
            1.40351,
            1.70087,
            1.070974
        ],
        [
            312446,
            312446,
            60960,
            1128157,
            1128157,
            224459
        ],
        [
            -32813,
            -32813,
            -22583,
            -272802,
            -272802,
            -267666
        ],
        [
            92,
            142,
            43,
            92,
            142,
            43
        ],
        [
            126,
            214,
            50,
            126,
            214,
            50
        ],
        [
            68,
            96,
            37,
            68,
            96,
            37
        ],
        [
            24380,
            18651,
            5729,
            24380,
            18651,
            5729
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330794,
            241650,
            -322296,
            -378385,
            -230263,
            -581377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1581429600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759881138687,
    "expiration_time": 1766354140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    }
}

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)