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Trade: ALGO/USDT/360/DCM/HILO/9699

Strategy
ALGO/USDT/360/DCM/HILO/9699
Pair
ALGO_USDT
Interval
6h
Score
393641
Daily Profit
0.162499
Profit Factor
1.603513
Profitability
49.640288
Streak
10.736663
Best Strategy
Training Data Length
2294.250000
Evaluation Time
2025-10-02 08:40
Expiration Time
2025-12-09 21:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399346.7739 372814.2403 26532.5336 -34480.7229 141326.3487 -175807.0716
Total P&L (%) 399.3468 372.8142 26.5325 -34.4807 141.3263 -175.8071
Avg Daily Profit (%) 0.1741 0.1625 0.0116 -0.0184 0.0384 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -307434 -216736 -179792 -452646 -257925 -260029
Profit Factor 1.3122 1.6035 1.0401 0.967 1.271 0.6636
Total Trades 277 139 138 277 139 138
Winning Trades 136 69 67 136 69 67
Losing Trades 141 70 71 141 70 71
Profitability (%) 49.0975 49.6403 48.5507 49.0975 49.6403 48.5507
Ratio Avg Win / Avg Loss 1.3605 1.6268 1.1022 1.0025 1.2894 0.7033
Largest Winning Trade 270746 270746 59769 317031 317031 56753
Largest Losing Trade -54596 -44188 -54596 -136743 -136743 -59437
Avg Bars in Trades 32 23 41 32 23 41
Avg Bars in Winners 37 20 55 37 20 55
Avg Bars in Losers 27 26 27 27 26 27
Bars Traded 8956 3298 5658 8956 3298 5658
Profit Streak 10.7367 10.7367 49.2367 10.7367 10.7367 49.2367
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351077 393641 -356529 -576917 -141091 -580113
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9177,
    "evaluation_days": 2294.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383647689,
    "expiration_time": 1765309896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            399346.7739181712,
            372814.2403415159,
            26532.5335766555,
            -34480.7229069024,
            141326.348712405,
            -175807.0716193075
        ],
        [
            399.346774,
            372.81424,
            26.532534,
            -34.480723,
            141.326349,
            -175.807072
        ],
        [
            0.174064,
            0.162499,
            0.011565,
            -0.018428,
            0.038407,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -307434,
            -216736,
            -179792,
            -452646,
            -257925,
            -260029
        ],
        [
            1.31224,
            1.603513,
            1.040126,
            0.966976,
            1.271024,
            0.663637
        ],
        [
            277,
            139,
            138,
            277,
            139,
            138
        ],
        [
            136,
            69,
            67,
            136,
            69,
            67
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            49.097473,
            49.640288,
            48.550725,
            49.097473,
            49.640288,
            48.550725
        ],
        [
            1.360484,
            1.626753,
            1.102223,
            1.002527,
            1.289445,
            0.703257
        ],
        [
            270746,
            270746,
            59769,
            317031,
            317031,
            56753
        ],
        [
            -54596,
            -44188,
            -54596,
            -136743,
            -136743,
            -59437
        ],
        [
            32,
            23,
            41,
            32,
            23,
            41
        ],
        [
            37,
            20,
            55,
            37,
            20,
            55
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            8956,
            3298,
            5658,
            8956,
            3298,
            5658
        ],
        [
            10.736663,
            10.736663,
            49.236663,
            10.736663,
            10.736663,
            49.236663
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351077,
            393641,
            -356529,
            -576917,
            -141091,
            -580113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9177,
    "evaluation_days": 2294.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383647689,
    "expiration_time": 1765309896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)