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Trade: ALGO/USDT/360/MIDPRICE/HILO/5626

Strategy
ALGO/USDT/360/MIDPRICE/HILO/5626
Pair
ALGO_USDT
Interval
6h
Score
331926
Daily Profit
0.151182
Profit Factor
1.568666
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
2303.750000
Evaluation Time
2025-10-11 19:11
Expiration Time
2025-12-19 16:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408036.3213 348284.6138 59751.7075 5937.7979 172563.335 -166625.5371
Total P&L (%) 408.0363 348.2846 59.7517 5.9378 172.5633 -166.6255
Avg Daily Profit (%) 0.1771 0.1512 0.0259 0.0025 0.0435 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -290250 -204122 -167774 -485995 -274320 -274910
Profit Factor 1.3204 1.5687 1.0904 1.0051 1.2984 0.721
Total Trades 296 148 148 296 148 148
Winning Trades 154 76 78 154 76 78
Losing Trades 141 71 70 141 71 70
Profitability (%) 52.027 51.3514 52.7027 52.027 51.3514 52.7027
Ratio Avg Win / Avg Loss 1.209 1.4655 0.9786 0.9202 1.2129 0.647
Largest Winning Trade 214383 214383 59769 318957 318957 56753
Largest Losing Trade -54596 -44188 -54596 -147330 -147330 -76561
Avg Bars in Trades 30 22 38 30 22 38
Avg Bars in Winners 33 18 48 33 18 48
Avg Bars in Losers 26 25 27 26 25 27
Bars Traded 9027 3301 5725 9027 3301 5725
Profit Streak 1.1748 0 3.9248 1.1748 0 3.9248
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 239471 331926 -281761 -572865 -134396 -580879
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9215,
    "evaluation_days": 2303.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563127200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760199100215,
    "expiration_time": 1766155320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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": [
        [
            408036.3212767943,
            348284.6137771248,
            59751.7074996694,
            5937.7978995152,
            172563.3350059616,
            -166625.5371064464
        ],
        [
            408.036321,
            348.284614,
            59.751707,
            5.937798,
            172.563335,
            -166.625537
        ],
        [
            0.177118,
            0.151182,
            0.025937,
            0.002504,
            0.043534,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -290250,
            -204122,
            -167774,
            -485995,
            -274320,
            -274910
        ],
        [
            1.320425,
            1.568666,
            1.090401,
            1.005051,
            1.298367,
            0.72097
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            154,
            76,
            78,
            154,
            76,
            78
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            52.027027,
            51.351351,
            52.702703,
            52.027027,
            51.351351,
            52.702703
        ],
        [
            1.20896,
            1.465464,
            0.978565,
            0.920209,
            1.212948,
            0.647024
        ],
        [
            214383,
            214383,
            59769,
            318957,
            318957,
            56753
        ],
        [
            -54596,
            -44188,
            -54596,
            -147330,
            -147330,
            -76561
        ],
        [
            30,
            22,
            38,
            30,
            22,
            38
        ],
        [
            33,
            18,
            48,
            33,
            18,
            48
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            9027,
            3301,
            5725,
            9027,
            3301,
            5725
        ],
        [
            1.174771,
            0,
            3.924771,
            1.174771,
            0,
            3.924771
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            239471,
            331926,
            -281761,
            -572865,
            -134396,
            -580879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9215,
    "evaluation_days": 2303.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563127200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760199100215,
    "expiration_time": 1766155320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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)