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Trade: ALGO/USDT/720/DEMA/MIDPRICE/8193

Strategy
ALGO/USDT/720/DEMA/MIDPRICE/8193
Pair
ALGO_USDT
Interval
12h
Score
382237
Daily Profit
0.177616
Profit Factor
1.978959
Profitability
45.833333
Streak
133.915200
Best Strategy
Training Data Length
2291.500000
Evaluation Time
2025-09-29 12:57
Expiration Time
2025-12-06 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384669.8197 407007.5292 -22337.7095 -53771.7322 68100.0246 -121871.7568
Total P&L (%) 384.6698 407.0075 -22.3377 -53.7717 68.1 -121.8718
Avg Daily Profit (%) 0.1679 0.1776 -0.0097 -0.0337 0.0227 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246691 -200504 -149648 -190637 -177509 -163966
Profit Factor 1.5195 1.979 0.9312 0.9122 1.2001 0.5519
Total Trades 96 48 48 96 48 48
Winning Trades 42 22 20 42 22 20
Losing Trades 54 26 28 54 26 28
Profitability (%) 43.75 45.8333 41.6667 43.75 45.8333 41.6667
Ratio Avg Win / Avg Loss 1.9536 2.3388 1.3037 1.1728 1.4183 0.7726
Largest Winning Trade 293458 293458 43123 101030 101030 42022
Largest Losing Trade -72935 -72935 -48102 -78250 -78250 -64598
Avg Bars in Trades 45 73 17 45 73 17
Avg Bars in Winners 48 66 27 48 66 27
Avg Bars in Losers 43 79 9 43 79 9
Bars Traded 4347 3526 821 4347 3526 821
Profit Streak 0 133.9152 0 0 133.9152 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 277483 382237 -581985 -581286 -163807 -583652
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4583,
    "evaluation_days": 2291.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567080000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759139873248,
    "expiration_time": 1765043568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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": [
        [
            384669.819709778,
            407007.5291653036,
            -22337.7094555258,
            -53771.7322235886,
            68100.0245556359,
            -121871.7567792245
        ],
        [
            384.66982,
            407.007529,
            -22.337709,
            -53.771732,
            68.100025,
            -121.871757
        ],
        [
            0.167868,
            0.177616,
            -0.009748,
            -0.033666,
            0.022668,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246691,
            -200504,
            -149648,
            -190637,
            -177509,
            -163966
        ],
        [
            1.519463,
            1.978959,
            0.931218,
            0.912174,
            1.200123,
            0.55188
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            43.75,
            45.833333,
            41.666667,
            43.75,
            45.833333,
            41.666667
        ],
        [
            1.953595,
            2.33877,
            1.303705,
            1.172795,
            1.418327,
            0.772632
        ],
        [
            293458,
            293458,
            43123,
            101030,
            101030,
            42022
        ],
        [
            -72935,
            -72935,
            -48102,
            -78250,
            -78250,
            -64598
        ],
        [
            45,
            73,
            17,
            45,
            73,
            17
        ],
        [
            48,
            66,
            27,
            48,
            66,
            27
        ],
        [
            43,
            79,
            9,
            43,
            79,
            9
        ],
        [
            4347,
            3526,
            821,
            4347,
            3526,
            821
        ],
        [
            0,
            133.9152,
            0,
            0,
            133.9152,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            277483,
            382237,
            -581985,
            -581286,
            -163807,
            -583652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4583,
    "evaluation_days": 2291.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567080000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759139873248,
    "expiration_time": 1765043568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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)