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Trade: ALGO/USDT/240/MIDPRICE/HILO/9692

Strategy
ALGO/USDT/240/MIDPRICE/HILO/9692
Pair
ALGO_USDT
Interval
4h
Score
378652
Daily Profit
0.282670
Profit Factor
1.568960
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
2296.330000
Evaluation Time
2025-10-04 17:06
Expiration Time
2025-12-12 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649103.7836 509664.6069 139439.1767 587187.9837 659119.3932 -71931.4096
Total P&L (%) 649.1038 509.6646 139.4392 587.188 659.1194 -71.9314
Avg Daily Profit (%) 0.2827 0.2219 0.0607 0.084 0.0883 -0.0553
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170301 -149262 -148466 -660718 -449498 -372661
Profit Factor 1.569 1.8583 1.2549 1.2097 1.439 0.9446
Total Trades 273 137 136 273 137 136
Winning Trades 119 56 63 119 56 63
Losing Trades 154 81 73 154 81 73
Profitability (%) 43.5897 40.8759 46.3235 43.5897 40.8759 46.3235
Ratio Avg Win / Avg Loss 2.0304 2.6878 1.4541 1.5655 2.0815 1.0946
Largest Winning Trade 280021 280021 60130 527397 527397 156323
Largest Losing Trade -46875 -46875 -41674 -335285 -335285 -169243
Avg Bars in Trades 49 37 61 49 37 61
Avg Bars in Winners 67 40 90 67 40 90
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 13417 5085 8331 13417 5085 8331
Profit Streak 0 0 40.4212 0 0 40.4212
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378652 288458 -112669 -80850 -76337 -579747
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13778,
    "evaluation_days": 2296.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563336000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586789656,
    "expiration_time": 1765531296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "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": [
        [
            649103.7835816933,
            509664.6069010769,
            139439.1766806158,
            587187.9836553902,
            659119.3932490202,
            -71931.4095936297
        ],
        [
            649.103784,
            509.664607,
            139.439177,
            587.187984,
            659.119393,
            -71.93141
        ],
        [
            0.28267,
            0.221947,
            0.060723,
            0.083971,
            0.08831,
            -0.055313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170301,
            -149262,
            -148466,
            -660718,
            -449498,
            -372661
        ],
        [
            1.56896,
            1.858256,
            1.254905,
            1.209673,
            1.439038,
            0.944635
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            119,
            56,
            63,
            119,
            56,
            63
        ],
        [
            154,
            81,
            73,
            154,
            81,
            73
        ],
        [
            43.589744,
            40.875912,
            46.323529,
            43.589744,
            40.875912,
            46.323529
        ],
        [
            2.030418,
            2.687835,
            1.454097,
            1.565459,
            2.081466,
            1.094577
        ],
        [
            280021,
            280021,
            60130,
            527397,
            527397,
            156323
        ],
        [
            -46875,
            -46875,
            -41674,
            -335285,
            -335285,
            -169243
        ],
        [
            49,
            37,
            61,
            49,
            37,
            61
        ],
        [
            67,
            40,
            90,
            67,
            40,
            90
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            13417,
            5085,
            8331,
            13417,
            5085,
            8331
        ],
        [
            0,
            0,
            40.421176,
            0,
            0,
            40.421177
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378652,
            288458,
            -112669,
            -80850,
            -76337,
            -579747
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13778,
    "evaluation_days": 2296.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563336000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586789656,
    "expiration_time": 1765531296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "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)