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Trade: ALGO/USDT/60/MIDPRICE/DEMA/2499

Strategy
ALGO/USDT/60/MIDPRICE/DEMA/2499
Pair
ALGO_USDT
Interval
1h
Score
350377
Daily Profit
0.359665
Profit Factor
1.682813
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 14:00
Expiration Time
2025-12-25 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374652.7284 319390.8852 55261.8433 276328.1069 284005.11 -7677.0031
Total P&L (%) 374.6527 319.3909 55.2618 276.3281 284.0051 -7.677
Avg Daily Profit (%) 0.3597 0.3066 0.0531 0.1273 0.1293 -0.0077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106959 -75521 -46687 -764314 -469490 -337396
Profit Factor 1.6828 2.1057 1.2127 1.1494 1.2867 0.9911
Total Trades 174 87 87 174 87 87
Winning Trades 72 33 39 72 33 39
Losing Trades 102 54 48 102 54 48
Profitability (%) 41.3793 37.931 44.8276 41.3793 37.931 44.8276
Ratio Avg Win / Avg Loss 2.384 3.4457 1.4925 1.6283 2.1055 1.2198
Largest Winning Trade 296546 296546 37246 632900 632900 149341
Largest Losing Trade -28142 -19457 -28142 -175602 -165353 -175602
Avg Bars in Trades 140 128 152 140 128 152
Avg Bars in Winners 195 185 203 195 185 203
Avg Bars in Losers 102 94 111 102 94 111
Bars Traded 24486 11190 13295 24486 11190 13295
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 350377 270772 -125836 -80594 -24374 -581444
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670176800000,
    "first_datapoint_time": 1670990400000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180449301,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 112,
            "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": [
        [
            374652.7284370887,
            319390.8851655738,
            55261.843271515,
            276328.1069060082,
            284005.1099575883,
            -7677.0030515801
        ],
        [
            374.652728,
            319.390885,
            55.261843,
            276.328107,
            284.00511,
            -7.677003
        ],
        [
            0.359665,
            0.306614,
            0.053051,
            0.127309,
            0.12925,
            -0.007668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106959,
            -75521,
            -46687,
            -764314,
            -469490,
            -337396
        ],
        [
            1.682813,
            2.105675,
            1.212689,
            1.149385,
            1.286714,
            0.991065
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            102,
            54,
            48,
            102,
            54,
            48
        ],
        [
            41.37931,
            37.931034,
            44.827586,
            41.37931,
            37.931034,
            44.827586
        ],
        [
            2.383985,
            3.445651,
            1.49254,
            1.628296,
            2.105531,
            1.219772
        ],
        [
            296546,
            296546,
            37246,
            632900,
            632900,
            149341
        ],
        [
            -28142,
            -19457,
            -28142,
            -175602,
            -165353,
            -175602
        ],
        [
            140,
            128,
            152,
            140,
            128,
            152
        ],
        [
            195,
            185,
            203,
            195,
            185,
            203
        ],
        [
            102,
            94,
            111,
            102,
            94,
            111
        ],
        [
            24486,
            11190,
            13295,
            24486,
            11190,
            13295
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350377,
            270772,
            -125836,
            -80594,
            -24374,
            -581444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670176800000,
    "first_datapoint_time": 1670990400000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180449301,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 112,
            "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)