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Trade: ALGO/USDT/720/BBM/HILO/9880

Strategy
ALGO/USDT/720/BBM/HILO/9880
Pair
ALGO_USDT
Interval
12h
Score
361257
Daily Profit
0.166633
Profit Factor
1.413550
Profitability
48.275862
Streak
10.649809
Best Strategy
Training Data Length
2294.500000
Evaluation Time
2025-10-02 06:35
Expiration Time
2025-12-09 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382339.2524 331706.8959 50632.3565 -18298.872 3333.2933 -21632.1653
Total P&L (%) 382.3393 331.7069 50.6324 -18.2989 3.3333 -21.6322
Avg Daily Profit (%) 0.1666 0.1446 0.0221 -0.0088 0.0014 -0.0106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142912 -118119 -157450 -93082 -56873 -99650
Profit Factor 1.4136 1.6654 1.1189 0.9635 1.0129 0.9105
Total Trades 145 73 72 145 73 72
Winning Trades 70 30 40 70 30 40
Losing Trades 75 43 32 75 43 32
Profitability (%) 48.2759 41.0959 55.5556 48.2759 41.0959 55.5556
Ratio Avg Win / Avg Loss 1.5145 2.387 0.8951 1.0323 1.4518 0.7284
Largest Winning Trade 184100 184100 58448 67211 67211 40120
Largest Losing Trade -49712 -31356 -49712 -36010 -31356 -36010
Avg Bars in Trades 30 24 37 30 24 37
Avg Bars in Winners 41 36 45 41 36 45
Avg Bars in Losers 20 15 27 20 15 27
Bars Traded 4466 1765 2701 4466 1765 2701
Profit Streak 10.6498 10.6498 47.1498 10.6498 10.6498 47.1498
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361257 -71391 -333099 -578301 -637552 -657749
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4589,
    "evaluation_days": 2294.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376143505,
    "expiration_time": 1765310544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 2.81276
        }
    },
    "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": [
        [
            382339.2524000437,
            331706.8959116544,
            50632.3564883895,
            -18298.8720035977,
            3333.2933252282,
            -21632.1653288258
        ],
        [
            382.339252,
            331.706896,
            50.632356,
            -18.298872,
            3.333293,
            -21.632165
        ],
        [
            0.166633,
            0.144566,
            0.022067,
            -0.008808,
            0.001429,
            -0.010623
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142912,
            -118119,
            -157450,
            -93082,
            -56873,
            -99650
        ],
        [
            1.41355,
            1.665372,
            1.118855,
            0.96347,
            1.012862,
            0.910529
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            70,
            30,
            40,
            70,
            30,
            40
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            48.275862,
            41.09589,
            55.555556,
            48.275862,
            41.09589,
            55.555556
        ],
        [
            1.514518,
            2.387033,
            0.895084,
            1.03229,
            1.451769,
            0.728423
        ],
        [
            184100,
            184100,
            58448,
            67211,
            67211,
            40120
        ],
        [
            -49712,
            -31356,
            -49712,
            -36010,
            -31356,
            -36010
        ],
        [
            30,
            24,
            37,
            30,
            24,
            37
        ],
        [
            41,
            36,
            45,
            41,
            36,
            45
        ],
        [
            20,
            15,
            27,
            20,
            15,
            27
        ],
        [
            4466,
            1765,
            2701,
            4466,
            1765,
            2701
        ],
        [
            10.649809,
            10.649809,
            47.149809,
            10.649809,
            10.649809,
            47.149809
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361257,
            -71391,
            -333099,
            -578301,
            -637552,
            -657749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4589,
    "evaluation_days": 2294.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376143505,
    "expiration_time": 1765310544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 2.81276
        }
    },
    "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)