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Trade: ALGO/USDT/720/DEMA/MIDPOINT/2158

Strategy
ALGO/USDT/720/DEMA/MIDPOINT/2158
Pair
ALGO_USDT
Interval
12h
Score
415479
Daily Profit
0.164795
Profit Factor
2.411026
Profitability
47.500000
Streak
142.443093
Best Strategy
Training Data Length
2298.000000
Evaluation Time
2025-10-06 01:38
Expiration Time
2025-12-13 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376121.1972 378697.9443 -2576.747 5701.536 93802.6026 -88101.0666
Total P&L (%) 376.1212 378.6979 -2.5767 5.7015 93.8026 -88.1011
Avg Daily Profit (%) 0.1637 0.1648 -0.0011 0.0024 0.0288 -0.0926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106120 -102856 -105054 -299447 -249896 -237381
Profit Factor 1.6821 2.411 0.9909 1.0065 1.1969 0.7788
Total Trades 80 40 40 80 40 40
Winning Trades 37 19 18 37 19 18
Losing Trades 43 21 22 43 21 22
Profitability (%) 46.25 47.5 45 46.25 47.5 45
Ratio Avg Win / Avg Loss 1.9548 2.6648 1.2111 1.1697 1.3229 0.9518
Largest Winning Trade 239962 239962 44731 115790 115790 40578
Largest Losing Trade -85354 -85354 -36092 -206717 -206717 -90219
Avg Bars in Trades 53 84 23 53 84 23
Avg Bars in Winners 44 53 35 44 53 35
Avg Bars in Losers 61 112 13 61 112 13
Bars Traded 4312 3366 946 4312 3366 946
Profit Streak 142.4431 142.4431 148.4431 142.4431 142.4431 148.4431
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -13387 415479 -579787 -592607 -158728 -581453
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4596,
    "evaluation_days": 2298,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569283200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759703883281,
    "expiration_time": 1765622016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 109,
            "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": [
        [
            376121.1972486663,
            378697.9442868896,
            -2576.7470382232,
            5701.5360167649,
            93802.602578757,
            -88101.0665619921
        ],
        [
            376.121197,
            378.697944,
            -2.576747,
            5.701536,
            93.802603,
            -88.101067
        ],
        [
            0.163673,
            0.164795,
            -0.001121,
            0.002413,
            0.028797,
            -0.092591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106120,
            -102856,
            -105054,
            -299447,
            -249896,
            -237381
        ],
        [
            1.682056,
            2.411026,
            0.990897,
            1.006519,
            1.196892,
            0.778769
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            46.25,
            47.5,
            45,
            46.25,
            47.5,
            45
        ],
        [
            1.954821,
            2.664818,
            1.211096,
            1.169738,
            1.32288,
            0.951829
        ],
        [
            239962,
            239962,
            44731,
            115790,
            115790,
            40578
        ],
        [
            -85354,
            -85354,
            -36092,
            -206717,
            -206717,
            -90219
        ],
        [
            53,
            84,
            23,
            53,
            84,
            23
        ],
        [
            44,
            53,
            35,
            44,
            53,
            35
        ],
        [
            61,
            112,
            13,
            61,
            112,
            13
        ],
        [
            4312,
            3366,
            946,
            4312,
            3366,
            946
        ],
        [
            142.443093,
            142.443093,
            148.443093,
            142.443093,
            142.443094,
            148.443094
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13387,
            415479,
            -579787,
            -592607,
            -158728,
            -581453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4596,
    "evaluation_days": 2298,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569283200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759703883281,
    "expiration_time": 1765622016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 109,
            "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)