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Trade: ALGO/USDT/720/MIDPOINT/SUPERTREND/5170

Strategy
ALGO/USDT/720/MIDPOINT/SUPERTREND/5170
Pair
ALGO_USDT
Interval
12h
Score
349395
Daily Profit
0.201099
Profit Factor
1.577969
Profitability
47.169811
Streak
0.000000
Best Strategy
Training Data Length
2297.500000
Evaluation Time
2025-10-05 05:16
Expiration Time
2025-12-13 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 462026.0664 408808.603 53217.4634 182382.4643 195280.0781 -12897.6138
Total P&L (%) 462.0261 408.8086 53.2175 182.3825 195.2801 -12.8976
Avg Daily Profit (%) 0.2011 0.1779 0.0232 0.0452 0.0471 -0.006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130155 -84479 -86344 -968834 -678312 -547815
Profit Factor 1.578 2.0034 1.1358 1.0436 1.0846 0.9931
Total Trades 106 53 53 106 53 53
Winning Trades 50 23 27 50 23 27
Losing Trades 56 30 26 56 30 26
Profitability (%) 47.1698 43.3962 50.9434 47.1698 43.3962 50.9434
Ratio Avg Win / Avg Loss 1.7673 2.6131 1.0937 1.1688 1.4148 0.9563
Largest Winning Trade 156268 156268 44343 444307 444307 204493
Largest Losing Trade -55857 -37483 -55857 -419630 -348248 -419630
Avg Bars in Trades 41 40 41 41 40 41
Avg Bars in Winners 49 52 46 49 52 46
Avg Bars in Losers 33 30 37 33 30 37
Bars Traded 4355 2131 2224 4355 2131 2224
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 349395 -171384 -414155 -305951 -439994 -760711
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4595,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567641600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630560390,
    "expiration_time": 1765577520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 192,
            "offset": 0,
            "multiplier": 3.00098
        }
    }
}
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": [
        [
            462026.0664160373,
            408808.6029785369,
            53217.4634375004,
            182382.4642700669,
            195280.0780933412,
            -12897.6138232742
        ],
        [
            462.026066,
            408.808603,
            53.217463,
            182.382464,
            195.280078,
            -12.897614
        ],
        [
            0.201099,
            0.177936,
            0.023163,
            0.045194,
            0.047139,
            -0.00601
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130155,
            -84479,
            -86344,
            -968834,
            -678312,
            -547815
        ],
        [
            1.577969,
            2.003393,
            1.135769,
            1.043584,
            1.084646,
            0.993131
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            47.169811,
            43.396226,
            50.943396,
            47.169811,
            43.396226,
            50.943396
        ],
        [
            1.767325,
            2.613121,
            1.093704,
            1.168814,
            1.414756,
            0.956348
        ],
        [
            156268,
            156268,
            44343,
            444307,
            444307,
            204493
        ],
        [
            -55857,
            -37483,
            -55857,
            -419630,
            -348248,
            -419630
        ],
        [
            41,
            40,
            41,
            41,
            40,
            41
        ],
        [
            49,
            52,
            46,
            49,
            52,
            46
        ],
        [
            33,
            30,
            37,
            33,
            30,
            37
        ],
        [
            4355,
            2131,
            2224,
            4355,
            2131,
            2224
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349395,
            -171384,
            -414155,
            -305951,
            -439994,
            -760711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4595,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567641600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630560390,
    "expiration_time": 1765577520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 192,
            "offset": 0,
            "multiplier": 3.00098
        }
    }
}

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)