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Trade: ALGO/USDT/720/T3/MIDPOINT/6152

Strategy
ALGO/USDT/720/T3/MIDPOINT/6152
Pair
ALGO_USDT
Interval
12h
Score
424798
Daily Profit
0.250398
Profit Factor
3.296584
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
2300.500000
Evaluation Time
2025-10-08 04:54
Expiration Time
2025-12-16 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674454.5836 576040.0495 98414.5341 878513.0876 645528.0466 232985.041
Total P&L (%) 674.4546 576.04 98.4145 878.5131 645.528 232.985
Avg Daily Profit (%) 0.2932 0.2504 0.0428 0.0992 0.0874 0.0523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115325 -85079 -53424 -782441 -534709 -249597
Profit Factor 2.4074 3.2966 1.4309 1.386 1.5 1.2365
Total Trades 65 33 32 65 33 32
Winning Trades 30 14 16 30 14 16
Losing Trades 35 19 16 35 19 16
Profitability (%) 46.1538 42.4242 50 46.1538 42.4242 50
Ratio Avg Win / Avg Loss 2.8087 4.4739 1.4309 1.617 2.0358 1.2365
Largest Winning Trade 318540 318540 58537 444762 444762 364126
Largest Losing Trade -39446 -37097 -39446 -318081 -318081 -208058
Avg Bars in Trades 65 67 64 65 67 64
Avg Bars in Winners 98 96 99 98 96 99
Avg Bars in Losers 38 46 28 38 46 28
Bars Traded 4277 2226 2051 4277 2226 2051
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 -124352 424798 -134914 -196181 -76457 -123405
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4601,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888491402,
    "expiration_time": 1765844496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 68,
            "offset": 0,
            "a": 0.70381
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 30,
            "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": [
        [
            674454.5836178331,
            576040.0494819724,
            98414.534135861,
            878513.0875919329,
            645528.0466030621,
            232985.0409888706
        ],
        [
            674.454584,
            576.040049,
            98.414534,
            878.513088,
            645.528047,
            232.985041
        ],
        [
            0.293177,
            0.250398,
            0.04278,
            0.099196,
            0.087364,
            0.052303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115325,
            -85079,
            -53424,
            -782441,
            -534709,
            -249597
        ],
        [
            2.407439,
            3.296584,
            1.43092,
            1.385977,
            1.500048,
            1.236498
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            46.153846,
            42.424242,
            50,
            46.153846,
            42.424242,
            50
        ],
        [
            2.808679,
            4.473936,
            1.43092,
            1.616973,
            2.03578,
            1.236498
        ],
        [
            318540,
            318540,
            58537,
            444762,
            444762,
            364126
        ],
        [
            -39446,
            -37097,
            -39446,
            -318081,
            -318081,
            -208058
        ],
        [
            65,
            67,
            64,
            65,
            67,
            64
        ],
        [
            98,
            96,
            99,
            98,
            96,
            99
        ],
        [
            38,
            46,
            28,
            38,
            46,
            28
        ],
        [
            4277,
            2226,
            2051,
            4277,
            2226,
            2051
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124352,
            424798,
            -134914,
            -196181,
            -76457,
            -123405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4601,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888491402,
    "expiration_time": 1765844496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 68,
            "offset": 0,
            "a": 0.70381
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 30,
            "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)