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Trade: ALGO/USDT/120/DCM/MIDPOINT/1452

Strategy
ALGO/USDT/120/DCM/MIDPOINT/1452
Pair
ALGO_USDT
Interval
2h
Score
371564
Daily Profit
0.250858
Profit Factor
1.497190
Profitability
42.924528
Streak
11.401115
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 14:37
Expiration Time
2025-12-17 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522620.4908 484245.2282 38375.2627 85733.3256 628888.7898 -543155.4642
Total P&L (%) 522.6205 484.2452 38.3753 85.7333 628.8888 -543.1555
Avg Daily Profit (%) 0.2509 0.2324 0.0184 0.0297 0.0954 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242203 -188278 -153119 -1418706 -816706 -711418
Profit Factor 1.4972 1.8584 1.0788 1.0328 1.4433 0.5452
Total Trades 212 106 106 212 106 106
Winning Trades 91 46 45 91 46 45
Losing Trades 121 60 61 121 60 61
Profitability (%) 42.9245 43.3962 42.4528 42.9245 43.3962 42.4528
Ratio Avg Win / Avg Loss 1.9908 2.4241 1.4624 1.3733 1.8826 0.739
Largest Winning Trade 298410 298410 61449 1084433 1084433 108869
Largest Losing Trade -47371 -47371 -45802 -657907 -657907 -233831
Avg Bars in Trades 116 112 119 116 112 119
Avg Bars in Winners 157 149 165 157 149 165
Avg Bars in Losers 85 84 85 85 84 85
Bars Traded 24625 11948 12677 24625 11948 12677
Profit Streak 11.4011 11.4011 50.4844 11.4011 11.4011 50.4844
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371564 331886 -306688 -338159 -65338 -582995
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579420800000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491456378,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "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": [
        [
            522620.4908371152,
            484245.2281870383,
            38375.2626500768,
            85733.325644281,
            628888.7898223598,
            -543155.4641780782
        ],
        [
            522.620491,
            484.245228,
            38.375263,
            85.733326,
            628.88879,
            -543.155464
        ],
        [
            0.250858,
            0.232438,
            0.01842,
            0.029723,
            0.09539,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242203,
            -188278,
            -153119,
            -1418706,
            -816706,
            -711418
        ],
        [
            1.49719,
            1.858448,
            1.07879,
            1.032813,
            1.443317,
            0.545158
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            42.924528,
            43.396226,
            42.45283,
            42.924528,
            43.396226,
            42.45283
        ],
        [
            1.990769,
            2.424063,
            1.46236,
            1.373301,
            1.882588,
            0.738991
        ],
        [
            298410,
            298410,
            61449,
            1084433,
            1084433,
            108869
        ],
        [
            -47371,
            -47371,
            -45802,
            -657907,
            -657907,
            -233831
        ],
        [
            116,
            112,
            119,
            116,
            112,
            119
        ],
        [
            157,
            149,
            165,
            157,
            149,
            165
        ],
        [
            85,
            84,
            85,
            85,
            84,
            85
        ],
        [
            24625,
            11948,
            12677,
            24625,
            11948,
            12677
        ],
        [
            11.401115,
            11.401115,
            50.484449,
            11.401115,
            11.401115,
            50.484449
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371564,
            331886,
            -306688,
            -338159,
            -65338,
            -582995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579420800000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491456378,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "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)