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Trade: ALGO/USDT/120/DCM/SSF/6431

Strategy
ALGO/USDT/120/DCM/SSF/6431
Pair
ALGO_USDT
Interval
2h
Score
348294
Daily Profit
0.260118
Profit Factor
1.448280
Profitability
43.598616
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-12 02:08
Expiration Time
2025-12-26 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541912.3534 476892.7879 65019.5655 213219.6299 346221.7198 -133002.0899
Total P&L (%) 541.9124 476.8928 65.0196 213.2196 346.2217 -133.0021
Avg Daily Profit (%) 0.2601 0.2289 0.0312 0.0548 0.0718 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154929 -152811 -140151 -489273 -281690 -268184
Profit Factor 1.4483 1.7498 1.1135 1.1008 1.321 0.8717
Total Trades 289 144 145 289 144 145
Winning Trades 126 56 70 126 56 70
Losing Trades 163 88 75 163 88 75
Profitability (%) 43.5986 38.8889 48.2759 43.5986 38.8889 48.2759
Ratio Avg Win / Avg Loss 1.8736 2.7496 1.193 1.4241 2.0759 0.934
Largest Winning Trade 263842 263842 58290 338168 338168 108596
Largest Losing Trade -37873 -29514 -37873 -183142 -80322 -183142
Avg Bars in Trades 85 74 95 85 74 95
Avg Bars in Winners 109 95 120 109 95 120
Avg Bars in Losers 66 61 72 66 61 72
Bars Traded 24657 10762 13895 24657 10762 13895
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 348294 240902 -248034 -230334 -100220 -581618
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580155200000,
    "first_datapoint_time": 1581487200000,
    "last_datapoint_time": 1760220000000,
    "evaluation_time": 1760224136412,
    "expiration_time": 1766700000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            541912.3534068114,
            476892.7879011745,
            65019.5655056368,
            213219.6298813379,
            346221.7198199949,
            -133002.0899386572
        ],
        [
            541.912353,
            476.892788,
            65.019566,
            213.21963,
            346.22172,
            -133.00209
        ],
        [
            0.260118,
            0.228909,
            0.031209,
            0.054818,
            0.071817,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154929,
            -152811,
            -140151,
            -489273,
            -281690,
            -268184
        ],
        [
            1.44828,
            1.749767,
            1.113509,
            1.100806,
            1.32102,
            0.8717
        ],
        [
            289,
            144,
            145,
            289,
            144,
            145
        ],
        [
            126,
            56,
            70,
            126,
            56,
            70
        ],
        [
            163,
            88,
            75,
            163,
            88,
            75
        ],
        [
            43.598616,
            38.888889,
            48.275862,
            43.598616,
            38.888889,
            48.275862
        ],
        [
            1.873568,
            2.749634,
            1.193045,
            1.424058,
            2.075889,
            0.933964
        ],
        [
            263842,
            263842,
            58290,
            338168,
            338168,
            108596
        ],
        [
            -37873,
            -29514,
            -37873,
            -183142,
            -80322,
            -183142
        ],
        [
            85,
            74,
            95,
            85,
            74,
            95
        ],
        [
            109,
            95,
            120,
            109,
            95,
            120
        ],
        [
            66,
            61,
            72,
            66,
            61,
            72
        ],
        [
            24657,
            10762,
            13895,
            24657,
            10762,
            13895
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348294,
            240902,
            -248034,
            -230334,
            -100220,
            -581618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580155200000,
    "first_datapoint_time": 1581487200000,
    "last_datapoint_time": 1760220000000,
    "evaluation_time": 1760224136412,
    "expiration_time": 1766700000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    }
}

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)