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Trade: ALGO/USDT/120/RMA/MIDPOINT/4267

Strategy
ALGO/USDT/120/RMA/MIDPOINT/4267
Pair
ALGO_USDT
Interval
2h
Score
343796
Daily Profit
0.229260
Profit Factor
1.290478
Profitability
43.388430
Streak
15.288131
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 13:54
Expiration Time
2025-12-25 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477625.0487 423594.9156 54030.1332 159367.0025 244141.3033 -84774.3008
Total P&L (%) 477.625 423.5949 54.0301 159.367 244.1413 -84.7743
Avg Daily Profit (%) 0.2293 0.2033 0.0259 0.0458 0.0593 -0.0903
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106487 -151646 -138054 -375071 -313224 -411050
Profit Factor 1.2905 1.5373 1.0631 1.0445 1.1376 0.9531
Total Trades 484 242 242 484 242 242
Winning Trades 210 103 107 210 103 107
Losing Trades 274 139 135 274 139 135
Profitability (%) 43.3884 42.562 44.2149 43.3884 42.562 44.2149
Ratio Avg Win / Avg Loss 1.6838 2.0745 1.3413 1.3628 1.5353 1.2025
Largest Winning Trade 186167 186167 58988 158478 158478 85600
Largest Losing Trade -29999 -26482 -29999 -100214 -99885 -100214
Avg Bars in Trades 51 56 45 51 56 45
Avg Bars in Winners 65 73 57 65 73 57
Avg Bars in Losers 40 44 36 40 44 36
Bars Traded 24739 13686 11053 24739 13686 11053
Profit Streak 15.2881 15.7881 0 15.2881 15.7881 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343796 312916 -311912 -302813 -183300 -580650
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580112000000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180094563,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 129,
            "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": [
        [
            477625.0487257884,
            423594.9155565105,
            54030.1331692781,
            159367.0024695645,
            244141.303250295,
            -84774.3007807301
        ],
        [
            477.625049,
            423.594916,
            54.030133,
            159.367002,
            244.141303,
            -84.774301
        ],
        [
            0.22926,
            0.203326,
            0.025935,
            0.045758,
            0.05934,
            -0.090304
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106487,
            -151646,
            -138054,
            -375071,
            -313224,
            -411050
        ],
        [
            1.290478,
            1.537253,
            1.063132,
            1.044516,
            1.13764,
            0.953066
        ],
        [
            484,
            242,
            242,
            484,
            242,
            242
        ],
        [
            210,
            103,
            107,
            210,
            103,
            107
        ],
        [
            274,
            139,
            135,
            274,
            139,
            135
        ],
        [
            43.38843,
            42.561983,
            44.214876,
            43.38843,
            42.561983,
            44.214876
        ],
        [
            1.683766,
            2.074546,
            1.341335,
            1.362845,
            1.535261,
            1.202466
        ],
        [
            186167,
            186167,
            58988,
            158478,
            158478,
            85600
        ],
        [
            -29999,
            -26482,
            -29999,
            -100214,
            -99885,
            -100214
        ],
        [
            51,
            56,
            45,
            51,
            56,
            45
        ],
        [
            65,
            73,
            57,
            65,
            73,
            57
        ],
        [
            40,
            44,
            36,
            40,
            44,
            36
        ],
        [
            24739,
            13686,
            11053,
            24739,
            13686,
            11053
        ],
        [
            15.288131,
            15.788131,
            0,
            15.288131,
            15.788132,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343796,
            312916,
            -311912,
            -302813,
            -183300,
            -580650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580112000000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180094563,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 129,
            "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)