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Trade: ALGO/USDT/240/BBL/MIDPOINT/5739

Strategy
ALGO/USDT/240/BBL/MIDPOINT/5739
Pair
ALGO_USDT
Interval
4h
Score
357123
Daily Profit
0.196450
Profit Factor
2.181906
Profitability
42.857143
Streak
161.083953
Best Strategy
Training Data Length
2299.330000
Evaluation Time
2025-10-07 17:00
Expiration Time
2025-12-15 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503179.2083 451702.8805 51476.3278 162052.688 189745.1897 -27692.5017
Total P&L (%) 503.1792 451.7029 51.4763 162.0527 189.7452 -27.6925
Avg Daily Profit (%) 0.2188 0.1965 0.0224 0.0419 0.0463 -0.0141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220021 -202047 -79941 -1065960 -839475 -374710
Profit Factor 1.9382 2.1819 1.3339 1.0842 1.1436 0.9541
Total Trades 71 35 36 71 35 36
Winning Trades 35 15 20 35 15 20
Losing Trades 36 20 16 36 20 16
Profitability (%) 49.2958 42.8571 55.5556 49.2958 42.8571 55.5556
Ratio Avg Win / Avg Loss 1.9936 2.9092 1.0672 1.1152 1.5248 0.7633
Largest Winning Trade 281579 281579 25811 308785 308785 165041
Largest Losing Trade -55883 -55883 -24849 -355770 -355770 -136891
Avg Bars in Trades 176 333 22 176 333 22
Avg Bars in Winners 110 218 30 110 218 30
Avg Bars in Losers 239 419 14 239 419 14
Bars Traded 12503 11676 827 12503 11676 827
Profit Streak 161.084 161.084 590.084 161.084 161.084 590.084
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78260 357123 -161486 -355001 -194383 -578365
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13796,
    "evaluation_days": 2299.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563811200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759845653571,
    "expiration_time": 1765798272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 47,
            "offset": 0,
            "std": 2.34018
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "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": [
        [
            503179.2082986317,
            451702.8804518661,
            51476.3278467659,
            162052.6879549309,
            189745.1896695616,
            -27692.5017146308
        ],
        [
            503.179208,
            451.70288,
            51.476328,
            162.052688,
            189.74519,
            -27.692502
        ],
        [
            0.218837,
            0.19645,
            0.022388,
            0.041907,
            0.046278,
            -0.014101
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220021,
            -202047,
            -79941,
            -1065960,
            -839475,
            -374710
        ],
        [
            1.938188,
            2.181906,
            1.333938,
            1.084178,
            1.143597,
            0.954133
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            49.295775,
            42.857143,
            55.555556,
            49.295775,
            42.857143,
            55.555556
        ],
        [
            1.993565,
            2.909208,
            1.06715,
            1.115154,
            1.524796,
            0.763307
        ],
        [
            281579,
            281579,
            25811,
            308785,
            308785,
            165041
        ],
        [
            -55883,
            -55883,
            -24849,
            -355770,
            -355770,
            -136891
        ],
        [
            176,
            333,
            22,
            176,
            333,
            22
        ],
        [
            110,
            218,
            30,
            110,
            218,
            30
        ],
        [
            239,
            419,
            14,
            239,
            419,
            14
        ],
        [
            12503,
            11676,
            827,
            12503,
            11676,
            827
        ],
        [
            161.083953,
            161.083953,
            590.083953,
            161.083953,
            161.083953,
            590.083953
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78260,
            357123,
            -161486,
            -355001,
            -194383,
            -578365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13796,
    "evaluation_days": 2299.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563811200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759845653571,
    "expiration_time": 1765798272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 47,
            "offset": 0,
            "std": 2.34018
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "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)