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Trade: ALGO/USDT/240/BBM/SSF/6537

Strategy
ALGO/USDT/240/BBM/SSF/6537
Pair
ALGO_USDT
Interval
4h
Score
390319
Daily Profit
0.232601
Profit Factor
1.603851
Profitability
51.798561
Streak
0.000000
Best Strategy
Training Data Length
2295.830000
Evaluation Time
2025-10-04 05:23
Expiration Time
2025-12-11 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534011.6644 391726.6418 142285.0227 490460.6518 354499.8402 135960.8116
Total P&L (%) 534.0117 391.7266 142.285 490.4607 354.4998 135.9608
Avg Daily Profit (%) 0.2326 0.1706 0.062 0.0774 0.066 0.0374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138707 -81263 -143623 -405168 -180316 -285979
Profit Factor 1.6039 1.8586 1.3324 1.4238 1.6192 1.2325
Total Trades 139 70 69 139 70 69
Winning Trades 72 35 37 72 35 37
Losing Trades 67 35 32 67 35 32
Profitability (%) 51.7986 50 53.6232 51.7986 50 53.6232
Ratio Avg Win / Avg Loss 1.4925 1.8586 1.1523 1.3249 1.6192 1.0659
Largest Winning Trade 129720 129720 54846 222035 222035 156932
Largest Losing Trade -48491 -41268 -48491 -253939 -103822 -253939
Avg Bars in Trades 96 86 107 96 86 107
Avg Bars in Winners 113 97 129 113 97 129
Avg Bars in Losers 78 74 81 78 74 81
Bars Traded 13430 6029 7401 13430 6029 7401
Profit Streak 0 0 48.9333 0 0 48.9333
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390319 -83560 -210539 -88196 -196240 -243915
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13775,
    "evaluation_days": 2295.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562875200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544635035,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.00403
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "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": [
        [
            534011.664406034,
            391726.6417500473,
            142285.0226559868,
            490460.6517998688,
            354499.8402123375,
            135960.8115875311
        ],
        [
            534.011664,
            391.726642,
            142.285023,
            490.460652,
            354.49984,
            135.960812
        ],
        [
            0.232601,
            0.170625,
            0.061975,
            0.077376,
            0.065969,
            0.037401
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138707,
            -81263,
            -143623,
            -405168,
            -180316,
            -285979
        ],
        [
            1.603851,
            1.858618,
            1.332353,
            1.423754,
            1.619185,
            1.232454
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            51.798561,
            50,
            53.623188,
            51.798561,
            50,
            53.623188
        ],
        [
            1.492473,
            1.858618,
            1.152306,
            1.324882,
            1.619185,
            1.065906
        ],
        [
            129720,
            129720,
            54846,
            222035,
            222035,
            156932
        ],
        [
            -48491,
            -41268,
            -48491,
            -253939,
            -103822,
            -253939
        ],
        [
            96,
            86,
            107,
            96,
            86,
            107
        ],
        [
            113,
            97,
            129,
            113,
            97,
            129
        ],
        [
            78,
            74,
            81,
            78,
            74,
            81
        ],
        [
            13430,
            6029,
            7401,
            13430,
            6029,
            7401
        ],
        [
            0,
            0,
            48.933276,
            0,
            0,
            48.933276
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390319,
            -83560,
            -210539,
            -88196,
            -196240,
            -243915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13775,
    "evaluation_days": 2295.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562875200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544635035,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.00403
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "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)