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Trade: ALGO/USDT/240/DCM/BBM/8157

Strategy
ALGO/USDT/240/DCM/BBM/8157
Pair
ALGO_USDT
Interval
4h
Score
394906
Daily Profit
0.293450
Profit Factor
1.649989
Profitability
41.951220
Streak
19.082440
Best Strategy
Training Data Length
2298.170000
Evaluation Time
2025-10-06 12:58
Expiration Time
2025-12-14 08:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674396.8388 531217.2435 143179.5953 712008.543 795227.3591 -83218.8161
Total P&L (%) 674.3968 531.2172 143.1796 712.0085 795.2274 -83.2188
Avg Daily Profit (%) 0.2935 0.2311 0.0623 0.0912 0.0954 -0.0776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160697 -164760 -109653 -639324 -520159 -425272
Profit Factor 1.65 1.9292 1.3073 1.2096 1.4422 0.948
Total Trades 205 103 102 205 103 102
Winning Trades 86 44 42 86 44 42
Losing Trades 119 59 60 119 59 60
Profitability (%) 41.9512 42.7184 41.1765 41.9512 42.7184 41.1765
Ratio Avg Win / Avg Loss 2.2831 2.5869 1.8676 1.6737 1.9339 1.3542
Largest Winning Trade 320161 320161 61446 586776 586776 266266
Largest Losing Trade -35443 -35443 -26081 -253104 -253104 -242150
Avg Bars in Trades 65 54 77 65 54 77
Avg Bars in Winners 93 60 126 93 60 126
Avg Bars in Losers 45 48 42 45 48 42
Bars Traded 13440 5570 7870 13440 5570 7870
Profit Streak 19.0824 19.0824 42.4158 19.0824 19.0824 42.4158
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394906 338959 -111223 -71176 -65648 -581837
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13789,
    "evaluation_days": 2298.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563076800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759744722835,
    "expiration_time": 1765694448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 4.74076
        }
    }
}
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": [
        [
            674396.8387532824,
            531217.2434553107,
            143179.5952979716,
            712008.5430227016,
            795227.3590738811,
            -83218.8160511796
        ],
        [
            674.396839,
            531.217243,
            143.179595,
            712.008543,
            795.227359,
            -83.218816
        ],
        [
            0.29345,
            0.231148,
            0.062302,
            0.091172,
            0.095422,
            -0.077637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160697,
            -164760,
            -109653,
            -639324,
            -520159,
            -425272
        ],
        [
            1.649989,
            1.929233,
            1.307333,
            1.209582,
            1.442222,
            0.947956
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            41.95122,
            42.718447,
            41.176471,
            41.95122,
            42.718447,
            41.176471
        ],
        [
            2.283124,
            2.586926,
            1.867618,
            1.673724,
            1.933889,
            1.354223
        ],
        [
            320161,
            320161,
            61446,
            586776,
            586776,
            266266
        ],
        [
            -35443,
            -35443,
            -26081,
            -253104,
            -253104,
            -242150
        ],
        [
            65,
            54,
            77,
            65,
            54,
            77
        ],
        [
            93,
            60,
            126,
            93,
            60,
            126
        ],
        [
            45,
            48,
            42,
            45,
            48,
            42
        ],
        [
            13440,
            5570,
            7870,
            13440,
            5570,
            7870
        ],
        [
            19.08244,
            19.08244,
            42.415773,
            19.08244,
            19.08244,
            42.415774
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394906,
            338959,
            -111223,
            -71176,
            -65648,
            -581837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13789,
    "evaluation_days": 2298.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563076800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759744722835,
    "expiration_time": 1765694448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 4.74076
        }
    }
}

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)