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Trade: ALGO/USDT/240/MIDPRICE/SUPERTREND/2917

Strategy
ALGO/USDT/240/MIDPRICE/SUPERTREND/2917
Pair
ALGO_USDT
Interval
4h
Score
370911
Daily Profit
0.231940
Profit Factor
1.635551
Profitability
45.098039
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 532495.9374 406394.957 126100.9804 509331.9144 458359.8376 50972.0767
Total P&L (%) 532.4959 406.395 126.101 509.3319 458.3598 50.9721
Avg Daily Profit (%) 0.2319 0.177 0.0549 0.0787 0.0749 0.0179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95495 -115117 -102849 -333995 -338901 -249641
Profit Factor 1.6356 1.924 1.3168 1.2008 1.3298 1.0445
Total Trades 153 77 76 153 77 76
Winning Trades 69 35 34 69 35 34
Losing Trades 84 42 42 84 42 42
Profitability (%) 45.098 45.4545 44.7368 45.098 45.4545 44.7368
Ratio Avg Win / Avg Loss 1.9911 2.3088 1.6266 1.4618 1.5957 1.2902
Largest Winning Trade 191549 191549 63490 481597 481597 213023
Largest Losing Trade -42180 -40236 -42180 -139937 -139937 -130851
Avg Bars in Trades 87 68 105 87 68 105
Avg Bars in Winners 134 92 177 134 92 177
Avg Bars in Losers 48 49 47 48 49 47
Bars Traded 13330 5297 8033 13330 5297 8033
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 370911 -32647 -169778 -89020 -135236 -393280
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": 1564603200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544635844,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 3.0358
        }
    }
}
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": [
        [
            532495.9374224565,
            406394.9569817788,
            126100.9804406773,
            509331.9143556322,
            458359.8376196163,
            50972.0767360161
        ],
        [
            532.495937,
            406.394957,
            126.10098,
            509.331914,
            458.359838,
            50.972077
        ],
        [
            0.23194,
            0.177014,
            0.054926,
            0.078747,
            0.074939,
            0.017944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95495,
            -115117,
            -102849,
            -333995,
            -338901,
            -249641
        ],
        [
            1.635551,
            1.924039,
            1.3168,
            1.200801,
            1.329774,
            1.044456
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            45.098039,
            45.454545,
            44.736842,
            45.098039,
            45.454545,
            44.736842
        ],
        [
            1.991106,
            2.308847,
            1.626635,
            1.461844,
            1.595728,
            1.29021
        ],
        [
            191549,
            191549,
            63490,
            481597,
            481597,
            213023
        ],
        [
            -42180,
            -40236,
            -42180,
            -139937,
            -139937,
            -130851
        ],
        [
            87,
            68,
            105,
            87,
            68,
            105
        ],
        [
            134,
            92,
            177,
            134,
            92,
            177
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            13330,
            5297,
            8033,
            13330,
            5297,
            8033
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370911,
            -32647,
            -169778,
            -89020,
            -135236,
            -393280
        ]
    ]
}
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": 1564603200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544635844,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 3.0358
        }
    }
}

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)