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Trade: ALGO/USDT/360/BBM/SSF/8480

Strategy
ALGO/USDT/360/BBM/SSF/8480
Pair
ALGO_USDT
Interval
6h
Score
356939
Daily Profit
0.207598
Profit Factor
1.602336
Profitability
47.107438
Streak
0.000000
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-28 21:46
Expiration Time
2025-12-06 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475607.3561 377641.5109 97965.8452 219318.0661 174361.7187 44956.3475
Total P&L (%) 475.6074 377.6415 97.9658 219.3181 174.3617 44.9563
Avg Daily Profit (%) 0.2076 0.1648 0.0428 0.0507 0.0441 0.0162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164324 -91045 -151289 -178147 -135889 -165997
Profit Factor 1.6023 1.9605 1.2471 1.2708 1.4203 1.1138
Total Trades 121 61 60 121 61 60
Winning Trades 57 30 27 57 30 27
Losing Trades 64 31 33 64 31 33
Profitability (%) 47.1074 49.1803 45 47.1074 49.1803 45
Ratio Avg Win / Avg Loss 1.7991 2.0258 1.5243 1.4269 1.4677 1.3613
Largest Winning Trade 161499 161499 54574 116100 116100 74359
Largest Losing Trade -37133 -34976 -37133 -60984 -36111 -60984
Avg Bars in Trades 74 69 79 74 69 79
Avg Bars in Winners 101 89 115 101 89 115
Avg Bars in Losers 49 49 49 49 49 49
Bars Traded 8962 4209 4753 8962 4209 4753
Profit Streak 0 0 44.5321 0 0 44.5321
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356939 -150954 -305489 -126117 -295234 -438893
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9164,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562868000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085173961,
    "expiration_time": 1765020672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 2.5495
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "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": [
        [
            475607.3561430514,
            377641.5109374303,
            97965.845205621,
            219318.0661127964,
            174361.7186560415,
            44956.347456755
        ],
        [
            475.607356,
            377.641511,
            97.965845,
            219.318066,
            174.361719,
            44.956347
        ],
        [
            0.207598,
            0.164837,
            0.042761,
            0.05069,
            0.044064,
            0.016207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164324,
            -91045,
            -151289,
            -178147,
            -135889,
            -165997
        ],
        [
            1.602336,
            1.960488,
            1.247122,
            1.270807,
            1.420322,
            1.113802
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            47.107438,
            49.180328,
            45,
            47.107438,
            49.180328,
            45
        ],
        [
            1.799114,
            2.025838,
            1.52426,
            1.426871,
            1.467666,
            1.361314
        ],
        [
            161499,
            161499,
            54574,
            116100,
            116100,
            74359
        ],
        [
            -37133,
            -34976,
            -37133,
            -60984,
            -36111,
            -60984
        ],
        [
            74,
            69,
            79,
            74,
            69,
            79
        ],
        [
            101,
            89,
            115,
            101,
            89,
            115
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            8962,
            4209,
            4753,
            8962,
            4209,
            4753
        ],
        [
            0,
            0,
            44.532106,
            0,
            0,
            44.532106
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356939,
            -150954,
            -305489,
            -126117,
            -295234,
            -438893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9164,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562868000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085173961,
    "expiration_time": 1765020672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 2.5495
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "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)