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Trade: ALGO/USDT/360/DEMA/BBM/1076

Strategy
ALGO/USDT/360/DEMA/BBM/1076
Pair
ALGO_USDT
Interval
6h
Score
356841
Daily Profit
0.215188
Profit Factor
1.651053
Profitability
45.454545
Streak
17.572912
Best Strategy
Training Data Length
2300.250000
Evaluation Time
2025-10-08 04:45
Expiration Time
2025-12-16 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494987.0622 409149.2434 85837.8187 127957.2419 202786.0639 -74828.822
Total P&L (%) 494.9871 409.1492 85.8378 127.9572 202.7861 -74.8288
Avg Daily Profit (%) 0.2152 0.1779 0.0373 0.0358 0.0482 -0.06
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146323 -180578 -129735 -330483 -327934 -342115
Profit Factor 1.6511 1.877 1.2922 1.0961 1.2728 0.8728
Total Trades 88 44 44 88 44 44
Winning Trades 40 18 22 40 18 22
Losing Trades 48 26 22 48 26 22
Profitability (%) 45.4545 40.9091 50 45.4545 40.9091 50
Ratio Avg Win / Avg Loss 1.9813 2.7113 1.2922 1.3153 1.8385 0.8728
Largest Winning Trade 205666 205666 53603 200723 200723 104834
Largest Losing Trade -40500 -40500 -39480 -95567 -95567 -92134
Avg Bars in Trades 101 122 81 101 122 81
Avg Bars in Winners 131 167 102 131 167 102
Avg Bars in Losers 77 91 60 77 91 60
Bars Traded 8975 5393 3582 8975 5393 3582
Profit Streak 17.5729 0 259.5729 17.5729 0 259.5729
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356841 270645 -141558 -260815 -131022 -579322
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9201,
    "evaluation_days": 2300.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759887899604,
    "expiration_time": 1765843848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 3.78604
        }
    }
}
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": [
        [
            494987.0621742692,
            409149.2434374511,
            85837.8187368179,
            127957.2419360113,
            202786.0639199102,
            -74828.8219838989
        ],
        [
            494.987062,
            409.149243,
            85.837819,
            127.957242,
            202.786064,
            -74.828822
        ],
        [
            0.215188,
            0.177872,
            0.037317,
            0.035828,
            0.048174,
            -0.059952
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146323,
            -180578,
            -129735,
            -330483,
            -327934,
            -342115
        ],
        [
            1.651053,
            1.87703,
            1.292194,
            1.096103,
            1.272838,
            0.872787
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            45.454545,
            40.909091,
            50,
            45.454545,
            40.909091,
            50
        ],
        [
            1.981264,
            2.711266,
            1.292194,
            1.315323,
            1.838543,
            0.872787
        ],
        [
            205666,
            205666,
            53603,
            200723,
            200723,
            104834
        ],
        [
            -40500,
            -40500,
            -39480,
            -95567,
            -95567,
            -92134
        ],
        [
            101,
            122,
            81,
            101,
            122,
            81
        ],
        [
            131,
            167,
            102,
            131,
            167,
            102
        ],
        [
            77,
            91,
            60,
            77,
            91,
            60
        ],
        [
            8975,
            5393,
            3582,
            8975,
            5393,
            3582
        ],
        [
            17.572912,
            0,
            259.572912,
            17.572912,
            0,
            259.572912
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356841,
            270645,
            -141558,
            -260815,
            -131022,
            -579322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9201,
    "evaluation_days": 2300.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759887899604,
    "expiration_time": 1765843848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 3.78604
        }
    }
}

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)