← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/360/DEMA/SUPERTREND/2019

Strategy
ALGO/USDT/360/DEMA/SUPERTREND/2019
Pair
ALGO_USDT
Interval
6h
Score
366923
Daily Profit
0.165582
Profit Factor
1.424625
Profitability
48.584906
Streak
11.773020
Best Strategy
Training Data Length
2300.000000
Evaluation Time
2025-10-08 03:33
Expiration Time
2025-12-15 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386951.0499 380839.7304 6111.3194 -67486.7459 -32468.7602 -35017.9858
Total P&L (%) 386.9511 380.8397 6.1113 -67.4867 -32.4688 -35.018
Avg Daily Profit (%) 0.1682 0.1656 0.0027 -0.0488 -0.0171 -0.0187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146987 -118392 -188365 -101400 -78157 -71675
Profit Factor 1.2225 1.4246 1.0073 0.8602 0.8753 0.8426
Total Trades 423 212 211 423 212 211
Winning Trades 207 103 104 207 103 104
Losing Trades 216 109 107 216 109 107
Profitability (%) 48.9362 48.5849 49.2891 48.9362 48.5849 49.2891
Ratio Avg Win / Avg Loss 1.2757 1.5076 1.0363 0.8976 0.9263 0.8669
Largest Winning Trade 296340 296340 55707 22967 22967 9944
Largest Losing Trade -64509 -64509 -39902 -68962 -68962 -9926
Avg Bars in Trades 21 25 17 21 25 17
Avg Bars in Winners 25 29 21 25 29 21
Avg Bars in Losers 17 21 13 17 21 13
Bars Traded 9011 5348 3663 9011 5348 3663
Profit Streak 11.523 11.773 0 11.523 11.773 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347994 366923 -567035 -578071 -579869 -580227
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9200,
    "evaluation_days": 2300,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759883588983,
    "expiration_time": 1765821600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.39317
        }
    }
}
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": [
        [
            386951.0498572352,
            380839.7304326879,
            6111.3194245474,
            -67486.7459211096,
            -32468.7601579053,
            -35017.9857632043
        ],
        [
            386.95105,
            380.83973,
            6.111319,
            -67.486746,
            -32.46876,
            -35.017986
        ],
        [
            0.16824,
            0.165582,
            0.002657,
            -0.048837,
            -0.017067,
            -0.01874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146987,
            -118392,
            -188365,
            -101400,
            -78157,
            -71675
        ],
        [
            1.222513,
            1.424625,
            1.007257,
            0.860232,
            0.875295,
            0.842604
        ],
        [
            423,
            212,
            211,
            423,
            212,
            211
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            216,
            109,
            107,
            216,
            109,
            107
        ],
        [
            48.93617,
            48.584906,
            49.2891,
            48.93617,
            48.584906,
            49.2891
        ],
        [
            1.275666,
            1.507613,
            1.036313,
            0.897633,
            0.926283,
            0.86691
        ],
        [
            296340,
            296340,
            55707,
            22967,
            22967,
            9944
        ],
        [
            -64509,
            -64509,
            -39902,
            -68962,
            -68962,
            -9926
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            25,
            29,
            21,
            25,
            29,
            21
        ],
        [
            17,
            21,
            13,
            17,
            21,
            13
        ],
        [
            9011,
            5348,
            3663,
            9011,
            5348,
            3663
        ],
        [
            11.52302,
            11.77302,
            0,
            11.52302,
            11.773021,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347994,
            366923,
            -567035,
            -578071,
            -579869,
            -580227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9200,
    "evaluation_days": 2300,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759883588983,
    "expiration_time": 1765821600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.39317
        }
    }
}

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)