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Trade: ALGO/USDT/360/MIDPRICE/BBU/4337

Strategy
ALGO/USDT/360/MIDPRICE/BBU/4337
Pair
ALGO_USDT
Interval
6h
Score
445000
Daily Profit
0.257313
Profit Factor
1.843147
Profitability
46.428571
Streak
40.079077
Best Strategy
Training Data Length
2303.500000
Evaluation Time
2025-10-11 10:53
Expiration Time
2025-12-19 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592721.2898 440690.8711 152030.4186 504517.8704 219228.8926 285288.9778
Total P&L (%) 592.7213 440.6909 152.0304 504.5179 219.2289 285.289
Avg Daily Profit (%) 0.2573 0.1913 0.066 0.0781 0.0504 0.0586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130107 -131141 -101044 -117831 -161183 -94491
Profit Factor 1.8431 2.056 1.5322 1.5753 1.4301 1.7767
Total Trades 112 56 56 112 56 56
Winning Trades 52 24 28 52 24 28
Losing Trades 60 32 28 60 32 28
Profitability (%) 46.4286 42.8571 50 46.4286 42.8571 50
Ratio Avg Win / Avg Loss 2.1267 2.7414 1.5322 1.8176 1.9069 1.7767
Largest Winning Trade 216443 216443 58424 194834 194834 89940
Largest Losing Trade -41325 -41325 -32744 -80556 -47132 -80556
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 106 109 103 106 109 103
Avg Bars in Losers 57 64 50 57 64 50
Bars Traded 9006 4678 4328 9006 4678 4328
Profit Streak 40.0791 40.0791 64.0791 40.0791 40.0791 64.0791
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445000 -170830 -280861 -84989 -305897 -290008
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9214,
    "evaluation_days": 2303.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760169232266,
    "expiration_time": 1766133072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 30,
            "offset": 0,
            "std": 1.05952
        }
    }
}
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": [
        [
            592721.2897918029,
            440690.8711454974,
            152030.4186463052,
            504517.8703938946,
            219228.8925979443,
            285288.9777959504
        ],
        [
            592.72129,
            440.690871,
            152.030419,
            504.51787,
            219.228893,
            285.288978
        ],
        [
            0.257313,
            0.191314,
            0.066,
            0.07814,
            0.050403,
            0.058573
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130107,
            -131141,
            -101044,
            -117831,
            -161183,
            -94491
        ],
        [
            1.843147,
            2.056024,
            1.532179,
            1.57528,
            1.430141,
            1.77666
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            46.428571,
            42.857143,
            50,
            46.428571,
            42.857143,
            50
        ],
        [
            2.126708,
            2.741365,
            1.532179,
            1.81763,
            1.906854,
            1.77666
        ],
        [
            216443,
            216443,
            58424,
            194834,
            194834,
            89940
        ],
        [
            -41325,
            -41325,
            -32744,
            -80556,
            -47132,
            -80556
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            106,
            109,
            103,
            106,
            109,
            103
        ],
        [
            57,
            64,
            50,
            57,
            64,
            50
        ],
        [
            9006,
            4678,
            4328,
            9006,
            4678,
            4328
        ],
        [
            40.079077,
            40.079077,
            64.079077,
            40.079077,
            40.079077,
            64.079077
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445000,
            -170830,
            -280861,
            -84989,
            -305897,
            -290008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9214,
    "evaluation_days": 2303.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760169232266,
    "expiration_time": 1766133072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 30,
            "offset": 0,
            "std": 1.05952
        }
    }
}

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)