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Trade: ALGO/USDT/360/SSF/HILO/9124

Strategy
ALGO/USDT/360/SSF/HILO/9124
Pair
ALGO_USDT
Interval
6h
Score
367150
Daily Profit
0.211521
Profit Factor
1.521808
Profitability
47.311828
Streak
0.000000
Best Strategy
Training Data Length
2299.250000
Evaluation Time
2025-10-07 05:55
Expiration Time
2025-12-15 01:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486339.4052 357307.7546 129031.6506 260717.6938 397035.9517 -136318.2579
Total P&L (%) 486.3394 357.3078 129.0317 260.7177 397.036 -136.3183
Avg Daily Profit (%) 0.2115 0.1554 0.0561 0.0558 0.0698 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109544 -133205 -140138 -442271 -229019 -418835
Profit Factor 1.5218 1.7621 1.2786 1.1233 1.406 0.88
Total Trades 186 93 93 186 93 93
Winning Trades 88 37 51 88 37 51
Losing Trades 98 56 42 98 56 42
Profitability (%) 47.3118 39.7849 54.8387 47.3118 39.7849 54.8387
Ratio Avg Win / Avg Loss 1.6947 2.6669 1.053 1.251 2.128 0.7247
Largest Winning Trade 148008 148008 59588 361646 361646 89759
Largest Losing Trade -40798 -24383 -40798 -165220 -78985 -165220
Avg Bars in Trades 48 40 57 48 40 57
Avg Bars in Winners 68 60 74 68 60 74
Avg Bars in Losers 31 26 36 31 26 36
Bars Traded 9062 3736 5325 9062 3736 5325
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 367150 226893 -117706 -203338 -102223 -580456
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561615200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759805707866,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            486339.4051645319,
            357307.7545517611,
            129031.650612771,
            260717.6937507835,
            397035.9516729796,
            -136318.2579221964
        ],
        [
            486.339405,
            357.307755,
            129.031651,
            260.717694,
            397.035952,
            -136.318258
        ],
        [
            0.211521,
            0.155402,
            0.056119,
            0.055813,
            0.069764,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109544,
            -133205,
            -140138,
            -442271,
            -229019,
            -418835
        ],
        [
            1.521808,
            1.762079,
            1.278585,
            1.123317,
            1.406031,
            0.88004
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            88,
            37,
            51,
            88,
            37,
            51
        ],
        [
            98,
            56,
            42,
            98,
            56,
            42
        ],
        [
            47.311828,
            39.784946,
            54.83871,
            47.311828,
            39.784946,
            54.83871
        ],
        [
            1.694741,
            2.66693,
            1.052953,
            1.250967,
            2.128047,
            0.724739
        ],
        [
            148008,
            148008,
            59588,
            361646,
            361646,
            89759
        ],
        [
            -40798,
            -24383,
            -40798,
            -165220,
            -78985,
            -165220
        ],
        [
            48,
            40,
            57,
            48,
            40,
            57
        ],
        [
            68,
            60,
            74,
            68,
            60,
            74
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            9062,
            3736,
            5325,
            9062,
            3736,
            5325
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367150,
            226893,
            -117706,
            -203338,
            -102223,
            -580456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561615200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759805707866,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)