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Trade: ALGO/USDT/480/BBL/DCM/4987

Strategy
ALGO/USDT/480/BBL/DCM/4987
Pair
ALGO_USDT
Interval
8h
Score
364097
Daily Profit
0.153921
Profit Factor
1.486825
Profitability
61.788618
Streak
150.789535
Best Strategy
Training Data Length
2304.330000
Evaluation Time
2025-10-12 05:56
Expiration Time
2025-12-20 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 354683.7564 325589.3063 29094.4502 40487.6685 -43157.7126 83645.3811
Total P&L (%) 354.6838 325.5893 29.0945 40.4877 -43.1577 83.6454
Avg Daily Profit (%) 0.1539 0.1413 0.0126 0.0148 -0.0245 0.0264
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182750 -161361 -110317 -519740 -516921 -161965
Profit Factor 1.4868 1.9334 1.0766 1.0357 0.9419 1.2134
Total Trades 123 61 62 123 61 62
Winning Trades 76 40 36 76 40 36
Losing Trades 47 21 26 47 21 26
Profitability (%) 61.7886 65.5738 58.0645 61.7886 65.5738 58.0645
Ratio Avg Win / Avg Loss 0.9195 1.015 0.7776 0.6405 0.4945 0.8764
Largest Winning Trade 67241 67241 27275 96636 96636 51506
Largest Losing Trade -80332 -80332 -37826 -435449 -435449 -46538
Avg Bars in Trades 50 88 13 50 88 13
Avg Bars in Winners 31 47 14 31 47 14
Avg Bars in Losers 81 166 12 81 166 12
Bars Traded 6245 5391 854 6245 5391 854
Profit Streak 150.7895 150.7895 316.7895 150.7895 150.7895 316.7895
Trades During Streak 7 3 10 7 3 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364097 -160162 -468441 -354922 -739087 -311110
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6913,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567411200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760237815847,
    "expiration_time": 1766200032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 172,
            "offset": 0,
            "std": 2.62463
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "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": [
        [
            354683.756420939,
            325589.3062517678,
            29094.4501691711,
            40487.6684502002,
            -43157.7126031819,
            83645.3810533822
        ],
        [
            354.683756,
            325.589306,
            29.09445,
            40.487668,
            -43.157713,
            83.645381
        ],
        [
            0.153921,
            0.141295,
            0.012626,
            0.014754,
            -0.024511,
            0.026381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182750,
            -161361,
            -110317,
            -519740,
            -516921,
            -161965
        ],
        [
            1.486825,
            1.933352,
            1.07662,
            1.035688,
            0.941884,
            1.213449
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            76,
            40,
            36,
            76,
            40,
            36
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            61.788618,
            65.57377,
            58.064516,
            61.788618,
            65.57377,
            58.064516
        ],
        [
            0.919484,
            1.01501,
            0.777559,
            0.640491,
            0.494489,
            0.87638
        ],
        [
            67241,
            67241,
            27275,
            96636,
            96636,
            51506
        ],
        [
            -80332,
            -80332,
            -37826,
            -435449,
            -435449,
            -46538
        ],
        [
            50,
            88,
            13,
            50,
            88,
            13
        ],
        [
            31,
            47,
            14,
            31,
            47,
            14
        ],
        [
            81,
            166,
            12,
            81,
            166,
            12
        ],
        [
            6245,
            5391,
            854,
            6245,
            5391,
            854
        ],
        [
            150.789535,
            150.789535,
            316.789535,
            150.789535,
            150.789535,
            316.789535
        ],
        [
            7,
            3,
            10,
            7,
            3,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364097,
            -160162,
            -468441,
            -354922,
            -739087,
            -311110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6913,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567411200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760237815847,
    "expiration_time": 1766200032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 172,
            "offset": 0,
            "std": 2.62463
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "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)