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Trade: ALGO/USDT/480/BBL/SWMA/6091

Strategy
ALGO/USDT/480/BBL/SWMA/6091
Pair
ALGO_USDT
Interval
8h
Score
423205
Daily Profit
0.151865
Profit Factor
1.675085
Profitability
61.538462
Streak
169.078614
Best Strategy
Training Data Length
2299.000000
Evaluation Time
2025-10-06 20:53
Expiration Time
2025-12-14 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333349.9996 349138.6193 -15788.6198 -78339.8994 -141424.833 63084.9336
Total P&L (%) 333.35 349.1386 -15.7886 -78.3399 -141.4248 63.0849
Avg Daily Profit (%) 0.145 0.1519 -0.0069 -0.0665 0 0.0213
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159932 -168477 -89586 -264231 -283455 -50892
Profit Factor 1.4532 1.6751 0.9277 0.874 0.7259 1.5951
Total Trades 79 39 40 79 39 40
Winning Trades 47 24 23 47 24 23
Losing Trades 32 15 17 32 15 17
Profitability (%) 59.4937 61.5385 57.5 59.4937 61.5385 57.5
Ratio Avg Win / Avg Loss 0.9894 1.0469 0.6857 0.5951 0.4537 1.179
Largest Winning Trade 150607 150607 24274 117296 117296 42129
Largest Losing Trade -64615 -64615 -56999 -110936 -110936 -30592
Avg Bars in Trades 82 152 14 82 152 14
Avg Bars in Winners 54 95 12 54 95 12
Avg Bars in Losers 123 244 16 123 244 16
Bars Traded 6531 5961 570 6531 5961 570
Profit Streak 167.0786 169.0786 167.0786 167.0786 169.0786 167.0786
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28508 423205 -578532 -609164 -578294 -160765
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563206400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773192218,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 1.54108
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 72,
            "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": [
        [
            333349.9995608086,
            349138.619327146,
            -15788.6197663372,
            -78339.8993869236,
            -141424.8329745261,
            63084.9335876024
        ],
        [
            333.35,
            349.138619,
            -15.78862,
            -78.339899,
            -141.424833,
            63.084934
        ],
        [
            0.144998,
            0.151865,
            -0.006868,
            -0.066515,
            0,
            0.021277
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159932,
            -168477,
            -89586,
            -264231,
            -283455,
            -50892
        ],
        [
            1.453179,
            1.675085,
            0.927709,
            0.874046,
            0.725906,
            1.595127
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            59.493671,
            61.538462,
            57.5,
            59.493671,
            61.538462,
            57.5
        ],
        [
            0.989398,
            1.046928,
            0.685698,
            0.595095,
            0.453691,
            1.179007
        ],
        [
            150607,
            150607,
            24274,
            117296,
            117296,
            42129
        ],
        [
            -64615,
            -64615,
            -56999,
            -110936,
            -110936,
            -30592
        ],
        [
            82,
            152,
            14,
            82,
            152,
            14
        ],
        [
            54,
            95,
            12,
            54,
            95,
            12
        ],
        [
            123,
            244,
            16,
            123,
            244,
            16
        ],
        [
            6531,
            5961,
            570,
            6531,
            5961,
            570
        ],
        [
            167.078614,
            169.078614,
            167.078614,
            167.078614,
            169.078614,
            167.078614
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28508,
            423205,
            -578532,
            -609164,
            -578294,
            -160765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563206400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773192218,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 1.54108
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 72,
            "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)