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Trade: ALGO/USDT/480/HL2/MIDPRICE/3075

Strategy
ALGO/USDT/480/HL2/MIDPRICE/3075
Pair
ALGO_USDT
Interval
8h
Score
383914
Daily Profit
0.237812
Profit Factor
1.428441
Profitability
45.277778
Streak
0.000000
Best Strategy
Training Data Length
2299.330000
Evaluation Time
2025-10-07 09:28
Expiration Time
2025-12-15 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546808.6094 432063.6414 114744.968 332559.1186 689669.2817 -357110.1631
Total P&L (%) 546.8086 432.0636 114.745 332.5591 689.6693 -357.1102
Avg Daily Profit (%) 0.2378 0.1879 0.0499 0.0637 0.0899 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155398 -109249 -140441 -2258024 -1372613 -971856
Profit Factor 1.4284 1.6335 1.1931 1.0344 1.1363 0.9225
Total Trades 360 180 180 360 180 180
Winning Trades 163 78 85 163 78 85
Losing Trades 197 102 95 197 102 95
Profitability (%) 45.2778 43.3333 47.2222 45.2778 43.3333 47.2222
Ratio Avg Win / Avg Loss 1.7264 2.1362 1.3334 1.2502 1.4859 1.031
Largest Winning Trade 254471 254471 65676 1337989 1337989 415707
Largest Losing Trade -36766 -29274 -36766 -801360 -431398 -801360
Avg Bars in Trades 18 18 19 18 18 19
Avg Bars in Winners 24 25 24 24 25 24
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 6765 3291 3474 6765 3291 3474
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 383914 312590 -134825 -290222 -145035 -579526
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6898,
    "evaluation_days": 2299.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562198400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818528262,
    "expiration_time": 1765755072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 36
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 17,
            "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": [
        [
            546808.6094256297,
            432063.6414389841,
            114744.9679866454,
            332559.1186441975,
            689669.2817452438,
            -357110.1631010469
        ],
        [
            546.808609,
            432.063641,
            114.744968,
            332.559119,
            689.669282,
            -357.110163
        ],
        [
            0.237812,
            0.187908,
            0.049904,
            0.063715,
            0.089912,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155398,
            -109249,
            -140441,
            -2258024,
            -1372613,
            -971856
        ],
        [
            1.428441,
            1.633544,
            1.193077,
            1.034395,
            1.136297,
            0.922516
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            163,
            78,
            85,
            163,
            78,
            85
        ],
        [
            197,
            102,
            95,
            197,
            102,
            95
        ],
        [
            45.277778,
            43.333333,
            47.222222,
            45.277778,
            43.333333,
            47.222222
        ],
        [
            1.726398,
            2.136173,
            1.333439,
            1.250158,
            1.485926,
            1.031047
        ],
        [
            254471,
            254471,
            65676,
            1337989,
            1337989,
            415707
        ],
        [
            -36766,
            -29274,
            -36766,
            -801360,
            -431398,
            -801360
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            24,
            25,
            24,
            24,
            25,
            24
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            6765,
            3291,
            3474,
            6765,
            3291,
            3474
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383914,
            312590,
            -134825,
            -290222,
            -145035,
            -579526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6898,
    "evaluation_days": 2299.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562198400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818528262,
    "expiration_time": 1765755072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 36
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 17,
            "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)