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Trade: ALGO/USDT/480/SSF/DCM/4445

Strategy
ALGO/USDT/480/SSF/DCM/4445
Pair
ALGO_USDT
Interval
8h
Score
361120
Daily Profit
0.244999
Profit Factor
1.291538
Profitability
43.428571
Streak
0.000000
Best Strategy
Training Data Length
2297.000000
Evaluation Time
2025-10-05 01:40
Expiration Time
2025-12-12 15:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 562763.1914 486722.4249 76040.7666 4131.3526 19373.4403 -15242.0877
Total P&L (%) 562.7632 486.7224 76.0408 4.1314 19.3734 -15.2421
Avg Daily Profit (%) 0.245 0.2119 0.0331 0.0018 0.0077 -0.0072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205311 -150742 -192841 -361641 -184492 -231687
Profit Factor 1.2915 1.4677 1.0855 1.0023 1.0193 0.9812
Total Trades 525 262 263 525 262 263
Winning Trades 228 110 118 228 110 118
Losing Trades 297 152 145 297 152 145
Profitability (%) 43.4286 41.9847 44.8669 43.4286 41.9847 44.8669
Ratio Avg Win / Avg Loss 1.6824 2.0281 1.3338 1.3056 1.4085 1.2057
Largest Winning Trade 324901 324901 62670 111739 111739 57171
Largest Losing Trade -42693 -24581 -42693 -92357 -92357 -71360
Avg Bars in Trades 13 14 11 13 14 11
Avg Bars in Winners 17 20 14 17 20 14
Avg Bars in Losers 9 11 8 9 11 8
Bars Traded 6847 3926 2921 6847 3926 2921
Profit Streak 0 12.9446 0 0 12.9446 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361120 307011 -276082 -573787 -390509 -580009
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6891,
    "evaluation_days": 2297,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561939200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759617614276,
    "expiration_time": 1765547424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 28,
            "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": [
        [
            562763.191436187,
            486722.4248695077,
            76040.766566679,
            4131.3526318911,
            19373.4403497584,
            -15242.0877178675
        ],
        [
            562.763191,
            486.722425,
            76.040767,
            4.131353,
            19.37344,
            -15.242088
        ],
        [
            0.244999,
            0.211895,
            0.033104,
            0.001762,
            0.00771,
            -0.007199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205311,
            -150742,
            -192841,
            -361641,
            -184492,
            -231687
        ],
        [
            1.291538,
            1.467739,
            1.085464,
            1.002281,
            1.019332,
            0.981159
        ],
        [
            525,
            262,
            263,
            525,
            262,
            263
        ],
        [
            228,
            110,
            118,
            228,
            110,
            118
        ],
        [
            297,
            152,
            145,
            297,
            152,
            145
        ],
        [
            43.428571,
            41.984733,
            44.86692,
            43.428571,
            41.984733,
            44.86692
        ],
        [
            1.682399,
            2.028148,
            1.333833,
            1.305603,
            1.408532,
            1.205661
        ],
        [
            324901,
            324901,
            62670,
            111739,
            111739,
            57171
        ],
        [
            -42693,
            -24581,
            -42693,
            -92357,
            -92357,
            -71360
        ],
        [
            13,
            14,
            11,
            13,
            14,
            11
        ],
        [
            17,
            20,
            14,
            17,
            20,
            14
        ],
        [
            9,
            11,
            8,
            9,
            11,
            8
        ],
        [
            6847,
            3926,
            2921,
            6847,
            3926,
            2921
        ],
        [
            0,
            12.944609,
            0,
            0,
            12.94461,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361120,
            307011,
            -276082,
            -573787,
            -390509,
            -580009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6891,
    "evaluation_days": 2297,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561939200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759617614276,
    "expiration_time": 1765547424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 28,
            "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)