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Trade: ALGO/USDT/60/DCM/T3/2255

Strategy
ALGO/USDT/60/DCM/T3/2255
Pair
ALGO_USDT
Interval
1h
Score
379491
Daily Profit
0.342381
Profit Factor
1.943499
Profitability
42.857143
Streak
22.757499
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 07:10
Expiration Time
2025-12-19 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356648.0317 305883.7423 50764.2894 297040.6088 358127.4514 -61086.8426
Total P&L (%) 356.648 305.8837 50.7643 297.0406 358.1275 -61.0868
Avg Daily Profit (%) 0.3424 0.2936 0.0487 0.1325 0.1462 -0.0906
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73314 -58341 -48967 -565078 -320415 -361106
Profit Factor 1.9435 2.5896 1.2735 1.2195 1.5886 0.918
Total Trades 91 46 45 91 46 45
Winning Trades 39 18 21 39 18 21
Losing Trades 52 28 24 52 28 24
Profitability (%) 42.8571 39.1304 46.6667 42.8571 39.1304 46.6667
Ratio Avg Win / Avg Loss 2.5913 4.0283 1.4555 1.626 2.4712 1.0492
Largest Winning Trade 269309 269309 38388 535027 535027 168740
Largest Losing Trade -31788 -15422 -31788 -205405 -112674 -205405
Avg Bars in Trades 260 229 292 260 229 292
Avg Bars in Winners 389 361 412 389 361 412
Avg Bars in Losers 164 144 187 164 144 187
Bars Traded 23728 10563 13165 23728 10563 13165
Profit Streak 22.7575 46.3408 0 22.7575 46.3408 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379491 351503 -130418 -17479 54411 -580341
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669633200000,
    "first_datapoint_time": 1671051600000,
    "last_datapoint_time": 1759633200000,
    "evaluation_time": 1759637447899,
    "expiration_time": 1766113200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "offset": 146
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 66,
            "offset": 0,
            "a": 0.77211
        }
    }
}
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": [
        [
            356648.0316765309,
            305883.7422778102,
            50764.2893987206,
            297040.6088005237,
            358127.4514259519,
            -61086.842625428
        ],
        [
            356.648032,
            305.883742,
            50.764289,
            297.040609,
            358.127451,
            -61.086843
        ],
        [
            0.342381,
            0.293647,
            0.048734,
            0.132459,
            0.146216,
            -0.090567
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73314,
            -58341,
            -48967,
            -565078,
            -320415,
            -361106
        ],
        [
            1.943499,
            2.589622,
            1.273544,
            1.219463,
            1.5886,
            0.91801
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            42.857143,
            39.130435,
            46.666667,
            42.857143,
            39.130435,
            46.666667
        ],
        [
            2.591332,
            4.0283,
            1.455479,
            1.625951,
            2.471156,
            1.049154
        ],
        [
            269309,
            269309,
            38388,
            535027,
            535027,
            168740
        ],
        [
            -31788,
            -15422,
            -31788,
            -205405,
            -112674,
            -205405
        ],
        [
            260,
            229,
            292,
            260,
            229,
            292
        ],
        [
            389,
            361,
            412,
            389,
            361,
            412
        ],
        [
            164,
            144,
            187,
            164,
            144,
            187
        ],
        [
            23728,
            10563,
            13165,
            23728,
            10563,
            13165
        ],
        [
            22.757499,
            46.340832,
            0,
            22.757499,
            46.340832,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379491,
            351503,
            -130418,
            -17479,
            54411,
            -580341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669633200000,
    "first_datapoint_time": 1671051600000,
    "last_datapoint_time": 1759633200000,
    "evaluation_time": 1759637447899,
    "expiration_time": 1766113200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "offset": 146
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 66,
            "offset": 0,
            "a": 0.77211
        }
    }
}

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)