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Trade: ALGO/USDT/60/MIDPRICE/BBU/5423

Strategy
ALGO/USDT/60/MIDPRICE/BBU/5423
Pair
ALGO_USDT
Interval
1h
Score
400915
Daily Profit
0.333744
Profit Factor
1.493939
Profitability
46.415094
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 13:47
Expiration Time
2025-12-18 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347650.9658 310539.579 37111.3868 83657.6253 144887.2046 -61229.5794
Total P&L (%) 347.651 310.5396 37.1114 83.6576 144.8872 -61.2296
Avg Daily Profit (%) 0.3337 0.2981 0.0356 0.0584 0.086 -0.0909
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126903 -102735 -45115 -636349 -485329 -198145
Profit Factor 1.4939 1.6195 1.1832 1.0499 1.1226 0.876
Total Trades 265 132 133 265 132 133
Winning Trades 123 53 70 123 53 70
Losing Trades 142 79 63 142 79 63
Profitability (%) 46.4151 40.1515 52.6316 46.4151 40.1515 52.6316
Ratio Avg Win / Avg Loss 1.7247 2.4139 1.0649 1.2121 1.6733 0.7884
Largest Winning Trade 317321 317321 17013 598724 598724 32338
Largest Losing Trade -33217 -33217 -13145 -146782 -146782 -107790
Avg Bars in Trades 93 163 23 93 163 23
Avg Bars in Winners 116 240 22 116 240 22
Avg Bars in Losers 72 112 23 72 112 23
Bars Traded 24698 21634 3064 24698 21634 3064
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 400915 269692 -166318 -280579 -166679 -580360
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669572000000,
    "first_datapoint_time": 1669932000000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759574827987,
    "expiration_time": 1766052000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 1.85793
        }
    }
}
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": [
        [
            347650.9657935179,
            310539.5790428558,
            37111.3867506623,
            83657.6252553519,
            144887.204625609,
            -61229.5793702571
        ],
        [
            347.650966,
            310.539579,
            37.111387,
            83.657625,
            144.887205,
            -61.229579
        ],
        [
            0.333744,
            0.298117,
            0.035627,
            0.058376,
            0.086017,
            -0.09092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126903,
            -102735,
            -45115,
            -636349,
            -485329,
            -198145
        ],
        [
            1.493939,
            1.61945,
            1.183249,
            1.049934,
            1.122625,
            0.876007
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            123,
            53,
            70,
            123,
            53,
            70
        ],
        [
            142,
            79,
            63,
            142,
            79,
            63
        ],
        [
            46.415094,
            40.151515,
            52.631579,
            46.415094,
            40.151515,
            52.631579
        ],
        [
            1.72471,
            2.413897,
            1.064924,
            1.212119,
            1.673347,
            0.788406
        ],
        [
            317321,
            317321,
            17013,
            598724,
            598724,
            32338
        ],
        [
            -33217,
            -33217,
            -13145,
            -146782,
            -146782,
            -107790
        ],
        [
            93,
            163,
            23,
            93,
            163,
            23
        ],
        [
            116,
            240,
            22,
            116,
            240,
            22
        ],
        [
            72,
            112,
            23,
            72,
            112,
            23
        ],
        [
            24698,
            21634,
            3064,
            24698,
            21634,
            3064
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400915,
            269692,
            -166318,
            -280579,
            -166679,
            -580360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669572000000,
    "first_datapoint_time": 1669932000000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759574827987,
    "expiration_time": 1766052000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 1.85793
        }
    }
}

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)