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Trade: ALGO/USDT/720/HILO/SUPERTREND/5764

Strategy
ALGO/USDT/720/HILO/SUPERTREND/5764
Pair
ALGO_USDT
Interval
12h
Score
439590
Daily Profit
0.224140
Profit Factor
1.547033
Profitability
52.666667
Streak
78.175671
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 07:12
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512608.756 408718.2757 103890.4803 410654.489 187221.5926 223432.8964
Total P&L (%) 512.6088 408.7183 103.8905 410.6545 187.2216 223.4329
Avg Daily Profit (%) 0.2241 0.1787 0.0454 0.0713 0.0461 0.0513
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88978 -128098 -79252 -564671 -484730 -110976
Profit Factor 1.547 1.7314 1.2746 1.174 1.1153 1.3038
Total Trades 150 75 75 150 75 75
Winning Trades 79 42 37 79 42 37
Losing Trades 71 33 38 71 33 38
Profitability (%) 52.6667 56 49.3333 52.6667 56 49.3333
Ratio Avg Win / Avg Loss 1.3904 1.3604 1.3091 1.0552 0.8763 1.3391
Largest Winning Trade 189650 189650 32631 493025 493025 85817
Largest Losing Trade -44792 -44792 -30790 -358131 -358131 -76668
Avg Bars in Trades 29 42 15 29 42 15
Avg Bars in Winners 28 36 20 28 36 20
Avg Bars in Losers 29 50 10 29 50 10
Bars Traded 4376 3200 1176 4376 3200 1176
Profit Streak 78.1757 157.1757 78.1757 78.1757 157.1757 78.1757
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439590 -45328 -188689 -124411 -281598 -180628
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566216000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758946378023,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 117,
            "offset": 0,
            "multiplier": 3.16541
        }
    }
}
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": [
        [
            512608.7559735529,
            408718.2756660752,
            103890.4803074775,
            410654.4890090033,
            187221.592626621,
            223432.8963823821
        ],
        [
            512.608756,
            408.718276,
            103.89048,
            410.654489,
            187.221593,
            223.432896
        ],
        [
            0.22414,
            0.178714,
            0.045427,
            0.071321,
            0.046145,
            0.051339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88978,
            -128098,
            -79252,
            -564671,
            -484730,
            -110976
        ],
        [
            1.547033,
            1.731433,
            1.274639,
            1.174049,
            1.115285,
            1.303813
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            52.666667,
            56,
            49.333333,
            52.666667,
            56,
            49.333333
        ],
        [
            1.390371,
            1.360412,
            1.309088,
            1.055158,
            0.876296,
            1.339051
        ],
        [
            189650,
            189650,
            32631,
            493025,
            493025,
            85817
        ],
        [
            -44792,
            -44792,
            -30790,
            -358131,
            -358131,
            -76668
        ],
        [
            29,
            42,
            15,
            29,
            42,
            15
        ],
        [
            28,
            36,
            20,
            28,
            36,
            20
        ],
        [
            29,
            50,
            10,
            29,
            50,
            10
        ],
        [
            4376,
            3200,
            1176,
            4376,
            3200,
            1176
        ],
        [
            78.175671,
            157.175671,
            78.175671,
            78.175672,
            157.175672,
            78.175672
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439590,
            -45328,
            -188689,
            -124411,
            -281598,
            -180628
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566216000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758946378023,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 117,
            "offset": 0,
            "multiplier": 3.16541
        }
    }
}

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)