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Trade: ALGO/USDT/720/HL2/MIDPRICE/3315

Strategy
ALGO/USDT/720/HL2/MIDPRICE/3315
Pair
ALGO_USDT
Interval
12h
Score
393310
Daily Profit
0.160500
Profit Factor
2.682289
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
2300.500000
Evaluation Time
2025-10-08 12:05
Expiration Time
2025-12-16 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368496.6832 369230.4231 -733.7399 30685.5545 47220.1065 -16534.5521
Total P&L (%) 368.4967 369.2304 -0.7337 30.6856 47.2201 -16.5346
Avg Daily Profit (%) 0.1602 0.1605 -0.0003 0.0116 0.0168 -0.0079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181329 -98087 -84216 -180095 -114099 -67156
Profit Factor 1.7311 2.6823 0.9974 1.0715 1.2201 0.9231
Total Trades 78 39 39 78 39 39
Winning Trades 40 18 22 40 18 22
Losing Trades 38 21 17 38 21 17
Profitability (%) 51.2821 46.1538 56.4103 51.2821 46.1538 56.4103
Ratio Avg Win / Avg Loss 1.6445 3.1293 0.7707 1.0179 1.4235 0.7133
Largest Winning Trade 238069 238069 81777 81525 81525 70179
Largest Losing Trade -58850 -45099 -58850 -42352 -42352 -39379
Avg Bars in Trades 51 52 51 51 52 51
Avg Bars in Winners 75 85 67 75 85 67
Avg Bars in Losers 26 23 30 26 23 30
Bars Traded 4025 2034 1991 4025 2034 1991
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 -28049 393310 -579926 -360883 -173848 -579926
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4601,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569240000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759914315753,
    "expiration_time": 1765844496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 187
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            368496.6832012812,
            369230.423130103,
            -733.7399288219,
            30685.5544514659,
            47220.1065174334,
            -16534.5520659675
        ],
        [
            368.496683,
            369.230423,
            -0.73374,
            30.685554,
            47.220107,
            -16.534552
        ],
        [
            0.160181,
            0.1605,
            -0.000319,
            0.011634,
            0.016813,
            -0.007856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181329,
            -98087,
            -84216,
            -180095,
            -114099,
            -67156
        ],
        [
            1.731098,
            2.682289,
            0.997421,
            1.071454,
            1.220142,
            0.923077
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            51.282051,
            46.153846,
            56.410256,
            51.282051,
            46.153846,
            56.410256
        ],
        [
            1.644543,
            3.129338,
            0.770735,
            1.017881,
            1.423499,
            0.713286
        ],
        [
            238069,
            238069,
            81777,
            81525,
            81525,
            70179
        ],
        [
            -58850,
            -45099,
            -58850,
            -42352,
            -42352,
            -39379
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            75,
            85,
            67,
            75,
            85,
            67
        ],
        [
            26,
            23,
            30,
            26,
            23,
            30
        ],
        [
            4025,
            2034,
            1991,
            4025,
            2034,
            1991
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28049,
            393310,
            -579926,
            -360883,
            -173848,
            -579926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4601,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569240000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759914315753,
    "expiration_time": 1765844496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 187
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)