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Trade: ALGO/USDT/720/SSF/ALMA/1840

Strategy
ALGO/USDT/720/SSF/ALMA/1840
Pair
ALGO_USDT
Interval
12h
Score
374677
Daily Profit
0.159934
Profit Factor
1.499441
Profitability
51.401869
Streak
91.778351
Best Strategy
Training Data Length
2302.000000
Evaluation Time
2025-10-09 21:40
Expiration Time
2025-12-17 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368168.2815 274026.7042 94141.5773 -147.6495 -45088.4114 44940.7619
Total P&L (%) 368.1683 274.0267 94.1416 -0.1476 -45.0884 44.9408
Avg Daily Profit (%) 0.1599 0.119 0.0409 -0.0001 -0.026 0.0161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148722 -108922 -135665 -622746 -458031 -330725
Profit Factor 1.4994 1.7347 1.2585 0.9999 0.961 1.0493
Total Trades 107 54 53 107 54 53
Winning Trades 55 27 28 55 27 28
Losing Trades 52 27 25 52 27 25
Profitability (%) 51.4019 50 52.8302 51.4019 50 52.8302
Ratio Avg Win / Avg Loss 1.4177 1.7347 1.1237 0.9454 0.961 0.9368
Largest Winning Trade 127123 127123 58205 274422 274422 181593
Largest Losing Trade -76494 -52112 -76494 -212944 -129663 -212944
Avg Bars in Trades 42 38 46 42 38 46
Avg Bars in Winners 51 45 57 51 45 57
Avg Bars in Losers 33 31 35 33 31 35
Bars Traded 4557 2073 2484 4557 2073 2484
Profit Streak 91.7784 127.2784 91.7784 91.7784 127.2784 91.7784
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374677 -209895 -317577 -578951 -759874 -520228
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4604,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760035249523,
    "expiration_time": 1765977984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "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": [
        [
            368168.281538184,
            274026.7042285994,
            94141.5773095844,
            -147.6494667773,
            -45088.4113506306,
            44940.761883853
        ],
        [
            368.168282,
            274.026704,
            94.141577,
            -0.147649,
            -45.088411,
            44.940762
        ],
        [
            0.159934,
            0.119039,
            0.040896,
            -6.4e-5,
            -0.026037,
            0.016124
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148722,
            -108922,
            -135665,
            -622746,
            -458031,
            -330725
        ],
        [
            1.499441,
            1.734681,
            1.258507,
            0.999929,
            0.960988,
            1.04926
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            51.401869,
            50,
            52.830189,
            51.401869,
            50,
            52.830189
        ],
        [
            1.417653,
            1.734681,
            1.123667,
            0.945387,
            0.960988,
            0.936839
        ],
        [
            127123,
            127123,
            58205,
            274422,
            274422,
            181593
        ],
        [
            -76494,
            -52112,
            -76494,
            -212944,
            -129663,
            -212944
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            51,
            45,
            57,
            51,
            45,
            57
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            4557,
            2073,
            2484,
            4557,
            2073,
            2484
        ],
        [
            91.778351,
            127.278351,
            91.778351,
            91.778351,
            127.278351,
            91.778351
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374677,
            -209895,
            -317577,
            -578951,
            -759874,
            -520228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4604,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760035249523,
    "expiration_time": 1765977984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "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)