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Trade: ALGO/USDT/720/SSF/RMA/9272

Strategy
ALGO/USDT/720/SSF/RMA/9272
Pair
ALGO_USDT
Interval
12h
Score
377613
Daily Profit
0.193724
Profit Factor
2.614784
Profitability
41.379310
Streak
357.649816
Best Strategy
Training Data Length
2294.500000
Evaluation Time
2025-10-02 06:35
Expiration Time
2025-12-09 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 538833.8182 444499.6845 94334.1337 323065.1752 644163.6908 -321098.5157
Total P&L (%) 538.8338 444.4997 94.3341 323.0652 644.1637 -321.0985
Avg Daily Profit (%) 0.2348 0.1937 0.0411 0.0629 0.0875 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144955 -136772 -103343 -920063 -467877 -670201
Profit Factor 2.0064 2.6148 1.3627 1.1606 1.6903 0.7022
Total Trades 58 29 29 58 29 29
Winning Trades 24 12 12 24 12 12
Losing Trades 34 17 17 34 17 17
Profitability (%) 41.3793 41.3793 41.3793 41.3793 41.3793 41.3793
Ratio Avg Win / Avg Loss 2.8425 3.7043 1.9304 1.6442 2.3946 0.9947
Largest Winning Trade 287028 287028 63819 773249 773249 158319
Largest Losing Trade -42242 -30073 -42242 -197446 -134482 -197446
Avg Bars in Trades 76 68 84 76 68 84
Avg Bars in Winners 129 121 138 129 121 138
Avg Bars in Losers 39 31 46 39 31 46
Bars Traded 4442 1992 2450 4442 1992 2450
Profit Streak 82.6498 357.6498 0 82.6498 357.6498 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170146 377613 -139818 -333982 -74569 -584185
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4589,
    "evaluation_days": 2294.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376144141,
    "expiration_time": 1765310544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "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": [
        [
            538833.8181776273,
            444499.6845258081,
            94334.1336518193,
            323065.1751652349,
            644163.6908239307,
            -321098.5156586961
        ],
        [
            538.833818,
            444.499685,
            94.334134,
            323.065175,
            644.163691,
            -321.098516
        ],
        [
            0.234837,
            0.193724,
            0.041113,
            0.062881,
            0.087512,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144955,
            -136772,
            -103343,
            -920063,
            -467877,
            -670201
        ],
        [
            2.006447,
            2.614784,
            1.362666,
            1.16063,
            1.690293,
            0.702153
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            41.37931,
            41.37931,
            41.37931,
            41.37931,
            41.37931,
            41.37931
        ],
        [
            2.842467,
            3.704278,
            1.930443,
            1.644226,
            2.394581,
            0.994716
        ],
        [
            287028,
            287028,
            63819,
            773249,
            773249,
            158319
        ],
        [
            -42242,
            -30073,
            -42242,
            -197446,
            -134482,
            -197446
        ],
        [
            76,
            68,
            84,
            76,
            68,
            84
        ],
        [
            129,
            121,
            138,
            129,
            121,
            138
        ],
        [
            39,
            31,
            46,
            39,
            31,
            46
        ],
        [
            4442,
            1992,
            2450,
            4442,
            1992,
            2450
        ],
        [
            82.649816,
            357.649816,
            0,
            82.649816,
            357.649816,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170146,
            377613,
            -139818,
            -333982,
            -74569,
            -584185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4589,
    "evaluation_days": 2294.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376144141,
    "expiration_time": 1765310544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "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)