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Trade: ALGO/USDT/120/LINREG/SMA/7111

Strategy
ALGO/USDT/120/LINREG/SMA/7111
Pair
ALGO_USDT
Interval
2h
Score
425073
Daily Profit
0.280992
Profit Factor
1.569978
Profitability
46.107784
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-06 00:54
Expiration Time
2025-12-19 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585258.9726 467775.9373 117483.0353 558894.6268 387745.43 171149.1968
Total P&L (%) 585.259 467.7759 117.483 558.8946 387.7454 171.1492
Avg Daily Profit (%) 0.281 0.2246 0.0564 0.0906 0.0761 0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139635 -114365 -122884 -428222 -345279 -234413
Profit Factor 1.57 1.8752 1.2386 1.1992 1.2433 1.1413
Total Trades 334 167 167 334 167 167
Winning Trades 154 77 77 154 77 77
Losing Trades 180 90 90 180 90 90
Profitability (%) 46.1078 46.1078 46.1078 46.1078 46.1078 46.1078
Ratio Avg Win / Avg Loss 1.835 2.1918 1.4478 1.4017 1.4532 1.3339
Largest Winning Trade 259408 259408 43434 419964 419964 165518
Largest Losing Trade -34464 -31476 -34464 -191130 -191130 -154059
Avg Bars in Trades 73 69 76 73 69 76
Avg Bars in Winners 98 92 105 98 92 105
Avg Bars in Losers 50 50 51 50 50 51
Bars Traded 24392 11613 12779 24392 11613 12779
Profit Streak 0 0 49.1628 0 0 49.1628
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425073 367062 -117668 -72796 -92784 -193864
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1581343200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701268561,
    "expiration_time": 1766172844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 3,
            "offset": 230
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 135,
            "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": [
        [
            585258.9725812031,
            467775.9372508855,
            117483.0353303178,
            558894.6268085842,
            387745.4300269472,
            171149.1967816365
        ],
        [
            585.258973,
            467.775937,
            117.483035,
            558.894627,
            387.74543,
            171.149197
        ],
        [
            0.280992,
            0.224587,
            0.056405,
            0.090562,
            0.076109,
            0.047903
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139635,
            -114365,
            -122884,
            -428222,
            -345279,
            -234413
        ],
        [
            1.569978,
            1.87517,
            1.238635,
            1.199217,
            1.243285,
            1.141251
        ],
        [
            334,
            167,
            167,
            334,
            167,
            167
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            46.107784,
            46.107784,
            46.107784,
            46.107784,
            46.107784,
            46.107784
        ],
        [
            1.835039,
            2.191757,
            1.447755,
            1.401683,
            1.453191,
            1.33393
        ],
        [
            259408,
            259408,
            43434,
            419964,
            419964,
            165518
        ],
        [
            -34464,
            -31476,
            -34464,
            -191130,
            -191130,
            -154059
        ],
        [
            73,
            69,
            76,
            73,
            69,
            76
        ],
        [
            98,
            92,
            105,
            98,
            92,
            105
        ],
        [
            50,
            50,
            51,
            50,
            50,
            51
        ],
        [
            24392,
            11613,
            12779,
            24392,
            11613,
            12779
        ],
        [
            0,
            0,
            49.16283,
            0,
            0,
            49.162831
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425073,
            367062,
            -117668,
            -72796,
            -92784,
            -193864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1581343200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701268561,
    "expiration_time": 1766172844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 3,
            "offset": 230
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 135,
            "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)