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Trade: ALGO/USDT/120/ZLMA/LINREG/8119

Strategy
ALGO/USDT/120/ZLMA/LINREG/8119
Pair
ALGO_USDT
Interval
2h
Score
301217
Daily Profit
0.207802
Profit Factor
1.359627
Profitability
41.603053
Streak
26.902126
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-04 10:39
Expiration Time
2025-12-18 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432835.03 382962.0735 49872.9566 127716.2719 85171.6832 42544.5887
Total P&L (%) 432.835 382.9621 49.873 127.7163 85.1717 42.5446
Avg Daily Profit (%) 0.2078 0.1839 0.0239 0.0395 0.0296 0.017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153517 -170086 -115331 -321058 -359964 -149659
Profit Factor 1.3596 1.6178 1.0854 1.0697 1.0845 1.0516
Total Trades 262 131 131 262 131 131
Winning Trades 109 52 57 109 52 57
Losing Trades 153 79 74 153 79 74
Profitability (%) 41.6031 39.6947 43.5115 41.6031 39.6947 43.5115
Ratio Avg Win / Avg Loss 1.9085 2.4578 1.4092 1.5015 1.6476 1.3653
Largest Winning Trade 138054 138054 45578 135200 135200 60264
Largest Losing Trade -35677 -34290 -35677 -121396 -121396 -79471
Avg Bars in Trades 94 101 87 94 101 87
Avg Bars in Winners 134 141 128 134 141 128
Avg Bars in Losers 65 75 55 65 75 55
Bars Traded 24787 13345 11442 24787 13345 11442
Profit Streak 26.9021 35.3188 26.9021 26.9021 35.3188 26.9021
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301217 247466 -290955 -283746 -283521 -338044
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580738400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759563543686,
    "expiration_time": 1766036304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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": [
        [
            432835.0300403336,
            382962.0734874541,
            49872.9565528794,
            127716.2718863928,
            85171.6832076751,
            42544.5886787179
        ],
        [
            432.83503,
            382.962073,
            49.872957,
            127.716272,
            85.171683,
            42.544589
        ],
        [
            0.207802,
            0.183858,
            0.023944,
            0.039516,
            0.029584,
            0.01702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153517,
            -170086,
            -115331,
            -321058,
            -359964,
            -149659
        ],
        [
            1.359627,
            1.617816,
            1.085442,
            1.069698,
            1.084479,
            1.051619
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            153,
            79,
            74,
            153,
            79,
            74
        ],
        [
            41.603053,
            39.694656,
            43.51145,
            41.603053,
            39.694656,
            43.51145
        ],
        [
            1.908467,
            2.457836,
            1.409171,
            1.501503,
            1.647573,
            1.365259
        ],
        [
            138054,
            138054,
            45578,
            135200,
            135200,
            60264
        ],
        [
            -35677,
            -34290,
            -35677,
            -121396,
            -121396,
            -79471
        ],
        [
            94,
            101,
            87,
            94,
            101,
            87
        ],
        [
            134,
            141,
            128,
            134,
            141,
            128
        ],
        [
            65,
            75,
            55,
            65,
            75,
            55
        ],
        [
            24787,
            13345,
            11442,
            24787,
            13345,
            11442
        ],
        [
            26.902126,
            35.318793,
            26.902126,
            26.902126,
            35.318793,
            26.902126
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301217,
            247466,
            -290955,
            -283746,
            -283521,
            -338044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580738400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759563543686,
    "expiration_time": 1766036304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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)