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Trade: ALGO/USDT/480/LINREG/JMA/4167

Strategy
ALGO/USDT/480/LINREG/JMA/4167
Pair
ALGO_USDT
Interval
8h
Score
362932
Daily Profit
0.153087
Profit Factor
2.148639
Profitability
45.454545
Streak
126.945091
Best Strategy
Training Data Length
2288.330000
Evaluation Time
2025-09-26 09:40
Expiration Time
2025-12-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397244.4626 350313.048 46931.4147 197531.8758 234010.6877 -36478.8119
Total P&L (%) 397.2445 350.313 46.9314 197.5319 234.0107 -36.4788
Avg Daily Profit (%) 0.1736 0.1531 0.0205 0.0477 0.0527 -0.0198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98093 -152866 -159924 -250891 -177461 -262658
Profit Factor 1.6649 2.1486 1.1605 1.2346 1.5716 0.9157
Total Trades 67 33 34 67 33 34
Winning Trades 35 15 20 35 15 20
Losing Trades 32 18 14 32 18 14
Profitability (%) 52.2388 45.4545 58.8235 52.2388 45.4545 58.8235
Ratio Avg Win / Avg Loss 1.5222 2.5784 0.8123 1.1288 1.8859 0.641
Largest Winning Trade 134662 134662 50042 106573 106573 81193
Largest Losing Trade -42976 -39434 -42976 -80970 -46535 -80970
Avg Bars in Trades 94 115 74 94 115 74
Avg Bars in Winners 107 130 89 107 130 89
Avg Bars in Losers 81 102 54 81 102 54
Bars Traded 6354 3808 2546 6354 3808 2546
Profit Streak 126.9451 126.9451 239.6118 126.9451 126.9451 239.6118
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108809 362932 -210273 -248933 -120889 -578297

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567180800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758868855909,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "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": [
        [
            397244.4626429001,
            350313.0479811478,
            46931.4146617526,
            197531.8757796511,
            234010.6877272536,
            -36478.8119476025
        ],
        [
            397.244463,
            350.313048,
            46.931415,
            197.531876,
            234.010688,
            -36.478812
        ],
        [
            0.173596,
            0.153087,
            0.020509,
            0.04766,
            0.052716,
            -0.019829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98093,
            -152866,
            -159924,
            -250891,
            -177461,
            -262658
        ],
        [
            1.664889,
            2.148639,
            1.160461,
            1.234573,
            1.571602,
            0.915694
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            52.238806,
            45.454545,
            58.823529,
            52.238806,
            45.454545,
            58.823529
        ],
        [
            1.522185,
            2.578367,
            0.812323,
            1.128752,
            1.885922,
            0.640986
        ],
        [
            134662,
            134662,
            50042,
            106573,
            106573,
            81193
        ],
        [
            -42976,
            -39434,
            -42976,
            -80970,
            -46535,
            -80970
        ],
        [
            94,
            115,
            74,
            94,
            115,
            74
        ],
        [
            107,
            130,
            89,
            107,
            130,
            89
        ],
        [
            81,
            102,
            54,
            81,
            102,
            54
        ],
        [
            6354,
            3808,
            2546,
            6354,
            3808,
            2546
        ],
        [
            126.945091,
            126.945091,
            239.611758,
            126.945091,
            126.945092,
            239.611758
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108809,
            362932,
            -210273,
            -248933,
            -120889,
            -578297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567180800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758868855909,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "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)