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Trade: ALGO/USDT/480/MIDPOINT/LINREG/5153

Strategy
ALGO/USDT/480/MIDPOINT/LINREG/5153
Pair
ALGO_USDT
Interval
8h
Score
435835
Daily Profit
0.177657
Profit Factor
2.149699
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
2300.670000
Evaluation Time
2025-10-08 17:01
Expiration Time
2025-12-16 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 225904.5796 408729.2758 -182824.6962 -106703.3437 47406.1405 -154109.4842
Total P&L (%) 225.9046 408.7293 -182.8247 -106.7033 47.4061 -154.1095
Avg Daily Profit (%) 0.0982 0.1777 -0.0795 0 0.0169 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -302453 -83852 -230058 -303941 -94231 -257095
Profit Factor 1.2784 2.1497 0.599 0.8544 1.1547 0.6388
Total Trades 61 31 30 61 31 30
Winning Trades 29 17 12 32 19 13
Losing Trades 32 14 18 29 12 17
Profitability (%) 47.541 54.8387 40 52.459 61.2903 43.3333
Ratio Avg Win / Avg Loss 1.4106 1.7703 0.8985 0.7743 0.7293 0.8353
Largest Winning Trade 360805 360805 79253 90401 75499 90401
Largest Losing Trade -134063 -70844 -134063 -128271 -54287 -128271
Avg Bars in Trades 104 75 133 104 75 133
Avg Bars in Winners 123 46 232 118 62 201
Avg Bars in Losers 86 112 66 87 97 80
Bars Traded 6346 2351 3994 6346 2351 3994
Profit Streak 0 0 0 149.5843 313.251 149.5843
Trades During Streak 0 0 0 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -228889 435835 -584714 -745107 -221123 -582844
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6902,
    "evaluation_days": 2300.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567209600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759932085603,
    "expiration_time": 1765873728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 170,
            "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": [
        [
            225904.5796401538,
            408729.2758123665,
            -182824.6961722125,
            -106703.343744642,
            47406.1404976819,
            -154109.4842423238
        ],
        [
            225.90458,
            408.729276,
            -182.824696,
            -106.703344,
            47.40614,
            -154.109484
        ],
        [
            0.098191,
            0.177657,
            -0.079466,
            0,
            0.016867,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -302453,
            -83852,
            -230058,
            -303941,
            -94231,
            -257095
        ],
        [
            1.278395,
            2.149699,
            0.599018,
            0.854437,
            1.154711,
            0.638769
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            29,
            17,
            12,
            32,
            19,
            13
        ],
        [
            32,
            14,
            18,
            29,
            12,
            17
        ],
        [
            47.540984,
            54.83871,
            40,
            52.459016,
            61.290323,
            43.333333
        ],
        [
            1.410643,
            1.770341,
            0.898528,
            0.774334,
            0.729291,
            0.835313
        ],
        [
            360805,
            360805,
            79253,
            90401,
            75499,
            90401
        ],
        [
            -134063,
            -70844,
            -134063,
            -128271,
            -54287,
            -128271
        ],
        [
            104,
            75,
            133,
            104,
            75,
            133
        ],
        [
            123,
            46,
            232,
            118,
            62,
            201
        ],
        [
            86,
            112,
            66,
            87,
            97,
            80
        ],
        [
            6346,
            2351,
            3994,
            6346,
            2351,
            3994
        ],
        [
            0,
            0,
            0,
            149.584324,
            313.250991,
            149.584324
        ],
        [
            0,
            0,
            0,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -228889,
            435835,
            -584714,
            -745107,
            -221123,
            -582844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6902,
    "evaluation_days": 2300.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567209600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759932085603,
    "expiration_time": 1765873728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 170,
            "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)