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Trade: ALGO/USDT/5/TEMA/LINREG/9283

Strategy
ALGO/USDT/5/TEMA/LINREG/9283
Pair
ALGO_USDT
Interval
5m
Score
336011
Daily Profit
0.379722
Profit Factor
1.685956
Profitability
67.346939
Streak
9.068610
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 05:43
Expiration Time
2025-12-26 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 31311.5432 -2834.5587 34146.1019 29270.701 -9688.7777 38959.4787
Total P&L (%) 31.3115 -2.8346 34.1461 29.2707 -9.6888 38.9595
Avg Daily Profit (%) 0.3607 -0.0327 0.3933 0.2962 -0.1173 0.3797
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18701 -17927 -9193 -25755 -24448 -11568
Profit Factor 1.2822 0.9567 1.7503 1.2064 0.8861 1.686
Total Trades 98 49 49 98 49 49
Winning Trades 62 29 33 62 29 33
Losing Trades 36 20 16 36 20 16
Profitability (%) 63.2653 59.1837 67.3469 63.2653 59.1837 67.3469
Ratio Avg Win / Avg Loss 0.7445 0.6598 0.8486 0.7005 0.6111 0.8174
Largest Winning Trade 7790 6402 7790 10201 7878 10201
Largest Losing Trade -10189 -10189 -9193 -14666 -14666 -11568
Avg Bars in Trades 246 247 245 246 247 245
Avg Bars in Winners 156 165 148 156 165 148
Avg Bars in Losers 401 366 444 401 366 444
Bars Traded 24130 12120 12010 24130 12120 12010
Profit Streak 0 0 9.0686 0 0 9.0686
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 156314 -581437 329271 113266 -581437 336011
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752737100000,
    "first_datapoint_time": 1752865200000,
    "last_datapoint_time": 1760236800000,
    "evaluation_time": 1760237027922,
    "expiration_time": 1766716800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 221
        }
    }
}
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": [
        [
            31311.543188232,
            -2834.5587485903,
            34146.1019368223,
            29270.7010394828,
            -9688.7776934318,
            38959.4787329145
        ],
        [
            31.311543,
            -2.834559,
            34.146102,
            29.270701,
            -9.688778,
            38.959479
        ],
        [
            0.360691,
            -0.032652,
            0.393343,
            0.296185,
            -0.117324,
            0.379722
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18701,
            -17927,
            -9193,
            -25755,
            -24448,
            -11568
        ],
        [
            1.282151,
            0.956701,
            1.75031,
            1.206382,
            0.886058,
            1.685956
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            63.265306,
            59.183673,
            67.346939,
            63.265306,
            59.183673,
            67.346939
        ],
        [
            0.744475,
            0.659794,
            0.848635,
            0.70048,
            0.611074,
            0.817433
        ],
        [
            7790,
            6402,
            7790,
            10201,
            7878,
            10201
        ],
        [
            -10189,
            -10189,
            -9193,
            -14666,
            -14666,
            -11568
        ],
        [
            246,
            247,
            245,
            246,
            247,
            245
        ],
        [
            156,
            165,
            148,
            156,
            165,
            148
        ],
        [
            401,
            366,
            444,
            401,
            366,
            444
        ],
        [
            24130,
            12120,
            12010,
            24130,
            12120,
            12010
        ],
        [
            0,
            0,
            9.06861,
            0,
            0,
            9.06861
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            156314,
            -581437,
            329271,
            113266,
            -581437,
            336011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752737100000,
    "first_datapoint_time": 1752865200000,
    "last_datapoint_time": 1760236800000,
    "evaluation_time": 1760237027922,
    "expiration_time": 1766716800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 221
        }
    }
}

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)