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Trade: ALGO/USDT/720/LINREG/MIDPRICE/9742

Strategy
ALGO/USDT/720/LINREG/MIDPRICE/9742
Pair
ALGO_USDT
Interval
12h
Score
323945
Daily Profit
0.150923
Profit Factor
1.940158
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 04:20
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356025.8623 345160.3577 10865.5047 28136.4931 61706.8479 -33570.3548
Total P&L (%) 356.0259 345.1604 10.8655 28.1365 61.7068 -33.5704
Avg Daily Profit (%) 0.1557 0.1509 0.0048 0.0108 0.021 -0.0179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127116 -137505 -139186 -110232 -141326 -154744
Profit Factor 1.4955 1.9402 1.0309 1.0442 1.1876 0.8909
Total Trades 99 49 50 99 49 50
Winning Trades 47 22 25 47 22 25
Losing Trades 52 27 25 52 27 25
Profitability (%) 47.4747 44.898 50 47.4747 44.898 50
Ratio Avg Win / Avg Loss 1.6546 2.3811 1.0309 1.1553 1.4575 0.8909
Largest Winning Trade 187770 187770 39039 59174 59174 36804
Largest Losing Trade -50299 -31061 -50299 -50975 -34718 -50975
Avg Bars in Trades 44 54 34 44 54 34
Avg Bars in Winners 54 62 47 54 62 47
Avg Bars in Losers 35 47 21 35 47 21
Bars Traded 4380 2661 1719 4380 2661 1719
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320881 323945 -691894 -354259 -181356 -760833
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936030762,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 26,
            "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": [
        [
            356025.8623467647,
            345160.3576767355,
            10865.5046700291,
            28136.4931447381,
            61706.8479423129,
            -33570.3547975748
        ],
        [
            356.025862,
            345.160358,
            10.865505,
            28.136493,
            61.706848,
            -33.570355
        ],
        [
            0.155674,
            0.150923,
            0.004751,
            0.010841,
            0.021017,
            -0.017883
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127116,
            -137505,
            -139186,
            -110232,
            -141326,
            -154744
        ],
        [
            1.495478,
            1.940158,
            1.030919,
            1.044195,
            1.187632,
            0.890925
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            47.474747,
            44.897959,
            50,
            47.474747,
            44.897959,
            50
        ],
        [
            1.654571,
            2.381103,
            1.030919,
            1.15528,
            1.457548,
            0.890925
        ],
        [
            187770,
            187770,
            39039,
            59174,
            59174,
            36804
        ],
        [
            -50299,
            -31061,
            -50299,
            -50975,
            -34718,
            -50975
        ],
        [
            44,
            54,
            34,
            44,
            54,
            34
        ],
        [
            54,
            62,
            47,
            54,
            62,
            47
        ],
        [
            35,
            47,
            21,
            35,
            47,
            21
        ],
        [
            4380,
            2661,
            1719,
            4380,
            2661,
            1719
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320881,
            323945,
            -691894,
            -354259,
            -181356,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936030762,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 26,
            "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)