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Trade: ALGO/USDT/720/LINREG/SUPERTREND/9777

Strategy
ALGO/USDT/720/LINREG/SUPERTREND/9777
Pair
ALGO_USDT
Interval
12h
Score
430506
Daily Profit
0.194190
Profit Factor
1.656639
Profitability
50.000000
Streak
46.770649
Best Strategy
Training Data Length
2292.500000
Evaluation Time
2025-09-30 09:29
Expiration Time
2025-12-07 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445181.1816 401623.099 43558.0826 110780.5683 -400444.7633 511225.3316
Total P&L (%) 445.1812 401.6231 43.5581 110.7806 -400.4448 511.2253
Avg Daily Profit (%) 0.1942 0.1752 0.019 0.0325 0 0.079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166260 -157304 -103629 -1397882 -1720051 -409928
Profit Factor 1.6566 2.023 1.1526 1.0288 0.852 1.4465
Total Trades 98 49 49 98 49 49
Winning Trades 49 23 26 49 23 26
Losing Trades 49 26 23 49 26 23
Profitability (%) 50 46.9388 53.0612 50 46.9388 53.0612
Ratio Avg Win / Avg Loss 1.6566 2.2868 1.0196 1.0288 0.9631 1.2796
Largest Winning Trade 186339 186339 50216 648247 648247 227082
Largest Losing Trade -45752 -35001 -45752 -386775 -386775 -206549
Avg Bars in Trades 41 52 30 41 52 30
Avg Bars in Winners 49 59 41 49 59 41
Avg Bars in Losers 33 47 18 33 47 18
Bars Traded 4091 2593 1498 4091 2593 1498
Profit Streak 46.7706 46.7706 47.2706 46.7706 46.7706 47.2706
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430506 385850 -220950 -337063 -581313 -85028
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1571529600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213784113,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 245,
            "offset": 0,
            "multiplier": 2.54343
        }
    }
}
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": [
        [
            445181.1815844495,
            401623.0989877697,
            43558.0825966801,
            110780.5682619582,
            -400444.7633347545,
            511225.3315967125
        ],
        [
            445.181182,
            401.623099,
            43.558083,
            110.780568,
            -400.444763,
            511.225332
        ],
        [
            0.19419,
            0.17519,
            0.019,
            0.032531,
            0,
            0.078997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166260,
            -157304,
            -103629,
            -1397882,
            -1720051,
            -409928
        ],
        [
            1.656639,
            2.022975,
            1.152639,
            1.028769,
            0.851998,
            1.446478
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            50,
            46.938776,
            53.061224,
            50,
            46.938776,
            53.061224
        ],
        [
            1.656639,
            2.286841,
            1.019642,
            1.028769,
            0.963128,
            1.279576
        ],
        [
            186339,
            186339,
            50216,
            648247,
            648247,
            227082
        ],
        [
            -45752,
            -35001,
            -45752,
            -386775,
            -386775,
            -206549
        ],
        [
            41,
            52,
            30,
            41,
            52,
            30
        ],
        [
            49,
            59,
            41,
            49,
            59,
            41
        ],
        [
            33,
            47,
            18,
            33,
            47,
            18
        ],
        [
            4091,
            2593,
            1498,
            4091,
            2593,
            1498
        ],
        [
            46.770649,
            46.770649,
            47.270649,
            46.770649,
            46.770649,
            47.270649
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430506,
            385850,
            -220950,
            -337063,
            -581313,
            -85028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1571529600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213784113,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 245,
            "offset": 0,
            "multiplier": 2.54343
        }
    }
}

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)