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Trade: ALGO/USDT/720/PWMA/LINREG/4482

Strategy
ALGO/USDT/720/PWMA/LINREG/4482
Pair
ALGO_USDT
Interval
12h
Score
315500
Daily Profit
0.222619
Profit Factor
1.697172
Profitability
42.342342
Streak
0.000000
Best Strategy
Training Data Length
2300.000000
Evaluation Time
2025-10-07 23:43
Expiration Time
2025-12-15 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512023.7858 450342.8859 61680.8999 211358.384 269710.6214 -58352.2373
Total P&L (%) 512.0238 450.3429 61.6809 211.3584 269.7106 -58.3522
Avg Daily Profit (%) 0.2226 0.1958 0.0268 0.0494 0.0569 -0.0381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123654 -152868 -80060 -458971 -233471 -332885
Profit Factor 1.6972 2.1813 1.1746 1.1501 1.4102 0.9222
Total Trades 111 56 55 111 56 55
Winning Trades 47 18 29 47 18 29
Losing Trades 64 38 26 64 38 26
Profitability (%) 42.3423 32.1429 52.7273 42.3423 32.1429 52.7273
Ratio Avg Win / Avg Loss 2.311 4.6049 1.0531 1.5662 2.977 0.8268
Largest Winning Trade 236808 236808 47071 326515 326515 236638
Largest Losing Trade -33989 -28259 -33989 -174321 -113708 -174321
Avg Bars in Trades 38 33 43 38 33 43
Avg Bars in Winners 62 65 60 62 65 60
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 4295 1897 2398 4295 1897 2398
Profit Streak 0 0 86.3635 0 0 86.3635
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315500 -175542 -364774 -183889 -302394 -759519
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4600,
    "evaluation_days": 2300,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759869809338,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "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": [
        [
            512023.7858358551,
            450342.8859381379,
            61680.8998977172,
            211358.3840432313,
            269710.6213858527,
            -58352.2373426214
        ],
        [
            512.023786,
            450.342886,
            61.6809,
            211.358384,
            269.710621,
            -58.352237
        ],
        [
            0.222619,
            0.195801,
            0.026818,
            0.049394,
            0.056866,
            -0.038076
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123654,
            -152868,
            -80060,
            -458971,
            -233471,
            -332885
        ],
        [
            1.697172,
            2.18129,
            1.174634,
            1.150143,
            1.410171,
            0.922213
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            64,
            38,
            26,
            64,
            38,
            26
        ],
        [
            42.342342,
            32.142857,
            52.727273,
            42.342342,
            32.142857,
            52.727273
        ],
        [
            2.311042,
            4.604945,
            1.053121,
            1.566152,
            2.977028,
            0.826812
        ],
        [
            236808,
            236808,
            47071,
            326515,
            326515,
            236638
        ],
        [
            -33989,
            -28259,
            -33989,
            -174321,
            -113708,
            -174321
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            62,
            65,
            60,
            62,
            65,
            60
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            4295,
            1897,
            2398,
            4295,
            1897,
            2398
        ],
        [
            0,
            0,
            86.363534,
            0,
            0,
            86.363534
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315500,
            -175542,
            -364774,
            -183889,
            -302394,
            -759519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4600,
    "evaluation_days": 2300,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759869809338,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "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)