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Trade: COMP/USDT/240/ZLMA/LINREG/4440

Strategy
COMP/USDT/240/ZLMA/LINREG/4440
Pair
COMP_USDT
Interval
4h
Score
336554
Daily Profit
0.225378
Profit Factor
1.371147
Profitability
43.560606
Streak
29.664487
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 06:56
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432161.9683 321321.6575 110840.3108 225941.2299 254359.4955 -28418.2656
Total P&L (%) 432.162 321.3217 110.8403 225.9412 254.3595 -28.4183
Avg Daily Profit (%) 0.2254 0.1676 0.0578 0.0616 0.066 -0.0174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125057 -140098 -68598 -796061 -759763 -435428
Profit Factor 1.3711 1.4822 1.2225 1.0449 1.0885 0.9868
Total Trades 264 132 132 264 132 132
Winning Trades 115 51 64 115 51 64
Losing Trades 149 81 68 149 81 68
Profitability (%) 43.5606 38.6364 48.4848 43.5606 38.6364 48.4848
Ratio Avg Win / Avg Loss 1.7765 2.3541 1.2989 1.3539 1.7288 1.0485
Largest Winning Trade 124391 124391 41350 424219 424219 141355
Largest Losing Trade -31842 -30376 -31842 -178977 -153282 -178977
Avg Bars in Trades 42 44 40 42 44 40
Avg Bars in Winners 57 62 53 57 62 53
Avg Bars in Losers 31 33 27 31 33 27
Bars Traded 11258 5937 5321 11258 5937 5321
Profit Streak 29.6645 29.6645 114.1645 29.6645 29.6645 114.1645
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336554 200498 -115490 -281847 -230937 -578479

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859011703,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 48,
            "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": [
        [
            432161.9682850699,
            321321.6575187254,
            110840.3107663446,
            225941.2298615949,
            254359.4954901491,
            -28418.2656285545
        ],
        [
            432.161968,
            321.321658,
            110.840311,
            225.94123,
            254.359495,
            -28.418266
        ],
        [
            0.225378,
            0.167573,
            0.057805,
            0.061638,
            0.066,
            -0.017434
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125057,
            -140098,
            -68598,
            -796061,
            -759763,
            -435428
        ],
        [
            1.371147,
            1.482238,
            1.222535,
            1.044928,
            1.088516,
            0.986815
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            115,
            51,
            64,
            115,
            51,
            64
        ],
        [
            149,
            81,
            68,
            149,
            81,
            68
        ],
        [
            43.560606,
            38.636364,
            48.484848,
            43.560606,
            38.636364,
            48.484848
        ],
        [
            1.77653,
            2.354142,
            1.298943,
            1.353863,
            1.72882,
            1.048491
        ],
        [
            124391,
            124391,
            41350,
            424219,
            424219,
            141355
        ],
        [
            -31842,
            -30376,
            -31842,
            -178977,
            -153282,
            -178977
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            57,
            62,
            53,
            57,
            62,
            53
        ],
        [
            31,
            33,
            27,
            31,
            33,
            27
        ],
        [
            11258,
            5937,
            5321,
            11258,
            5937,
            5321
        ],
        [
            29.664487,
            29.664487,
            114.164487,
            29.664487,
            29.664487,
            114.164487
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336554,
            200498,
            -115490,
            -281847,
            -230937,
            -578479
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859011703,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 48,
            "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)