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Trade: ALGO/USDT/120/LINREG/DEMA/8328

Strategy
ALGO/USDT/120/LINREG/DEMA/8328
Pair
ALGO_USDT
Interval
2h
Score
332120
Daily Profit
0.201705
Profit Factor
1.351955
Profitability
44.308943
Streak
29.868338
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-28 15:50
Expiration Time
2025-12-12 13:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420085.1267 364522.2494 55562.8773 114600.829 42346.3989 72254.4302
Total P&L (%) 420.0851 364.5222 55.5629 114.6008 42.3464 72.2544
Avg Daily Profit (%) 0.2017 0.175 0.0267 0.0367 0.017 0.0261
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118368 -127468 -106819 -508762 -496139 -436998
Profit Factor 1.352 1.5904 1.0964 1.0399 1.0274 1.0546
Total Trades 246 123 123 246 123 123
Winning Trades 109 49 60 109 49 60
Losing Trades 137 74 63 137 74 63
Profitability (%) 44.3089 39.8374 48.7805 44.3089 39.8374 48.7805
Ratio Avg Win / Avg Loss 1.6992 2.4018 1.1513 1.3071 1.5516 1.1073
Largest Winning Trade 163373 163373 49780 332227 332227 130561
Largest Losing Trade -35753 -28064 -35753 -191491 -113603 -191491
Avg Bars in Trades 99 103 95 99 103 95
Avg Bars in Winners 132 145 123 132 145 123
Avg Bars in Losers 72 76 68 72 76 68
Bars Traded 24464 12756 11708 24464 12756 11708
Profit Streak 29.8683 29.8683 35.1183 29.8683 29.8683 35.1183
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332120 242551 -272798 -320418 -365116 -318639
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579053600000,
    "first_datapoint_time": 1580637600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063824395,
    "expiration_time": 1765538726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 108,
            "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": [
        [
            420085.126683129,
            364522.2493746331,
            55562.877308496,
            114600.8290201102,
            42346.3988529793,
            72254.430167131
        ],
        [
            420.085127,
            364.522249,
            55.562877,
            114.600829,
            42.346399,
            72.25443
        ],
        [
            0.201705,
            0.175026,
            0.026679,
            0.036672,
            0.016955,
            0.026114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118368,
            -127468,
            -106819,
            -508762,
            -496139,
            -436998
        ],
        [
            1.351955,
            1.590378,
            1.096441,
            1.039947,
            1.027411,
            1.054577
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            109,
            49,
            60,
            109,
            49,
            60
        ],
        [
            137,
            74,
            63,
            137,
            74,
            63
        ],
        [
            44.308943,
            39.837398,
            48.780488,
            44.308943,
            39.837398,
            48.780488
        ],
        [
            1.699247,
            2.401796,
            1.151263,
            1.30709,
            1.5516,
            1.107306
        ],
        [
            163373,
            163373,
            49780,
            332227,
            332227,
            130561
        ],
        [
            -35753,
            -28064,
            -35753,
            -191491,
            -113603,
            -191491
        ],
        [
            99,
            103,
            95,
            99,
            103,
            95
        ],
        [
            132,
            145,
            123,
            132,
            145,
            123
        ],
        [
            72,
            76,
            68,
            72,
            76,
            68
        ],
        [
            24464,
            12756,
            11708,
            24464,
            12756,
            11708
        ],
        [
            29.868338,
            29.868338,
            35.118338,
            29.868338,
            29.868338,
            35.118338
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332120,
            242551,
            -272798,
            -320418,
            -365116,
            -318639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579053600000,
    "first_datapoint_time": 1580637600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063824395,
    "expiration_time": 1765538726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 108,
            "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)