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Trade: ALGO/USDT/720/LINREG/SUPERTREND/7653

Strategy
ALGO/USDT/720/LINREG/SUPERTREND/7653
Pair
ALGO_USDT
Interval
12h
Score
364481
Daily Profit
0.175011
Profit Factor
1.435924
Profitability
53.731343
Streak
78.041587
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 15:59
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 400250.7696 392831.8419 7418.9277 36537.4461 322876.9721 -286339.526
Total P&L (%) 400.2508 392.8318 7.4189 36.5374 322.877 -286.3395
Avg Daily Profit (%) 0.175 0.1718 0.0032 0.0136 0.0631 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108041 -122601 -136073 -287520 -183821 -443280
Profit Factor 1.4359 1.8937 1.0155 1.025 1.5483 0.6711
Total Trades 134 67 67 134 67 67
Winning Trades 72 40 32 72 40 32
Losing Trades 62 27 35 62 27 35
Profitability (%) 53.7313 59.7015 47.7612 53.7313 59.7015 47.7612
Ratio Avg Win / Avg Loss 1.2365 1.2783 1.1107 0.8827 1.0451 0.734
Largest Winning Trade 195013 195013 49599 75690 75690 71538
Largest Losing Trade -52789 -43023 -52789 -137141 -62299 -137141
Avg Bars in Trades 32 42 21 32 42 21
Avg Bars in Winners 35 38 31 35 38 31
Avg Bars in Losers 28 48 12 28 48 12
Bars Traded 4307 2860 1447 4307 2860 1447
Profit Streak 78.0416 156.5416 78.0416 78.0416 156.5416 78.0416
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364481 -104594 -674729 -370031 -221572 -697771

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891593109,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 2.98431
        }
    }
}
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": [
        [
            400250.7695829921,
            392831.8419131142,
            7418.9276698777,
            36537.4460898468,
            322876.9721041733,
            -286339.5260143264
        ],
        [
            400.25077,
            392.831842,
            7.418928,
            36.537446,
            322.876972,
            -286.339526
        ],
        [
            0.175011,
            0.171767,
            0.003244,
            0.013618,
            0.063068,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108041,
            -122601,
            -136073,
            -287520,
            -183821,
            -443280
        ],
        [
            1.435924,
            1.893742,
            1.0155,
            1.025035,
            1.548262,
            0.671089
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            53.731343,
            59.701493,
            47.761194,
            53.731343,
            59.701493,
            47.761194
        ],
        [
            1.23649,
            1.278276,
            1.110703,
            0.882669,
            1.045077,
            0.734004
        ],
        [
            195013,
            195013,
            49599,
            75690,
            75690,
            71538
        ],
        [
            -52789,
            -43023,
            -52789,
            -137141,
            -62299,
            -137141
        ],
        [
            32,
            42,
            21,
            32,
            42,
            21
        ],
        [
            35,
            38,
            31,
            35,
            38,
            31
        ],
        [
            28,
            48,
            12,
            28,
            48,
            12
        ],
        [
            4307,
            2860,
            1447,
            4307,
            2860,
            1447
        ],
        [
            78.041587,
            156.541587,
            78.041587,
            78.041587,
            156.541587,
            78.041587
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364481,
            -104594,
            -674729,
            -370031,
            -221572,
            -697771
        ]
    ]
}
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": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891593109,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 2.98431
        }
    }
}

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)