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Trade: COMP/USDT/480/LINREG/ZLMA/1815

Strategy
COMP/USDT/480/LINREG/ZLMA/1815
Pair
COMP_USDT
Interval
8h
Score
487304
Daily Profit
0.174587
Profit Factor
2.441874
Profitability
53.846154
Streak
88.527159
Best Strategy
Training Data Length
1926.000000
Evaluation Time
2025-10-02 23:39
Expiration Time
2025-11-29 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430729.0326 336254.5038 94474.5288 101090.4424 -349812.917 450903.3593
Total P&L (%) 430.729 336.2545 94.4745 101.0904 -349.8129 450.9034
Avg Daily Profit (%) 0.2236 0.1746 0.0491 0.0363 0 0.0886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138007 -99292 -111713 -1475000 -1097893 -707046
Profit Factor 1.7591 2.4419 1.2827 1.0331 0.7708 1.2958
Total Trades 78 39 39 78 39 39
Winning Trades 45 21 24 45 21 24
Losing Trades 33 18 15 33 18 15
Profitability (%) 57.6923 53.8462 61.5385 57.6923 53.8462 61.5385
Ratio Avg Win / Avg Loss 1.29 2.093 0.8017 0.7576 0.6607 0.8099
Largest Winning Trade 149176 149176 60891 444730 272135 444730
Largest Losing Trade -69664 -31911 -69664 -540747 -503019 -540747
Avg Bars in Trades 69 70 68 69 70 68
Avg Bars in Winners 70 69 71 70 69 71
Avg Bars in Losers 68 71 64 68 71 64
Bars Traded 5410 2744 2666 5410 2744 2666
Profit Streak 69.1938 88.5272 69.1938 69.1938 88.5272 69.1938
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26023 487304 -126607 -366249 -579298 -73746
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5778,
    "evaluation_days": 1926,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437546517,
    "expiration_time": 1764412992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "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": [
        [
            430729.0326313665,
            336254.5038065463,
            94474.52882482,
            101090.4423550808,
            -349812.9169849883,
            450903.359340069
        ],
        [
            430.729033,
            336.254504,
            94.474529,
            101.090442,
            -349.812917,
            450.903359
        ],
        [
            0.223639,
            0.174587,
            0.049052,
            0.036278,
            0,
            0.088637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138007,
            -99292,
            -111713,
            -1475000,
            -1097893,
            -707046
        ],
        [
            1.759119,
            2.441874,
            1.282689,
            1.033138,
            0.770822,
            1.295829
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            57.692308,
            53.846154,
            61.538462,
            57.692308,
            53.846154,
            61.538462
        ],
        [
            1.290021,
            2.093035,
            0.80168,
            0.757635,
            0.660705,
            0.809893
        ],
        [
            149176,
            149176,
            60891,
            444730,
            272135,
            444730
        ],
        [
            -69664,
            -31911,
            -69664,
            -540747,
            -503019,
            -540747
        ],
        [
            69,
            70,
            68,
            69,
            70,
            68
        ],
        [
            70,
            69,
            71,
            70,
            69,
            71
        ],
        [
            68,
            71,
            64,
            68,
            71,
            64
        ],
        [
            5410,
            2744,
            2666,
            5410,
            2744,
            2666
        ],
        [
            69.193825,
            88.527159,
            69.193825,
            69.193825,
            88.527159,
            69.193825
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26023,
            487304,
            -126607,
            -366249,
            -579298,
            -73746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5778,
    "evaluation_days": 1926,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437546517,
    "expiration_time": 1764412992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "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)