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Trade: ALGO/USDT/120/BBM/LINREG/6598

Strategy
ALGO/USDT/120/BBM/LINREG/6598
Pair
ALGO_USDT
Interval
2h
Score
333550
Daily Profit
0.266907
Profit Factor
1.796753
Profitability
42.063492
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 12:32
Expiration Time
2025-12-22 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556056.3695 455329.6735 100726.696 575363.048 539276.9359 36086.1122
Total P&L (%) 556.0564 455.3297 100.7267 575.363 539.2769 36.0861
Avg Daily Profit (%) 0.2669 0.2186 0.0483 0.0917 0.0891 0.0148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127705 -95755 -141147 -356849 -240747 -269548
Profit Factor 1.7968 2.265 1.298 1.3205 1.577 1.0419
Total Trades 126 63 63 126 63 63
Winning Trades 53 25 28 53 25 28
Losing Trades 73 38 35 73 38 35
Profitability (%) 42.0635 39.6825 44.4444 42.0635 39.6825 44.4444
Ratio Avg Win / Avg Loss 2.4748 3.4429 1.6225 1.8188 2.3971 1.3024
Largest Winning Trade 211915 211915 60427 422587 422587 264403
Largest Losing Trade -39653 -38000 -39653 -160292 -109025 -160292
Avg Bars in Trades 193 180 206 193 180 206
Avg Bars in Winners 305 296 313 305 296 313
Avg Bars in Losers 112 104 121 112 104 121
Bars Traded 24398 11392 13006 24398 11392 13006
Profit Streak 0 0 51.6474 0 0 51.6474
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333550 -138879 -275712 -71520 -221688 -498607
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579845600000,
    "first_datapoint_time": 1581595200000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759915936345,
    "expiration_time": 1766390400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 109,
            "offset": 0,
            "std": 3.84788
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "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": [
        [
            556056.3695468844,
            455329.6735040217,
            100726.6960428627,
            575363.0480448777,
            539276.9358618308,
            36086.1121830466
        ],
        [
            556.05637,
            455.329674,
            100.726696,
            575.363048,
            539.276936,
            36.086112
        ],
        [
            0.266907,
            0.218559,
            0.048349,
            0.091726,
            0.089088,
            0.014791
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127705,
            -95755,
            -141147,
            -356849,
            -240747,
            -269548
        ],
        [
            1.796753,
            2.265037,
            1.298035,
            1.320529,
            1.577046,
            1.041936
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            42.063492,
            39.68254,
            44.444444,
            42.063492,
            39.68254,
            44.444444
        ],
        [
            2.474773,
            3.442856,
            1.622544,
            1.818841,
            2.39711,
            1.30242
        ],
        [
            211915,
            211915,
            60427,
            422587,
            422587,
            264403
        ],
        [
            -39653,
            -38000,
            -39653,
            -160292,
            -109025,
            -160292
        ],
        [
            193,
            180,
            206,
            193,
            180,
            206
        ],
        [
            305,
            296,
            313,
            305,
            296,
            313
        ],
        [
            112,
            104,
            121,
            112,
            104,
            121
        ],
        [
            24398,
            11392,
            13006,
            24398,
            11392,
            13006
        ],
        [
            0,
            0,
            51.647411,
            0,
            0,
            51.647411
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333550,
            -138879,
            -275712,
            -71520,
            -221688,
            -498607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579845600000,
    "first_datapoint_time": 1581595200000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759915936345,
    "expiration_time": 1766390400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 109,
            "offset": 0,
            "std": 3.84788
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "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)