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Trade: ALGO/USDT/120/ZLMA/LINREG/3725

Strategy
ALGO/USDT/120/ZLMA/LINREG/3725
Pair
ALGO_USDT
Interval
2h
Score
421760
Daily Profit
0.260066
Profit Factor
1.441354
Profitability
48.580442
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 23:52
Expiration Time
2025-12-18 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541802.9237 418323.5189 123479.4048 628604.2696 450416.0363 178188.2332
Total P&L (%) 541.8029 418.3235 123.4794 628.6043 450.416 178.1882
Avg Daily Profit (%) 0.2601 0.2008 0.0593 0.0954 0.0819 0.0491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169226 -132621 -191445 -568136 -477244 -447259
Profit Factor 1.4414 1.7157 1.192 1.2113 1.3276 1.1114
Total Trades 317 159 158 317 159 158
Winning Trades 154 76 78 154 76 78
Losing Trades 163 83 80 163 83 80
Profitability (%) 48.5804 47.7987 49.3671 48.5804 47.7987 49.3671
Ratio Avg Win / Avg Loss 1.5256 1.8738 1.2226 1.2821 1.4499 1.1399
Largest Winning Trade 208602 208602 57241 320938 320938 191860
Largest Losing Trade -52695 -25658 -52695 -235628 -223539 -235628
Avg Bars in Trades 77 85 70 77 85 70
Avg Bars in Winners 83 89 76 83 89 76
Avg Bars in Losers 72 81 63 72 81 63
Bars Traded 24674 13612 11062 24674 13612 11062
Profit Streak 0 0 22.1195 0 0 22.1195
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421760 370836 -122536 -64579 -83934 -224771
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579543200000,
    "first_datapoint_time": 1580882400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759611122204,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 186,
            "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": [
        [
            541802.9237307726,
            418323.5189217951,
            123479.4048089779,
            628604.2695600017,
            450416.0363410627,
            178188.2332189381
        ],
        [
            541.802924,
            418.323519,
            123.479405,
            628.60427,
            450.416036,
            178.188233
        ],
        [
            0.260066,
            0.200796,
            0.05927,
            0.095372,
            0.081898,
            0.049122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169226,
            -132621,
            -191445,
            -568136,
            -477244,
            -447259
        ],
        [
            1.441354,
            1.715747,
            1.191996,
            1.211301,
            1.327634,
            1.111356
        ],
        [
            317,
            159,
            158,
            317,
            159,
            158
        ],
        [
            154,
            76,
            78,
            154,
            76,
            78
        ],
        [
            163,
            83,
            80,
            163,
            83,
            80
        ],
        [
            48.580442,
            47.798742,
            49.367089,
            48.580442,
            47.798742,
            49.367089
        ],
        [
            1.525589,
            1.873776,
            1.22256,
            1.282091,
            1.449916,
            1.139852
        ],
        [
            208602,
            208602,
            57241,
            320938,
            320938,
            191860
        ],
        [
            -52695,
            -25658,
            -52695,
            -235628,
            -223539,
            -235628
        ],
        [
            77,
            85,
            70,
            77,
            85,
            70
        ],
        [
            83,
            89,
            76,
            83,
            89,
            76
        ],
        [
            72,
            81,
            63,
            72,
            81,
            63
        ],
        [
            24674,
            13612,
            11062,
            24674,
            13612,
            11062
        ],
        [
            0,
            0,
            22.11947,
            0,
            0,
            22.11947
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421760,
            370836,
            -122536,
            -64579,
            -83934,
            -224771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579543200000,
    "first_datapoint_time": 1580882400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759611122204,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 186,
            "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)