← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/240/KCL/LINREG/6466

Strategy
ALGO/USDT/240/KCL/LINREG/6466
Pair
ALGO_USDT
Interval
4h
Score
445751
Daily Profit
0.224846
Profit Factor
1.799739
Profitability
53.465347
Streak
0.000000
Best Strategy
Training Data Length
2298.670000
Evaluation Time
2025-10-07 00:44
Expiration Time
2025-12-14 21:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516847.3392 433116.5579 83730.7814 60627.1605 16452.9402 44174.2204
Total P&L (%) 516.8473 433.1166 83.7308 60.6272 16.4529 44.1742
Avg Daily Profit (%) 0.2248 0.1884 0.0364 0.0206 0.0066 0.0159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196780 -209451 -34821 -354680 -309348 -78419
Profit Factor 1.7997 1.8458 1.6239 1.0774 1.0255 1.3193
Total Trades 101 51 50 101 51 50
Winning Trades 54 20 34 54 20 34
Losing Trades 47 31 16 47 31 16
Profitability (%) 53.4653 39.2157 68 53.4653 39.2157 68
Ratio Avg Win / Avg Loss 1.5664 2.861 0.7642 0.9378 1.5896 0.6208
Largest Winning Trade 306308 306308 27252 202118 202118 27318
Largest Losing Trade -46554 -46554 -21548 -131819 -131819 -32159
Avg Bars in Trades 133 225 40 133 225 40
Avg Bars in Winners 135 308 33 135 308 33
Avg Bars in Losers 131 171 53 131 171 53
Bars Traded 13495 11493 2002 13495 11493 2002
Profit Streak 0 0 273.239 0 0 273.239
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445751 -173224 -320247 -302243 -568813 -351205
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13792,
    "evaluation_days": 2298.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563220800000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759787053838,
    "expiration_time": 1765738944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 144,
            "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": [
        [
            516847.3392428969,
            433116.5578715869,
            83730.78137131,
            60627.1605464335,
            16452.940185727,
            44174.2203607064
        ],
        [
            516.847339,
            433.116558,
            83.730781,
            60.627161,
            16.45294,
            44.17422
        ],
        [
            0.224846,
            0.188421,
            0.036426,
            0.020619,
            0.006627,
            0.015917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196780,
            -209451,
            -34821,
            -354680,
            -309348,
            -78419
        ],
        [
            1.799739,
            1.84582,
            1.623912,
            1.077429,
            1.025523,
            1.319266
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            54,
            20,
            34,
            54,
            20,
            34
        ],
        [
            47,
            31,
            16,
            47,
            31,
            16
        ],
        [
            53.465347,
            39.215686,
            68,
            53.465347,
            39.215686,
            68
        ],
        [
            1.56644,
            2.861021,
            0.764194,
            0.937763,
            1.58956,
            0.620831
        ],
        [
            306308,
            306308,
            27252,
            202118,
            202118,
            27318
        ],
        [
            -46554,
            -46554,
            -21548,
            -131819,
            -131819,
            -32159
        ],
        [
            133,
            225,
            40,
            133,
            225,
            40
        ],
        [
            135,
            308,
            33,
            135,
            308,
            33
        ],
        [
            131,
            171,
            53,
            131,
            171,
            53
        ],
        [
            13495,
            11493,
            2002,
            13495,
            11493,
            2002
        ],
        [
            0,
            0,
            273.239049,
            0,
            0,
            273.239049
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445751,
            -173224,
            -320247,
            -302243,
            -568813,
            -351205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13792,
    "evaluation_days": 2298.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563220800000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759787053838,
    "expiration_time": 1765738944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 144,
            "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)