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Trade: ALGO/USDT/240/LINREG/JMA/2109

Strategy
ALGO/USDT/240/LINREG/JMA/2109
Pair
ALGO_USDT
Interval
4h
Score
327696
Daily Profit
0.189058
Profit Factor
1.485083
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2295.830000
Evaluation Time
2025-10-04 06:00
Expiration Time
2025-12-11 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434045.2393 364569.0826 69476.1567 74371.0987 38948.1288 35422.9699
Total P&L (%) 434.0452 364.5691 69.4762 74.3711 38.9481 35.423
Avg Daily Profit (%) 0.1891 0.1588 0.0303 0.0242 0.0143 0.0132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199413 -125741 -225793 -131992 -51057 -86517
Profit Factor 1.4851 1.7644 1.1663 1.1898 1.1663 1.2247
Total Trades 136 68 68 136 68 68
Winning Trades 68 30 38 68 30 38
Losing Trades 68 38 30 68 38 30
Profitability (%) 50 44.1176 55.8824 50 44.1176 55.8824
Ratio Avg Win / Avg Loss 1.4851 2.2349 0.9207 1.1898 1.4773 0.9669
Largest Winning Trade 270536 270536 52672 78234 78234 35913
Largest Losing Trade -51056 -51056 -35280 -69393 -69393 -16423
Avg Bars in Trades 98 110 85 98 110 85
Avg Bars in Winners 113 131 98 113 131 98
Avg Bars in Losers 83 94 68 83 94 68
Bars Traded 13346 7540 5806 13346 7540 5806
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327696 -101131 -300213 -171920 -325408 -288283
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13775,
    "evaluation_days": 2295.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546847100,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 124,
            "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": [
        [
            434045.2392818115,
            364569.0825891483,
            69476.1566926632,
            74371.0987126264,
            38948.128830438,
            35422.9698821883
        ],
        [
            434.045239,
            364.569083,
            69.476157,
            74.371099,
            38.948129,
            35.42297
        ],
        [
            0.189058,
            0.158796,
            0.030262,
            0.024221,
            0.014328,
            0.013209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199413,
            -125741,
            -225793,
            -131992,
            -51057,
            -86517
        ],
        [
            1.485083,
            1.764423,
            1.166264,
            1.18978,
            1.166257,
            1.224741
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            68,
            30,
            38,
            68,
            30,
            38
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            50,
            44.117647,
            55.882353,
            50,
            44.117647,
            55.882353
        ],
        [
            1.485083,
            2.234936,
            0.920735,
            1.18978,
            1.477259,
            0.966901
        ],
        [
            270536,
            270536,
            52672,
            78234,
            78234,
            35913
        ],
        [
            -51056,
            -51056,
            -35280,
            -69393,
            -69393,
            -16423
        ],
        [
            98,
            110,
            85,
            98,
            110,
            85
        ],
        [
            113,
            131,
            98,
            113,
            131,
            98
        ],
        [
            83,
            94,
            68,
            83,
            94,
            68
        ],
        [
            13346,
            7540,
            5806,
            13346,
            7540,
            5806
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327696,
            -101131,
            -300213,
            -171920,
            -325408,
            -288283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13775,
    "evaluation_days": 2295.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546847100,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 124,
            "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)