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Trade: ALGO/USDT/360/LINREG/WMA/2979

Strategy
ALGO/USDT/360/LINREG/WMA/2979
Pair
ALGO_USDT
Interval
6h
Score
331535
Daily Profit
0.158354
Profit Factor
1.923933
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
2297.000000
Evaluation Time
2025-10-05 01:50
Expiration Time
2025-12-12 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256211.1586 363738.1342 -107526.9756 -101862.2981 105122.6671 -206984.9652
Total P&L (%) 256.2112 363.7381 -107.527 -101.8623 105.1227 -206.985
Avg Daily Profit (%) 0.1115 0.1584 -0.0468 0 0.0313 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -426162 -197726 -384240 -261029 -16734 -307439
Profit Factor 1.2702 1.9239 0.8061 0.7572 2.2911 0.3878
Total Trades 89 44 45 89 44 45
Winning Trades 43 20 23 43 25 18
Losing Trades 46 24 22 46 19 27
Profitability (%) 48.3146 45.4545 51.1111 48.3146 56.8182 40
Ratio Avg Win / Avg Loss 1.3588 2.3087 0.771 0.81 1.7412 0.5817
Largest Winning Trade 298048 298048 65671 69910 69319 69910
Largest Losing Trade -126164 -42914 -126164 -256475 -42572 -256475
Avg Bars in Trades 99 114 84 99 114 84
Avg Bars in Winners 109 115 103 94 115 64
Avg Bars in Losers 90 113 65 104 112 98
Bars Traded 8844 5036 3808 8844 5036 3808
Profit Streak 0 0 0 41.2019 69.7019 41.2019
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44599 331535 -580567 -580208 -145234 -584051
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9188,
    "evaluation_days": 2297,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565136000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759618244950,
    "expiration_time": 1765554624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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": [
        [
            256211.1585984209,
            363738.1342037161,
            -107526.9756052952,
            -101862.2980897531,
            105122.6671057944,
            -206984.9651955475
        ],
        [
            256.211159,
            363.738134,
            -107.526976,
            -101.862298,
            105.122667,
            -206.984965
        ],
        [
            0.111542,
            0.158354,
            -0.046812,
            0,
            0.031282,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -426162,
            -197726,
            -384240,
            -261029,
            -16734,
            -307439
        ],
        [
            1.270201,
            1.923933,
            0.806097,
            0.757198,
            2.291052,
            0.387807
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            43,
            20,
            23,
            43,
            25,
            18
        ],
        [
            46,
            24,
            22,
            46,
            19,
            27
        ],
        [
            48.314607,
            45.454545,
            51.111111,
            48.314607,
            56.818182,
            40
        ],
        [
            1.35882,
            2.30872,
            0.771049,
            0.810026,
            1.741199,
            0.58171
        ],
        [
            298048,
            298048,
            65671,
            69910,
            69319,
            69910
        ],
        [
            -126164,
            -42914,
            -126164,
            -256475,
            -42572,
            -256475
        ],
        [
            99,
            114,
            84,
            99,
            114,
            84
        ],
        [
            109,
            115,
            103,
            94,
            115,
            64
        ],
        [
            90,
            113,
            65,
            104,
            112,
            98
        ],
        [
            8844,
            5036,
            3808,
            8844,
            5036,
            3808
        ],
        [
            0,
            0,
            0,
            41.201909,
            69.701909,
            41.201909
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44599,
            331535,
            -580567,
            -580208,
            -145234,
            -584051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9188,
    "evaluation_days": 2297,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565136000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759618244950,
    "expiration_time": 1765554624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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)