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Trade: ALGO/USDT/360/MIDPOINT/LINREG/1770

Strategy
ALGO/USDT/360/MIDPOINT/LINREG/1770
Pair
ALGO_USDT
Interval
6h
Score
423477
Daily Profit
0.184906
Profit Factor
2.153046
Profitability
59.183673
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 21:41
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 398011.9292 422833.8411 -24821.9119 -57891.2982 92427.097 -150318.3953
Total P&L (%) 398.0119 422.8338 -24.8219 -57.8913 92.4271 -150.3184
Avg Daily Profit (%) 0.1741 0.1849 -0.0109 -0.0378 0.0286 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118625 -94358 -120400 -268427 -226856 -310933
Profit Factor 1.5234 2.153 0.937 0.9536 1.1642 0.7806
Total Trades 97 49 48 97 49 48
Winning Trades 52 29 23 52 29 23
Losing Trades 45 20 25 45 20 25
Profitability (%) 53.6082 59.1837 47.9167 53.6082 59.1837 47.9167
Ratio Avg Win / Avg Loss 1.3183 1.4849 1.0184 0.8252 0.8029 0.8485
Largest Winning Trade 282444 282444 53147 168583 168583 105848
Largest Losing Trade -69008 -62777 -69008 -173981 -80847 -173981
Avg Bars in Trades 87 65 108 87 65 108
Avg Bars in Winners 89 40 151 89 40 151
Avg Bars in Losers 84 102 69 84 102 69
Bars Traded 8458 3228 5230 8458 3228 5230
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 344673 423477 -579832 -580051 -194961 -581499

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566043200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912100970,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "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": [
        [
            398011.9291695873,
            422833.8410576421,
            -24821.9118880545,
            -57891.2982498915,
            92427.0970483271,
            -150318.3952982187
        ],
        [
            398.011929,
            422.833841,
            -24.821912,
            -57.891298,
            92.427097,
            -150.318395
        ],
        [
            0.174051,
            0.184906,
            -0.010855,
            -0.037816,
            0.028628,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118625,
            -94358,
            -120400,
            -268427,
            -226856,
            -310933
        ],
        [
            1.523357,
            2.153046,
            0.936966,
            0.953619,
            1.164165,
            0.780603
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            53.608247,
            59.183673,
            47.916667,
            53.608247,
            59.183673,
            47.916667
        ],
        [
            1.318289,
            1.484859,
            1.018442,
            0.825247,
            0.802872,
            0.848481
        ],
        [
            282444,
            282444,
            53147,
            168583,
            168583,
            105848
        ],
        [
            -69008,
            -62777,
            -69008,
            -173981,
            -80847,
            -173981
        ],
        [
            87,
            65,
            108,
            87,
            65,
            108
        ],
        [
            89,
            40,
            151,
            89,
            40,
            151
        ],
        [
            84,
            102,
            69,
            84,
            102,
            69
        ],
        [
            8458,
            3228,
            5230,
            8458,
            3228,
            5230
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344673,
            423477,
            -579832,
            -580051,
            -194961,
            -581499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566043200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758912100970,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "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)