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Trade: COMP/USDT/120/EMA/LINREG/1622

Strategy
COMP/USDT/120/EMA/LINREG/1622
Pair
COMP_USDT
Interval
2h
Score
321410
Daily Profit
0.227465
Profit Factor
1.536157
Profitability
41.212121
Streak
42.422698
Best Strategy
Training Data Length
1921.170000
Evaluation Time
2025-09-29 03:08
Expiration Time
2025-12-07 03:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436998.8729 329874.5093 107124.3637 302017.7699 197936.4421 104081.3278
Total P&L (%) 436.9989 329.8745 107.1244 302.0178 197.9364 104.0813
Avg Daily Profit (%) 0.2275 0.1717 0.0558 0.0724 0.0568 0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86496 -71738 -129410 -390619 -315203 -211325
Profit Factor 1.5362 1.8081 1.2633 1.1288 1.1576 1.0956
Total Trades 165 83 82 165 83 82
Winning Trades 68 34 34 68 34 34
Losing Trades 97 49 48 97 49 48
Profitability (%) 41.2121 40.9639 41.4634 41.2121 40.9639 41.4634
Ratio Avg Win / Avg Loss 2.1913 2.6058 1.7835 1.6102 1.6683 1.5468
Largest Winning Trade 139439 139439 68352 290595 290595 129990
Largest Losing Trade -37743 -22498 -37743 -98987 -80918 -98987
Avg Bars in Trades 135 120 151 135 120 151
Avg Bars in Winners 207 175 240 207 175 240
Avg Bars in Losers 85 82 88 85 82 88
Bars Traded 22435 10010 12425 22435 10010 12425
Profit Streak 42.4227 42.4227 51.006 42.4227 42.4227 51.006
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321410 270521 -124702 -175484 -166391 -264718
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23054,
    "evaluation_days": 1921.17,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593957600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759104521083,
    "expiration_time": 1765072396800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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": [
        [
            436998.872947452,
            329874.509252617,
            107124.3636948347,
            302017.7699063282,
            197936.4420786303,
            104081.3278276977
        ],
        [
            436.998873,
            329.874509,
            107.124364,
            302.01777,
            197.936442,
            104.081328
        ],
        [
            0.227465,
            0.171705,
            0.05576,
            0.072447,
            0.056841,
            0.037138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86496,
            -71738,
            -129410,
            -390619,
            -315203,
            -211325
        ],
        [
            1.536157,
            1.808126,
            1.263295,
            1.128825,
            1.15758,
            1.095637
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            41.212121,
            40.963855,
            41.463415,
            41.212121,
            40.963855,
            41.463415
        ],
        [
            2.191282,
            2.605828,
            1.783475,
            1.610236,
            1.668278,
            1.546782
        ],
        [
            139439,
            139439,
            68352,
            290595,
            290595,
            129990
        ],
        [
            -37743,
            -22498,
            -37743,
            -98987,
            -80918,
            -98987
        ],
        [
            135,
            120,
            151,
            135,
            120,
            151
        ],
        [
            207,
            175,
            240,
            207,
            175,
            240
        ],
        [
            85,
            82,
            88,
            85,
            82,
            88
        ],
        [
            22435,
            10010,
            12425,
            22435,
            10010,
            12425
        ],
        [
            42.422698,
            42.422698,
            51.006031,
            42.422698,
            42.422698,
            51.006031
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321410,
            270521,
            -124702,
            -175484,
            -166391,
            -264718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23054,
    "evaluation_days": 1921.17,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593957600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759104521083,
    "expiration_time": 1765072396800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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)