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Trade: COMP/USDT/120/ZLMA/LINREG/7610

Strategy
COMP/USDT/120/ZLMA/LINREG/7610
Pair
COMP_USDT
Interval
2h
Score
305140
Daily Profit
0.158169
Profit Factor
1.271761
Profitability
43.722944
Streak
42.830223
Best Strategy
Training Data Length
1930.830000
Evaluation Time
2025-10-08 18:55
Expiration Time
2025-12-17 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305396.9301 243797.0539 61599.8762 18301.9106 -17200.2197 35502.1303
Total P&L (%) 305.3969 243.7971 61.5999 18.3019 -17.2002 35.5021
Avg Daily Profit (%) 0.1582 0.1263 0.0319 0.0087 -0.0098 0.0157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118076 -136197 -87972 -320336 -377245 -216160
Profit Factor 1.2718 1.3861 1.1251 1.0086 0.9861 1.0401
Total Trades 231 115 116 231 115 116
Winning Trades 101 47 54 101 47 54
Losing Trades 130 68 62 130 68 62
Profitability (%) 43.7229 40.8696 46.5517 43.7229 40.8696 46.5517
Ratio Avg Win / Avg Loss 1.6369 2.0055 1.2918 1.2982 1.4267 1.1941
Largest Winning Trade 107616 107616 42572 158405 158405 82675
Largest Losing Trade -32686 -29689 -32686 -94599 -94599 -75728
Avg Bars in Trades 98 103 92 98 103 92
Avg Bars in Winners 138 146 131 138 146 131
Avg Bars in Losers 66 73 58 66 73 58
Bars Traded 22655 11920 10735 22655 11920 10735
Profit Streak 42.8302 42.8302 152.6636 42.8302 42.8302 152.6636
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305140 -25978 -233861 -400088 -582358 -351023
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23170,
    "evaluation_days": 1930.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594756800000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759938931264,
    "expiration_time": 1765937664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 87,
            "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": [
        [
            305396.9300576095,
            243797.0538745748,
            61599.8761830346,
            18301.9106321105,
            -17200.2196523642,
            35502.1302844746
        ],
        [
            305.39693,
            243.797054,
            61.599876,
            18.301911,
            -17.20022,
            35.50213
        ],
        [
            0.158169,
            0.126265,
            0.031903,
            0.008705,
            -0.009775,
            0.015736
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118076,
            -136197,
            -87972,
            -320336,
            -377245,
            -216160
        ],
        [
            1.271761,
            1.386144,
            1.125099,
            1.008608,
            0.986127,
            1.040059
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            101,
            47,
            54,
            101,
            47,
            54
        ],
        [
            130,
            68,
            62,
            130,
            68,
            62
        ],
        [
            43.722944,
            40.869565,
            46.551724,
            43.722944,
            40.869565,
            46.551724
        ],
        [
            1.63692,
            2.005485,
            1.291781,
            1.298209,
            1.426737,
            1.194142
        ],
        [
            107616,
            107616,
            42572,
            158405,
            158405,
            82675
        ],
        [
            -32686,
            -29689,
            -32686,
            -94599,
            -94599,
            -75728
        ],
        [
            98,
            103,
            92,
            98,
            103,
            92
        ],
        [
            138,
            146,
            131,
            138,
            146,
            131
        ],
        [
            66,
            73,
            58,
            66,
            73,
            58
        ],
        [
            22655,
            11920,
            10735,
            22655,
            11920,
            10735
        ],
        [
            42.830223,
            42.830223,
            152.663556,
            42.830223,
            42.830223,
            152.663556
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305140,
            -25978,
            -233861,
            -400088,
            -582358,
            -351023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23170,
    "evaluation_days": 1930.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594756800000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759938931264,
    "expiration_time": 1765937664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 87,
            "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)