← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: COMP/USDT/240/LINREG/HMA/1528

Strategy
COMP/USDT/240/LINREG/HMA/1528
Pair
COMP_USDT
Interval
4h
Score
319939
Daily Profit
0.241108
Profit Factor
1.280040
Profitability
39.328063
Streak
15.908636
Best Strategy
Training Data Length
1928.330000
Evaluation Time
2025-10-05 12:48
Expiration Time
2025-12-02 06:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464936.3464 328028.6977 136907.6487 360608.9405 258207.0309 102401.9096
Total P&L (%) 464.9363 328.0287 136.9076 360.6089 258.207 102.4019
Avg Daily Profit (%) 0.2411 0.1701 0.071 0.0792 0.0662 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113501 -112262 -152852 -431098 -366397 -259580
Profit Factor 1.28 1.3825 1.1706 1.0993 1.1364 1.0589
Total Trades 506 253 253 506 253 253
Winning Trades 199 88 111 199 88 111
Losing Trades 307 165 142 307 165 142
Profitability (%) 39.3281 34.7826 43.8735 39.3281 34.7826 43.8735
Ratio Avg Win / Avg Loss 1.9747 2.5922 1.4975 1.6959 2.1308 1.3547
Largest Winning Trade 106836 106836 44446 177815 177815 110976
Largest Losing Trade -31560 -17369 -31560 -71608 -58967 -71608
Avg Bars in Trades 22 23 21 22 23 21
Avg Bars in Winners 34 35 34 34 35 34
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 11457 5900 5557 11457 5900 5557
Profit Streak 15.9086 15.9086 17.0753 15.9086 15.9086 17.0753
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319939 171775 -131819 -197471 -178202 -300521
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11570,
    "evaluation_days": 1928.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594065600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657706183,
    "expiration_time": 1764649440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 17,
            "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": [
        [
            464936.3464346069,
            328028.6977164131,
            136907.6487181935,
            360608.9404899928,
            258207.030908533,
            102401.90958146
        ],
        [
            464.936346,
            328.028698,
            136.907649,
            360.60894,
            258.207031,
            102.40191
        ],
        [
            0.241108,
            0.17011,
            0.070998,
            0.079239,
            0.06619,
            0.036571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113501,
            -112262,
            -152852,
            -431098,
            -366397,
            -259580
        ],
        [
            1.28004,
            1.382516,
            1.17056,
            1.099325,
            1.136418,
            1.058925
        ],
        [
            506,
            253,
            253,
            506,
            253,
            253
        ],
        [
            199,
            88,
            111,
            199,
            88,
            111
        ],
        [
            307,
            165,
            142,
            307,
            165,
            142
        ],
        [
            39.328063,
            34.782609,
            43.873518,
            39.328063,
            34.782609,
            43.873518
        ],
        [
            1.974735,
            2.592218,
            1.497473,
            1.695943,
            2.130784,
            1.35466
        ],
        [
            106836,
            106836,
            44446,
            177815,
            177815,
            110976
        ],
        [
            -31560,
            -17369,
            -31560,
            -71608,
            -58967,
            -71608
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            34,
            35,
            34,
            34,
            35,
            34
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            11457,
            5900,
            5557,
            11457,
            5900,
            5557
        ],
        [
            15.908636,
            15.908636,
            17.075303,
            15.908636,
            15.908636,
            17.075303
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319939,
            171775,
            -131819,
            -197471,
            -178202,
            -300521
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11570,
    "evaluation_days": 1928.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594065600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657706183,
    "expiration_time": 1764649440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 17,
            "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)