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Trade: COMP/USDT/480/LINREG/JMA/9016

Strategy
COMP/USDT/480/LINREG/JMA/9016
Pair
COMP_USDT
Interval
8h
Score
421751
Daily Profit
0.152944
Profit Factor
2.385371
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1934.670000
Evaluation Time
2025-10-11 15:17
Expiration Time
2025-12-08 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458129.2304 295895.3081 162233.9223 830600.1662 437344.3007 393255.8655
Total P&L (%) 458.1292 295.8953 162.2339 830.6002 437.3443 393.2559
Avg Daily Profit (%) 0.2368 0.1529 0.0839 0.1154 0.087 0.0825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97982 -58833 -63096 -2745110 -1584563 -1425627
Profit Factor 2.1149 2.3854 1.8221 1.1129 1.1124 1.1136
Total Trades 61 30 31 61 30 31
Winning Trades 32 15 17 32 15 17
Losing Trades 29 15 14 29 15 14
Profitability (%) 52.459 50 54.8387 52.459 50 54.8387
Ratio Avg Win / Avg Loss 1.9166 2.3854 1.5006 1.0086 1.1124 0.9171
Largest Winning Trade 168176 168176 60649 920217 851993 920217
Largest Losing Trade -46495 -46495 -36987 -883335 -821628 -883335
Avg Bars in Trades 91 102 79 91 102 79
Avg Bars in Winners 116 135 100 116 135 100
Avg Bars in Losers 62 70 55 62 70 55
Bars Traded 5562 3088 2474 5562 3088 2474
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 -153723 421751 -76954 -300535 -173816 -179459
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5804,
    "evaluation_days": 1934.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599264000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760185048575,
    "expiration_time": 1765184256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 61,
            "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": [
        [
            458129.2304442427,
            295895.3081033552,
            162233.9223408874,
            830600.1661623736,
            437344.3006671225,
            393255.8654952509
        ],
        [
            458.12923,
            295.895308,
            162.233922,
            830.600166,
            437.344301,
            393.255865
        ],
        [
            0.2368,
            0.152944,
            0.083856,
            0.115366,
            0.08695,
            0.082521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97982,
            -58833,
            -63096,
            -2745110,
            -1584563,
            -1425627
        ],
        [
            2.114888,
            2.385371,
            1.82213,
            1.112946,
            1.112392,
            1.113569
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            52.459016,
            50,
            54.83871,
            52.459016,
            50,
            54.83871
        ],
        [
            1.916618,
            2.385371,
            1.500577,
            1.008608,
            1.112392,
            0.917057
        ],
        [
            168176,
            168176,
            60649,
            920217,
            851993,
            920217
        ],
        [
            -46495,
            -46495,
            -36987,
            -883335,
            -821628,
            -883335
        ],
        [
            91,
            102,
            79,
            91,
            102,
            79
        ],
        [
            116,
            135,
            100,
            116,
            135,
            100
        ],
        [
            62,
            70,
            55,
            62,
            70,
            55
        ],
        [
            5562,
            3088,
            2474,
            5562,
            3088,
            2474
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153723,
            421751,
            -76954,
            -300535,
            -173816,
            -179459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5804,
    "evaluation_days": 1934.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599264000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760185048575,
    "expiration_time": 1765184256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 61,
            "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)