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Trade: ALGO/USDT/120/MIDPOINT/LINREG/7121

Strategy
ALGO/USDT/120/MIDPOINT/LINREG/7121
Pair
ALGO_USDT
Interval
2h
Score
474010
Daily Profit
0.249585
Profit Factor
1.734263
Profitability
53.005464
Streak
11.869451
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 23:52
Expiration Time
2025-12-18 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580642.5162 519967.495 60675.0212 262043.6555 785860.0981 -523816.4426
Total P&L (%) 580.6425 519.9675 60.675 262.0437 785.8601 -523.8164
Avg Daily Profit (%) 0.2787 0.2496 0.0291 0.0618 0.1048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244625 -186442 -176983 -1249731 -802017 -864337
Profit Factor 1.4131 1.7343 1.087 1.0528 1.3123 0.7856
Total Trades 366 183 183 366 183 183
Winning Trades 203 97 106 203 97 106
Losing Trades 163 86 77 163 86 77
Profitability (%) 55.4645 53.0055 57.9235 55.4645 53.0055 57.9235
Ratio Avg Win / Avg Loss 1.1347 1.5376 0.7896 0.8454 1.1635 0.5707
Largest Winning Trade 196319 196319 68982 856893 856893 175620
Largest Losing Trade -40670 -40670 -34911 -479792 -479792 -197559
Avg Bars in Trades 67 59 75 67 59 75
Avg Bars in Winners 63 46 79 63 46 79
Avg Bars in Losers 71 74 68 71 74 68
Bars Traded 24687 10953 13734 24687 10953 13734
Profit Streak 11.7861 11.8695 0 11.7861 11.8695 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458438 474010 -279655 -271257 -51129 -579348
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579543200000,
    "first_datapoint_time": 1580788800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759611120540,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 174,
            "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": [
        [
            580642.5162321057,
            519967.4950415392,
            60675.0211905665,
            262043.6554640412,
            785860.0980654199,
            -523816.4426013783
        ],
        [
            580.642516,
            519.967495,
            60.675021,
            262.043655,
            785.860098,
            -523.816443
        ],
        [
            0.278709,
            0.249585,
            0.029124,
            0.061776,
            0.104762,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244625,
            -186442,
            -176983,
            -1249731,
            -802017,
            -864337
        ],
        [
            1.413113,
            1.734263,
            1.087004,
            1.052842,
            1.312332,
            0.785579
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            203,
            97,
            106,
            203,
            97,
            106
        ],
        [
            163,
            86,
            77,
            163,
            86,
            77
        ],
        [
            55.464481,
            53.005464,
            57.923497,
            55.464481,
            53.005464,
            57.923497
        ],
        [
            1.134667,
            1.537594,
            0.789616,
            0.845385,
            1.163511,
            0.570657
        ],
        [
            196319,
            196319,
            68982,
            856893,
            856893,
            175620
        ],
        [
            -40670,
            -40670,
            -34911,
            -479792,
            -479792,
            -197559
        ],
        [
            67,
            59,
            75,
            67,
            59,
            75
        ],
        [
            63,
            46,
            79,
            63,
            46,
            79
        ],
        [
            71,
            74,
            68,
            71,
            74,
            68
        ],
        [
            24687,
            10953,
            13734,
            24687,
            10953,
            13734
        ],
        [
            11.786117,
            11.869451,
            0,
            11.786117,
            11.869451,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458438,
            474010,
            -279655,
            -271257,
            -51129,
            -579348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579543200000,
    "first_datapoint_time": 1580788800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759611120540,
    "expiration_time": 1766088000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 174,
            "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)