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Trade: ALGO/USDT/120/RMA/LINREG/5249

Strategy
ALGO/USDT/120/RMA/LINREG/5249
Pair
ALGO_USDT
Interval
2h
Score
360016
Daily Profit
0.251777
Profit Factor
1.744700
Profitability
44.531250
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-08 01:48
Expiration Time
2025-12-21 23:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524515.3858 414085.1888 110430.197 663337.7026 478237.3197 185100.3829
Total P&L (%) 524.5154 414.0852 110.4302 663.3377 478.2373 185.1004
Avg Daily Profit (%) 0.2518 0.1988 0.053 0.0976 0.0843 0.0503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89834 -116311 -117932 -343740 -352479 -295413
Profit Factor 1.7447 2.136 1.325 1.2791 1.3615 1.1756
Total Trades 128 64 64 128 64 64
Winning Trades 57 30 27 57 30 27
Losing Trades 71 34 37 71 34 37
Profitability (%) 44.5313 46.875 42.1875 44.5313 46.875 42.1875
Ratio Avg Win / Avg Loss 2.1732 2.4208 1.8157 1.5932 1.543 1.611
Largest Winning Trade 192018 192018 62442 433880 433880 276072
Largest Losing Trade -25369 -25369 -23121 -165229 -165229 -123962
Avg Bars in Trades 190 178 201 190 178 201
Avg Bars in Winners 273 234 318 273 234 318
Avg Bars in Losers 122 128 117 122 128 117
Bars Traded 24332 11406 12926 24332 11406 12926
Profit Streak 0 0 54.7839 0 0 54.7839
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360016 -128722 -262714 -62959 -219271 -293914
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1581300000000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877328331,
    "expiration_time": 1766354140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "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": [
        [
            524515.3857535991,
            414085.1887997873,
            110430.1969538119,
            663337.7025854017,
            478237.3196918445,
            185100.3828935573
        ],
        [
            524.515386,
            414.085189,
            110.430197,
            663.337703,
            478.23732,
            185.100383
        ],
        [
            0.251777,
            0.198769,
            0.053009,
            0.097613,
            0.08427,
            0.050303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89834,
            -116311,
            -117932,
            -343740,
            -352479,
            -295413
        ],
        [
            1.7447,
            2.135992,
            1.32497,
            1.279061,
            1.361483,
            1.17561
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            44.53125,
            46.875,
            42.1875,
            44.53125,
            46.875,
            42.1875
        ],
        [
            2.173223,
            2.420791,
            1.815699,
            1.593217,
            1.543014,
            1.611021
        ],
        [
            192018,
            192018,
            62442,
            433880,
            433880,
            276072
        ],
        [
            -25369,
            -25369,
            -23121,
            -165229,
            -165229,
            -123962
        ],
        [
            190,
            178,
            201,
            190,
            178,
            201
        ],
        [
            273,
            234,
            318,
            273,
            234,
            318
        ],
        [
            122,
            128,
            117,
            122,
            128,
            117
        ],
        [
            24332,
            11406,
            12926,
            24332,
            11406,
            12926
        ],
        [
            0,
            0,
            54.783893,
            0,
            0,
            54.783893
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360016,
            -128722,
            -262714,
            -62959,
            -219271,
            -293914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1581300000000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877328331,
    "expiration_time": 1766354140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "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)