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Trade: ALGO/USDT/720/LINREG/HWMA/4160

Strategy
ALGO/USDT/720/LINREG/HWMA/4160
Pair
ALGO_USDT
Interval
12h
Score
397451
Daily Profit
0.272043
Profit Factor
1.407473
Profitability
43.958869
Streak
16.649856
Best Strategy
Training Data Length
2294.500000
Evaluation Time
2025-10-02 06:35
Expiration Time
2025-12-09 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 624201.9147 412997.0439 211204.8708 1598373.1159 1301849.6484 296523.4675
Total P&L (%) 624.2019 412.997 211.2049 1598.3731 1301.8496 296.5235
Avg Daily Profit (%) 0.272 0.18 0.092 0.1235 0.1151 0.0601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162663 -145497 -127430 -2282104 -1596259 -1054010
Profit Factor 1.4075 1.5377 1.2765 1.1816 1.288 1.0693
Total Trades 389 194 195 389 194 195
Winning Trades 171 77 94 171 77 94
Losing Trades 218 117 101 218 117 101
Profitability (%) 43.9589 39.6907 48.2051 43.9589 39.6907 48.2051
Ratio Avg Win / Avg Loss 1.7943 2.3365 1.3716 1.5064 1.957 1.1489
Largest Winning Trade 85449 85449 61551 500237 500237 289075
Largest Losing Trade -35262 -33306 -35262 -614498 -614498 -337243
Avg Bars in Trades 11 12 11 11 12 11
Avg Bars in Winners 15 15 14 15 15 14
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 4558 2335 2223 4558 2335 2223
Profit Streak 16.6499 0 40.1499 16.6499 0 40.1499
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397451 245750 -69102 -46778 -41019 -255990
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4589,
    "evaluation_days": 2294.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376147570,
    "expiration_time": 1765310544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.48459,
            "nc": 0.1
        }
    }
}
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": [
        [
            624201.91473843,
            412997.0438983649,
            211204.8708400654,
            1598373.1159084495,
            1301849.6483848784,
            296523.4675235701
        ],
        [
            624.201915,
            412.997044,
            211.204871,
            1598.373116,
            1301.849648,
            296.523468
        ],
        [
            0.272043,
            0.179994,
            0.092048,
            0.123513,
            0.11514,
            0.060056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162663,
            -145497,
            -127430,
            -2282104,
            -1596259,
            -1054010
        ],
        [
            1.407473,
            1.53769,
            1.276523,
            1.181644,
            1.287959,
            1.069305
        ],
        [
            389,
            194,
            195,
            389,
            194,
            195
        ],
        [
            171,
            77,
            94,
            171,
            77,
            94
        ],
        [
            218,
            117,
            101,
            218,
            117,
            101
        ],
        [
            43.958869,
            39.690722,
            48.205128,
            43.958869,
            39.690722,
            48.205128
        ],
        [
            1.794323,
            2.336489,
            1.371583,
            1.506423,
            1.957028,
            1.148934
        ],
        [
            85449,
            85449,
            61551,
            500237,
            500237,
            289075
        ],
        [
            -35262,
            -33306,
            -35262,
            -614498,
            -614498,
            -337243
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            15,
            15,
            14,
            15,
            15,
            14
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            4558,
            2335,
            2223,
            4558,
            2335,
            2223
        ],
        [
            16.649856,
            0,
            40.149856,
            16.649856,
            0,
            40.149856
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397451,
            245750,
            -69102,
            -46778,
            -41019,
            -255990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4589,
    "evaluation_days": 2294.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376147570,
    "expiration_time": 1765310544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.48459,
            "nc": 0.1
        }
    }
}

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)