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Trade: C98/USDT/720/LINREG/SSF/4470

Strategy
C98/USDT/720/LINREG/SSF/4470
Pair
C98_USDT
Interval
12h
Score
578660
Daily Profit
0.339716
Profit Factor
2.109364
Profitability
77.011494
Streak
54.783718
Best Strategy
Training Data Length
1541.000000
Evaluation Time
2025-10-11 09:48
Expiration Time
2025-11-26 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523501.6171 293999.6417 229501.9753 368845.6855 -861023.2108 1229868.8963
Total P&L (%) 523.5016 293.9996 229.502 368.8457 -861.0232 1229.8689
Avg Daily Profit (%) 0.3397 0.1908 0.1489 0.1003 0 0.1681
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123220 -169810 -74459 -1183557 -1711742 -548796
Profit Factor 2.1094 1.8583 2.7741 1.1059 0.6776 2.5123
Total Trades 87 44 43 87 44 43
Winning Trades 67 31 36 67 31 36
Losing Trades 20 13 7 20 13 7
Profitability (%) 77.0115 70.4545 83.7209 77.0115 70.4545 83.7209
Ratio Avg Win / Avg Loss 0.6297 0.7793 0.5394 0.3301 0.2842 0.4885
Largest Winning Trade 349122 349122 27567 349122 349122 188380
Largest Losing Trade -60378 -60378 -54008 -556055 -556055 -437915
Avg Bars in Trades 35 44 25 35 44 25
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 93 107 68 93 107 68
Bars Traded 3052 1950 1103 3052 1950 1103
Profit Streak 54.7837 92.7837 54.7837 54.7837 92.7837 54.7837
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 578660 448005 513662 -159178 -576624 567340
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3082,
    "evaluation_days": 1541,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627430400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760165313242,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 146,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            523501.617058362,
            293999.6417127824,
            229501.9753455791,
            368845.6854909235,
            -861023.2107819605,
            1229868.8962728842
        ],
        [
            523.501617,
            293.999642,
            229.501975,
            368.845685,
            -861.023211,
            1229.868896
        ],
        [
            0.339716,
            0.190785,
            0.148931,
            0.100317,
            0,
            0.168062
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123220,
            -169810,
            -74459,
            -1183557,
            -1711742,
            -548796
        ],
        [
            2.109364,
            1.85831,
            2.77413,
            1.10587,
            0.677603,
            2.512278
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            20,
            13,
            7,
            20,
            13,
            7
        ],
        [
            77.011494,
            70.454545,
            83.72093,
            77.011494,
            70.454545,
            83.72093
        ],
        [
            0.629661,
            0.779291,
            0.539414,
            0.33011,
            0.284156,
            0.488498
        ],
        [
            349122,
            349122,
            27567,
            349122,
            349122,
            188380
        ],
        [
            -60378,
            -60378,
            -54008,
            -556055,
            -556055,
            -437915
        ],
        [
            35,
            44,
            25,
            35,
            44,
            25
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            93,
            107,
            68,
            93,
            107,
            68
        ],
        [
            3052,
            1950,
            1103,
            3052,
            1950,
            1103
        ],
        [
            54.783718,
            92.783718,
            54.783718,
            54.783718,
            92.783718,
            54.783718
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            578660,
            448005,
            513662,
            -159178,
            -576624,
            567340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3082,
    "evaluation_days": 1541,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627430400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760165313242,
    "expiration_time": 1764135072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 146,
            "offset": 0,
            "poles": 3
        }
    }
}

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)