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Trade: EOS/USDT/15/LINREG/SSF/9727

Strategy
EOS/USDT/15/LINREG/SSF/9727
Pair
EOS_USDT
Interval
15m
Score
320054
Daily Profit
0.410572
Profit Factor
1.309783
Profitability
73.387097
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 08:55
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57032.5128 34642.277 22390.2357 41936.0518 38287.6896 3648.3622
Total P&L (%) 57.0325 34.6423 22.3902 41.9361 38.2877 3.6484
Avg Daily Profit (%) 0.4106 0.2494 0.1612 0.2524 0.2336 0.0258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37291 -25313 -43927 -42697 -22017 -49456
Profit Factor 1.3098 1.4658 1.204 1.21 1.5206 1.0289
Total Trades 124 62 62 124 62 62
Winning Trades 91 46 45 91 46 45
Losing Trades 33 16 17 33 16 17
Profitability (%) 73.3871 74.1935 72.5806 73.3871 74.1935 72.5806
Ratio Avg Win / Avg Loss 0.475 0.5099 0.4549 0.4388 0.5289 0.3887
Largest Winning Trade 10688 6823 10688 10335 6359 10335
Largest Losing Trade -34619 -14426 -34619 -38278 -12320 -38278
Avg Bars in Trades 105 102 107 105 102 107
Avg Bars in Winners 76 71 82 76 71 82
Avg Bars in Losers 183 191 174 183 191 174
Bars Traded 13045 6371 6674 13045 6371 6674
Profit Streak 0 0 132.8927 0 0 132.8927
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320054 -148050 -151858 206749 -147526 -666258
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736345700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758952533143,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            57032.5127593036,
            34642.2770469183,
            22390.2357123853,
            41936.0517861705,
            38287.6895875054,
            3648.3621986651
        ],
        [
            57.032513,
            34.642277,
            22.390236,
            41.936052,
            38.28769,
            3.648362
        ],
        [
            0.410572,
            0.249386,
            0.161185,
            0.252428,
            0.233637,
            0.0258
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37291,
            -25313,
            -43927,
            -42697,
            -22017,
            -49456
        ],
        [
            1.309783,
            1.465843,
            1.20403,
            1.209953,
            1.520552,
            1.028912
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            73.387097,
            74.193548,
            72.580645,
            73.387097,
            74.193548,
            72.580645
        ],
        [
            0.474976,
            0.509859,
            0.454856,
            0.438774,
            0.528888,
            0.3887
        ],
        [
            10688,
            6823,
            10688,
            10335,
            6359,
            10335
        ],
        [
            -34619,
            -14426,
            -34619,
            -38278,
            -12320,
            -38278
        ],
        [
            105,
            102,
            107,
            105,
            102,
            107
        ],
        [
            76,
            71,
            82,
            76,
            71,
            82
        ],
        [
            183,
            191,
            174,
            183,
            191,
            174
        ],
        [
            13045,
            6371,
            6674,
            13045,
            6371,
            6674
        ],
        [
            0,
            0,
            132.892745,
            0,
            0,
            132.892745
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320054,
            -148050,
            -151858,
            206749,
            -147526,
            -666258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736345700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758952533143,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    }
}

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)