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Trade: ETC/USDT/5/LINREG/VWAP/2847

Strategy
ETC/USDT/5/LINREG/VWAP/2847
Pair
ETC_USDT
Interval
5m
Score
305392
Daily Profit
0.693875
Profit Factor
1.541115
Profitability
40.939597
Streak
5.313996
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 10:02
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60235.3191 40431.2797 19804.0394 69676.3125 43675.3829 26000.9296
Total P&L (%) 60.2353 40.4313 19.804 69.6763 43.6754 26.0009
Avg Daily Profit (%) 0.6939 0.4657 0.2281 0.6109 0.4183 0.2666
Buy And Hold Return (%) 14.6828 14.6828 14.6828 14.6828 14.6828 14.6828
Max Trade Drawdown -18154 -14190 -14937 -24343 -18447 -19251
Profit Factor 1.5411 1.7009 1.3693 1.4365 1.5227 1.3419
Total Trades 149 75 74 149 75 74
Winning Trades 61 29 32 61 29 32
Losing Trades 88 46 42 88 46 42
Profitability (%) 40.9396 38.6667 43.2432 40.9396 38.6667 43.2432
Ratio Avg Win / Avg Loss 2.2232 2.6979 1.7972 2.0724 2.4153 1.7612
Largest Winning Trade 19549 19549 8170 26461 26461 12717
Largest Losing Trade -5672 -4203 -5672 -7021 -5499 -7021
Avg Bars in Trades 163 170 157 163 170 157
Avg Bars in Winners 242 263 223 242 263 223
Avg Bars in Losers 109 111 107 109 111 107
Bars Traded 24419 12757 11662 24419 12757 11662
Profit Streak 5.314 5.314 5.8557 5.314 5.314 5.8557
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305392 -52538 -116116 277431 -53692 -67108

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751340300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758870129236,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 195,
            "offset": 183
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    }
}
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": [
        [
            60235.3190755736,
            40431.279656116,
            19804.0394194575,
            69676.3125211957,
            43675.3828930406,
            26000.9296281552
        ],
        [
            60.235319,
            40.43128,
            19.804039,
            69.676313,
            43.675383,
            26.00093
        ],
        [
            0.693875,
            0.465744,
            0.228131,
            0.610916,
            0.41832,
            0.26659
        ],
        [
            14.682779,
            14.682779,
            14.682779,
            14.682779,
            14.682779,
            14.682779
        ],
        [
            -18154,
            -14190,
            -14937,
            -24343,
            -18447,
            -19251
        ],
        [
            1.541115,
            1.700851,
            1.369284,
            1.436516,
            1.522677,
            1.341855
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            40.939597,
            38.666667,
            43.243243,
            40.939597,
            38.666667,
            43.243243
        ],
        [
            2.223248,
            2.697902,
            1.797185,
            2.07235,
            2.415281,
            1.761185
        ],
        [
            19549,
            19549,
            8170,
            26461,
            26461,
            12717
        ],
        [
            -5672,
            -4203,
            -5672,
            -7021,
            -5499,
            -7021
        ],
        [
            163,
            170,
            157,
            163,
            170,
            157
        ],
        [
            242,
            263,
            223,
            242,
            263,
            223
        ],
        [
            109,
            111,
            107,
            109,
            111,
            107
        ],
        [
            24419,
            12757,
            11662,
            24419,
            12757,
            11662
        ],
        [
            5.313996,
            5.313996,
            5.855662,
            5.313996,
            5.313996,
            5.855662
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305392,
            -52538,
            -116116,
            277431,
            -53692,
            -67108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751340300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758870129236,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 195,
            "offset": 183
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    }
}

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)