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Trade: FIL/USDT/120/DCM/LINREG/6361

Strategy
FIL/USDT/120/DCM/LINREG/6361
Pair
FIL_USDT
Interval
2h
Score
316222
Daily Profit
0.204896
Profit Factor
1.375935
Profitability
45.575221
Streak
0.000000
Best Strategy
Training Data Length
1821.250000
Evaluation Time
2025-10-11 12:49
Expiration Time
2025-12-15 23:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373167.0122 210197.1878 162969.8244 122365.7114 -220898.7742 343264.4856
Total P&L (%) 373.167 210.1972 162.9698 122.3657 -220.8988 343.2645
Avg Daily Profit (%) 0.2049 0.1154 0.0895 0.0439 0 0.0818
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137633 -103454 -86893 -1120087 -632720 -773241
Profit Factor 1.3759 1.4268 1.3258 1.0293 0.8896 1.1577
Total Trades 226 113 113 226 113 113
Winning Trades 103 44 59 103 44 59
Losing Trades 123 69 54 123 69 54
Profitability (%) 45.5752 38.9381 52.2124 45.5752 38.9381 52.2124
Ratio Avg Win / Avg Loss 1.6431 2.2375 1.2135 1.2292 1.395 1.0596
Largest Winning Trade 116480 116480 47385 367484 231774 367484
Largest Losing Trade -51252 -28341 -51252 -392465 -228379 -392465
Avg Bars in Trades 94 74 114 94 74 114
Avg Bars in Winners 126 87 155 126 87 155
Avg Bars in Losers 67 65 68 67 65 68
Bars Traded 21285 8362 12923 21285 8362 12923
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316222 -41506 -73222 -323127 -583666 -130760
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21855,
    "evaluation_days": 1821.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604052000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760176185597,
    "expiration_time": 1765834416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 99,
            "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": [
        [
            373167.0121907436,
            210197.1877547748,
            162969.8244359692,
            122365.7113589566,
            -220898.7742255664,
            343264.4855845225
        ],
        [
            373.167012,
            210.197188,
            162.969824,
            122.365711,
            -220.898774,
            343.264486
        ],
        [
            0.204896,
            0.115414,
            0.089482,
            0.043889,
            0,
            0.08179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137633,
            -103454,
            -86893,
            -1120087,
            -632720,
            -773241
        ],
        [
            1.375935,
            1.426809,
            1.325841,
            1.029296,
            0.889573,
            1.157715
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            103,
            44,
            59,
            103,
            44,
            59
        ],
        [
            123,
            69,
            54,
            123,
            69,
            54
        ],
        [
            45.575221,
            38.938053,
            52.212389,
            45.575221,
            38.938053,
            52.212389
        ],
        [
            1.643107,
            2.237496,
            1.213482,
            1.229159,
            1.395012,
            1.059604
        ],
        [
            116480,
            116480,
            47385,
            367484,
            231774,
            367484
        ],
        [
            -51252,
            -28341,
            -51252,
            -392465,
            -228379,
            -392465
        ],
        [
            94,
            74,
            114,
            94,
            74,
            114
        ],
        [
            126,
            87,
            155,
            126,
            87,
            155
        ],
        [
            67,
            65,
            68,
            67,
            65,
            68
        ],
        [
            21285,
            8362,
            12923,
            21285,
            8362,
            12923
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316222,
            -41506,
            -73222,
            -323127,
            -583666,
            -130760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21855,
    "evaluation_days": 1821.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604052000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760176185597,
    "expiration_time": 1765834416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 99,
            "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)