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Trade: FIL/USDT/15/LINREG/BBL/9744

Strategy
FIL/USDT/15/LINREG/BBL/9744
Pair
FIL_USDT
Interval
15m
Score
306715
Daily Profit
0.267013
Profit Factor
1.496756
Profitability
51.401869
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 19:35
Expiration Time
2025-12-13 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69535.4364 -519.7374 70055.1737 73720.5514 -5614.0957 79334.6472
Total P&L (%) 69.5354 -0.5197 70.0552 73.7206 -5.6141 79.3346
Avg Daily Profit (%) 0.267 -0.002 0.269 0.2123 -0.0222 0.2245
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27856 -14936 -23124 -54743 -25793 -44946
Profit Factor 1.4968 0.9879 1.7221 1.3081 0.9223 1.4752
Total Trades 107 54 53 107 54 53
Winning Trades 55 25 30 55 25 30
Losing Trades 52 29 23 52 29 23
Profitability (%) 51.4019 46.2963 56.6038 51.4019 46.2963 56.6038
Ratio Avg Win / Avg Loss 1.4151 1.146 1.3203 1.2368 1.0699 1.131
Largest Winning Trade 30178 9899 30178 33620 14356 33620
Largest Losing Trade -13421 -5558 -13421 -26244 -10290 -26244
Avg Bars in Trades 228 18 443 228 18 443
Avg Bars in Winners 220 18 389 220 18 389
Avg Bars in Losers 237 17 514 237 17 514
Bars Traded 24498 988 23510 24498 988 23510
Profit Streak 0 0 9.3371 0 0 9.3371
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306715 -761724 -169119 249498 -761724 -170498
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736664300000,
    "first_datapoint_time": 1736777700000,
    "last_datapoint_time": 1759163400000,
    "evaluation_time": 1759163727007,
    "expiration_time": 1765643400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 2.62655
        }
    }
}
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": [
        [
            69535.4363729625,
            -519.7373585592,
            70055.1737315216,
            73720.5514364325,
            -5614.0957468573,
            79334.6471832897
        ],
        [
            69.535436,
            -0.519737,
            70.055174,
            73.720551,
            -5.614096,
            79.334647
        ],
        [
            0.267013,
            -0.001996,
            0.269008,
            0.212297,
            -0.022184,
            0.224537
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27856,
            -14936,
            -23124,
            -54743,
            -25793,
            -44946
        ],
        [
            1.496756,
            0.987904,
            1.722135,
            1.308136,
            0.922334,
            1.475168
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            51.401869,
            46.296296,
            56.603774,
            51.401869,
            46.296296,
            56.603774
        ],
        [
            1.415114,
            1.145969,
            1.320303,
            1.236783,
            1.069908,
            1.130962
        ],
        [
            30178,
            9899,
            30178,
            33620,
            14356,
            33620
        ],
        [
            -13421,
            -5558,
            -13421,
            -26244,
            -10290,
            -26244
        ],
        [
            228,
            18,
            443,
            228,
            18,
            443
        ],
        [
            220,
            18,
            389,
            220,
            18,
            389
        ],
        [
            237,
            17,
            514,
            237,
            17,
            514
        ],
        [
            24498,
            988,
            23510,
            24498,
            988,
            23510
        ],
        [
            0,
            0,
            9.337118,
            0,
            0,
            9.337118
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306715,
            -761724,
            -169119,
            249498,
            -761724,
            -170498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736664300000,
    "first_datapoint_time": 1736777700000,
    "last_datapoint_time": 1759163400000,
    "evaluation_time": 1759163727007,
    "expiration_time": 1765643400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 2.62655
        }
    }
}

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)