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Trade: FIL/USDT/720/LINREG/SWMA/2788

Strategy
FIL/USDT/720/LINREG/SWMA/2788
Pair
FIL_USDT
Interval
12h
Score
410083
Daily Profit
0.160014
Profit Factor
2.142532
Profitability
47.500000
Streak
49.591154
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-26 17:11
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 767540.6022 544023.1346 223517.4676 1203029.9475 -490456.1005 1693486.048
Total P&L (%) 767.5406 544.0231 223.5175 1203.0299 -490.4561 1693.486
Avg Daily Profit (%) 0.4251 0.3013 0.1238 0.1423 0 0.16
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77980 -121812 -50632 -1021329 -1117096 -650618
Profit Factor 2.7296 2.7389 2.7074 1.237 0.8636 2.1425
Total Trades 81 41 40 81 41 40
Winning Trades 30 11 19 30 11 19
Losing Trades 51 30 21 51 30 21
Profitability (%) 37.037 26.8293 47.5 37.037 26.8293 47.5
Ratio Avg Win / Avg Loss 4.6403 7.4696 2.9924 2.1029 2.3551 2.3681
Largest Winning Trade 537380 537380 61563 654334 592828 654334
Largest Losing Trade -47526 -47526 -20762 -492012 -492012 -245996
Avg Bars in Trades 42 47 36 42 47 36
Avg Bars in Winners 73 83 67 73 83 67
Avg Bars in Losers 23 34 8 23 34 8
Bars Traded 3418 1954 1464 3418 1954 1464
Profit Streak 0 0 49.5912 0 0 49.5912
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6148 -7586 -22956 -23174 -599716 410083

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609675200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895875697,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 4,
            "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": [
        [
            767540.6021961044,
            544023.1345863704,
            223517.4676097342,
            1203029.9474684014,
            -490456.1004904346,
            1693486.0479588357
        ],
        [
            767.540602,
            544.023135,
            223.517468,
            1203.029947,
            -490.4561,
            1693.486048
        ],
        [
            0.425112,
            0.301314,
            0.123798,
            0.142293,
            0,
            0.160014
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77980,
            -121812,
            -50632,
            -1021329,
            -1117096,
            -650618
        ],
        [
            2.729592,
            2.738863,
            2.707433,
            1.236975,
            0.86355,
            2.142532
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            37.037037,
            26.829268,
            47.5,
            37.037037,
            26.829268,
            47.5
        ],
        [
            4.640306,
            7.469627,
            2.992426,
            2.102857,
            2.355136,
            2.368062
        ],
        [
            537380,
            537380,
            61563,
            654334,
            592828,
            654334
        ],
        [
            -47526,
            -47526,
            -20762,
            -492012,
            -492012,
            -245996
        ],
        [
            42,
            47,
            36,
            42,
            47,
            36
        ],
        [
            73,
            83,
            67,
            73,
            83,
            67
        ],
        [
            23,
            34,
            8,
            23,
            34,
            8
        ],
        [
            3418,
            1954,
            1464,
            3418,
            1954,
            1464
        ],
        [
            0,
            0,
            49.591154,
            0,
            0,
            49.591154
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6148,
            -7586,
            -22956,
            -23174,
            -599716,
            410083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609675200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895875697,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 4,
            "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)