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Trade: FIL/USDT/720/MIDPOINT/LINREG/4967

Strategy
FIL/USDT/720/MIDPOINT/LINREG/4967
Pair
FIL_USDT
Interval
12h
Score
355271
Daily Profit
0.173959
Profit Factor
1.435854
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-04 08:43
Expiration Time
2025-11-27 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315736.0416 163988.9733 151747.0683 144266.6554 -234871.0636 379137.719
Total P&L (%) 315.736 163.989 151.7471 144.2667 -234.8711 379.1377
Avg Daily Profit (%) 0.174 0.0904 0.0836 0.0492 0 0.0864
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161019 -128449 -93976 -843027 -650393 -336738
Profit Factor 1.4359 1.5071 1.3784 1.0581 0.8065 1.2985
Total Trades 133 67 66 133 67 66
Winning Trades 76 39 37 76 39 37
Losing Trades 57 28 29 57 28 29
Profitability (%) 57.1429 58.209 56.0606 57.1429 58.209 56.0606
Ratio Avg Win / Avg Loss 1.0769 1.082 1.0804 0.7936 0.579 1.0178
Largest Winning Trade 70264 62271 70264 276703 174308 276703
Largest Losing Trade -49743 -30820 -49743 -280604 -156058 -280604
Avg Bars in Trades 26 16 37 26 16 37
Avg Bars in Winners 25 16 35 25 16 35
Avg Bars in Losers 27 16 38 27 16 38
Bars Traded 3551 1100 2451 3551 1100 2451
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 355271 -186325 -204162 -283924 -696116 -200975
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605182400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759556625434,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 57,
            "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": [
        [
            315736.0416243275,
            163988.9733163199,
            151747.0683080075,
            144266.655387177,
            -234871.0636153092,
            379137.7190024864
        ],
        [
            315.736042,
            163.988973,
            151.747068,
            144.266655,
            -234.871064,
            379.137719
        ],
        [
            0.173959,
            0.090352,
            0.083607,
            0.049218,
            0,
            0.086363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161019,
            -128449,
            -93976,
            -843027,
            -650393,
            -336738
        ],
        [
            1.435854,
            1.507109,
            1.378396,
            1.058087,
            0.806468,
            1.298523
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            57.142857,
            58.208955,
            56.060606,
            57.142857,
            58.208955,
            56.060606
        ],
        [
            1.076891,
            1.082027,
            1.080365,
            0.793565,
            0.579002,
            1.017761
        ],
        [
            70264,
            62271,
            70264,
            276703,
            174308,
            276703
        ],
        [
            -49743,
            -30820,
            -49743,
            -280604,
            -156058,
            -280604
        ],
        [
            26,
            16,
            37,
            26,
            16,
            37
        ],
        [
            25,
            16,
            35,
            25,
            16,
            35
        ],
        [
            27,
            16,
            38,
            27,
            16,
            38
        ],
        [
            3551,
            1100,
            2451,
            3551,
            1100,
            2451
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355271,
            -186325,
            -204162,
            -283924,
            -696116,
            -200975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605182400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759556625434,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 57,
            "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)