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Trade: ICP/USDT/360/LINREG/LINREG/3935

Strategy
ICP/USDT/360/LINREG/LINREG/3935
Pair
ICP_USDT
Interval
6h
Score
338595
Daily Profit
0.150010
Profit Factor
1.431991
Profitability
47.500000
Streak
12.106596
Best Strategy
Training Data Length
1603.750000
Evaluation Time
2025-09-30 17:33
Expiration Time
2025-11-17 16:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373708.1602 133129.6126 240578.5477 425976.9656 -254367.3793 680344.345
Total P&L (%) 373.7082 133.1296 240.5785 425.977 -254.3674 680.3443
Avg Daily Profit (%) 0.233 0.083 0.15 0.1036 0 0.1282
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117037 -74809 -99190 -1581098 -1016633 -865334
Profit Factor 1.3169 1.214 1.432 1.0563 0.937 1.193
Total Trades 319 159 160 319 159 160
Winning Trades 138 62 76 138 62 76
Losing Trades 181 97 84 181 97 84
Profitability (%) 43.2602 38.9937 47.5 43.2602 38.9937 47.5
Ratio Avg Win / Avg Loss 1.7273 1.8993 1.5827 1.3855 1.4659 1.3185
Largest Winning Trade 59084 59084 39787 329010 329010 281070
Largest Losing Trade -30967 -30167 -30967 -256328 -256328 -197566
Avg Bars in Trades 19 20 18 19 20 18
Avg Bars in Winners 28 29 27 28 29 27
Avg Bars in Losers 13 15 11 13 15 11
Bars Traded 6330 3309 3021 6330 3309 3021
Profit Streak 9.3566 0 12.1066 9.3566 0 12.1066
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330949 -85180 338595 -213291 -582836 -29513
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6415,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621663200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759242809930,
    "expiration_time": 1763390520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 15,
            "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": [
        [
            373708.1602494149,
            133129.612593747,
            240578.5476556678,
            425976.9656191315,
            -254367.3793332485,
            680344.3449523802
        ],
        [
            373.70816,
            133.129613,
            240.578548,
            425.976966,
            -254.367379,
            680.344345
        ],
        [
            0.233021,
            0.083011,
            0.15001,
            0.103566,
            0,
            0.128192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117037,
            -74809,
            -99190,
            -1581098,
            -1016633,
            -865334
        ],
        [
            1.316935,
            1.213957,
            1.431991,
            1.05633,
            0.936985,
            1.192973
        ],
        [
            319,
            159,
            160,
            319,
            159,
            160
        ],
        [
            138,
            62,
            76,
            138,
            62,
            76
        ],
        [
            181,
            97,
            84,
            181,
            97,
            84
        ],
        [
            43.260188,
            38.993711,
            47.5,
            43.260188,
            38.993711,
            47.5
        ],
        [
            1.727284,
            1.899256,
            1.582727,
            1.385476,
            1.465928,
            1.318549
        ],
        [
            59084,
            59084,
            39787,
            329010,
            329010,
            281070
        ],
        [
            -30967,
            -30167,
            -30967,
            -256328,
            -256328,
            -197566
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            6330,
            3309,
            3021,
            6330,
            3309,
            3021
        ],
        [
            9.356596,
            0,
            12.106596,
            9.356596,
            0,
            12.106596
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330949,
            -85180,
            338595,
            -213291,
            -582836,
            -29513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6415,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621663200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759242809930,
    "expiration_time": 1763390520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 15,
            "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)