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Trade: ONE/USDT/480/LINREG/FWMA/1043

Strategy
ONE/USDT/480/LINREG/FWMA/1043
Pair
ONE_USDT
Interval
8h
Score
353094
Daily Profit
0.519100
Profit Factor
2.611639
Profitability
33.846154
Streak
0.000000
Best Strategy
Training Data Length
2323.000000
Evaluation Time
2025-10-10 04:05
Expiration Time
2025-12-18 10:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1205869.9634 1032161.954 173708.0094 8372247.7082 3814696.0714 4557551.6368
Total P&L (%) 1205.87 1032.162 173.708 8372.2477 3814.6961 4557.5516
Avg Daily Profit (%) 0.5191 0.4443 0.0748 0.1913 0.158 0.1655
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93126 -96590 -128405 -7385465 -6335759 -7366550
Profit Factor 2.6116 3.821 1.4543 1.1961 1.172 1.2222
Total Trades 130 65 65 130 65 65
Winning Trades 44 20 24 44 20 24
Losing Trades 86 45 41 86 45 41
Profitability (%) 33.8462 30.7692 36.9231 33.8462 30.7692 36.9231
Ratio Avg Win / Avg Loss 5.1046 8.5972 2.4845 2.3378 2.6369 2.088
Largest Winning Trade 439474 439474 63628 4995964 4995964 4403042
Largest Losing Trade -48683 -48683 -29391 -2886240 -2882291 -2886240
Avg Bars in Trades 50 58 43 50 58 43
Avg Bars in Winners 96 100 93 96 100 93
Avg Bars in Losers 27 39 14 27 39 14
Bars Traded 6623 3781 2842 6623 3781 2842
Profit Streak 0 0 22.0452 0 0 22.0452
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353094 -122380 -227460 -1683 -162029 -128032
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6969,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566086400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760058308278,
    "expiration_time": 1766046816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1205869.963423575,
            1032161.9540335755,
            173708.0093899991,
            8372247.708190059,
            3814696.071421353,
            4557551.636768712
        ],
        [
            1205.869963,
            1032.161954,
            173.708009,
            8372.247708,
            3814.696071,
            4557.551637
        ],
        [
            0.5191,
            0.444323,
            0.074777,
            0.191288,
            0.157995,
            0.165487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93126,
            -96590,
            -128405,
            -7385465,
            -6335759,
            -7366550
        ],
        [
            2.611639,
            3.820998,
            1.454328,
            1.196097,
            1.17195,
            1.222217
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            33.846154,
            30.769231,
            36.923077,
            33.846154,
            30.769231,
            36.923077
        ],
        [
            5.104567,
            8.597245,
            2.484477,
            2.337826,
            2.636887,
            2.087954
        ],
        [
            439474,
            439474,
            63628,
            4995964,
            4995964,
            4403042
        ],
        [
            -48683,
            -48683,
            -29391,
            -2886240,
            -2882291,
            -2886240
        ],
        [
            50,
            58,
            43,
            50,
            58,
            43
        ],
        [
            96,
            100,
            93,
            96,
            100,
            93
        ],
        [
            27,
            39,
            14,
            27,
            39,
            14
        ],
        [
            6623,
            3781,
            2842,
            6623,
            3781,
            2842
        ],
        [
            0,
            0,
            22.045235,
            0,
            0,
            22.045235
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353094,
            -122380,
            -227460,
            -1683,
            -162029,
            -128032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6969,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566086400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760058308278,
    "expiration_time": 1766046816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 27,
            "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)