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Trade: ONE/USDT/720/LINREG/KCB/2521

Strategy
ONE/USDT/720/LINREG/KCB/2521
Pair
ONE_USDT
Interval
12h
Score
522385
Daily Profit
1.084587
Profit Factor
7.383856
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 15:05
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2508075.3148 2516783.2347 -8707.92 -198286.7561 783654.3891 -981941.1452
Total P&L (%) 2508.0753 2516.7832 -8.7079 -198.2868 783.6544 -981.9411
Avg Daily Profit (%) 1.0808 1.0846 -0.0038 0 0.0939 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196669 -176597 -175269 -1100978 -359537 -1224632
Profit Factor 4.2001 7.3839 0.9776 0.8966 2.4998 0.296
Total Trades 59 29 30 59 29 30
Winning Trades 24 9 15 26 17 9
Losing Trades 35 20 15 33 12 21
Profitability (%) 40.678 31.0345 50 44.0678 58.6207 30
Ratio Avg Win / Avg Loss 6.1252 16.4086 0.9776 1.138 1.7645 0.6906
Largest Winning Trade 2380034 2380034 49283 648356 648356 312841
Largest Losing Trade -111772 -54590 -111772 -974422 -359537 -974422
Avg Bars in Trades 74 90 59 74 90 59
Avg Bars in Winners 97 111 89 87 103 57
Avg Bars in Losers 58 80 29 64 71 60
Bars Traded 4395 2616 1779 4395 2616 1779
Profit Streak 47.5036 0 329.5036 0 291.0036 0
Trades During Streak 1 0 3 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162224 522385 -579480 -760918 -60338 -588603
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566604800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838714885,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            2508075.3147706576,
            2516783.2347293994,
            -8707.9199587419,
            -198286.7561129743,
            783654.3890794565,
            -981941.1451924308
        ],
        [
            2508.075315,
            2516.783235,
            -8.70792,
            -198.286756,
            783.654389,
            -981.941145
        ],
        [
            1.080834,
            1.084587,
            -0.003753,
            0,
            0.093942,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196669,
            -176597,
            -175269,
            -1100978,
            -359537,
            -1224632
        ],
        [
            4.200108,
            7.383856,
            0.977644,
            0.896579,
            2.499772,
            0.295982
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            24,
            9,
            15,
            26,
            17,
            9
        ],
        [
            35,
            20,
            15,
            33,
            12,
            21
        ],
        [
            40.677966,
            31.034483,
            50,
            44.067797,
            58.62069,
            30
        ],
        [
            6.125158,
            16.408569,
            0.977644,
            1.137966,
            1.764545,
            0.690624
        ],
        [
            2380034,
            2380034,
            49283,
            648356,
            648356,
            312841
        ],
        [
            -111772,
            -54590,
            -111772,
            -974422,
            -359537,
            -974422
        ],
        [
            74,
            90,
            59,
            74,
            90,
            59
        ],
        [
            97,
            111,
            89,
            87,
            103,
            57
        ],
        [
            58,
            80,
            29,
            64,
            71,
            60
        ],
        [
            4395,
            2616,
            1779,
            4395,
            2616,
            1779
        ],
        [
            47.503644,
            0,
            329.503644,
            0,
            291.003644,
            0
        ],
        [
            1,
            0,
            3,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162224,
            522385,
            -579480,
            -760918,
            -60338,
            -588603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566604800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838714885,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)