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Trade: ONE/USDT/720/LINREG/SSF/8882

Strategy
ONE/USDT/720/LINREG/SSF/8882
Pair
ONE_USDT
Interval
12h
Score
594939
Daily Profit
0.390901
Profit Factor
3.764721
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2311.500000
Evaluation Time
2025-09-28 13:50
Expiration Time
2025-12-06 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 992252.9442 903567.5733 88685.3709 327230.0444 816402.0139 -489171.9695
Total P&L (%) 992.2529 903.5676 88.6854 327.23 816.402 -489.172
Avg Daily Profit (%) 0.4293 0.3909 0.0384 0.0628 0.0959 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127529 -166392 -134141 -599916 -332572 -900525
Profit Factor 2.3629 3.7647 1.221 1.1535 2.1415 0.6547
Total Trades 64 32 32 64 32 32
Winning Trades 34 16 18 34 16 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.125 50 56.25 53.125 50 56.25
Ratio Avg Win / Avg Loss 2.0849 3.7647 0.9497 1.0178 2.1415 0.5092
Largest Winning Trade 331782 331782 62024 422105 422105 136321
Largest Losing Trade -86860 -52235 -86860 -479740 -148216 -479740
Avg Bars in Trades 68 81 55 68 81 55
Avg Bars in Winners 73 81 66 73 81 66
Avg Bars in Losers 62 81 42 62 81 42
Bars Traded 4386 2607 1779 4386 2607 1779
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 -128596 594939 -142937 -303784 -60504 -580000
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056654924,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            992252.944214032,
            903567.5733406328,
            88685.3708733988,
            327230.0444096542,
            816402.0138881372,
            -489171.9694784833
        ],
        [
            992.252944,
            903.567573,
            88.685371,
            327.230044,
            816.402014,
            -489.171969
        ],
        [
            0.429268,
            0.390901,
            0.038367,
            0.062843,
            0.095883,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127529,
            -166392,
            -134141,
            -599916,
            -332572,
            -900525
        ],
        [
            2.36291,
            3.764721,
            1.221039,
            1.153503,
            2.141496,
            0.654672
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.125,
            50,
            56.25,
            53.125,
            50,
            56.25
        ],
        [
            2.08492,
            3.764721,
            0.949697,
            1.017797,
            2.141496,
            0.509189
        ],
        [
            331782,
            331782,
            62024,
            422105,
            422105,
            136321
        ],
        [
            -86860,
            -52235,
            -86860,
            -479740,
            -148216,
            -479740
        ],
        [
            68,
            81,
            55,
            68,
            81,
            55
        ],
        [
            73,
            81,
            66,
            73,
            81,
            66
        ],
        [
            62,
            81,
            42,
            62,
            81,
            42
        ],
        [
            4386,
            2607,
            1779,
            4386,
            2607,
            1779
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128596,
            594939,
            -142937,
            -303784,
            -60504,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056654924,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    }
}

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)