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Trade: ONE/USDT/720/WMA/LINREG/8332

Strategy
ONE/USDT/720/WMA/LINREG/8332
Pair
ONE_USDT
Interval
12h
Score
345988
Daily Profit
0.154129
Profit Factor
1.457955
Profitability
52.777778
Streak
46.419924
Best Strategy
Training Data Length
2321.500000
Evaluation Time
2025-10-08 13:04
Expiration Time
2025-12-16 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2486488.5954 2326760.947 159727.6484 4142993.7526 672320.762 3470672.9906
Total P&L (%) 2486.4886 2326.7609 159.7276 4142.9938 672.3208 3470.673
Avg Daily Profit (%) 1.0711 1.0023 0.0688 0.1616 0.0881 0.1541
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133156 -127787 -65171 -6429083 -5181948 -2560463
Profit Factor 4.845 7.1207 1.5993 1.1956 1.0494 1.458
Total Trades 73 37 36 73 37 36
Winning Trades 27 8 19 27 8 19
Losing Trades 46 29 17 46 29 17
Profitability (%) 36.9863 21.6216 52.7778 36.9863 21.6216 52.7778
Ratio Avg Win / Avg Loss 8.2545 25.8125 1.4309 2.037 3.8042 1.3045
Largest Winning Trade 1991224 1991224 79691 3246882 3246882 2243916
Largest Losing Trade -49043 -29380 -49043 -1982004 -1982004 -1967497
Avg Bars in Trades 61 53 68 61 53 68
Avg Bars in Winners 100 125 89 100 125 89
Avg Bars in Losers 37 34 44 37 34 44
Bars Traded 4453 1997 2456 4453 1997 2456
Profit Streak 0 0 46.4199 0 0 46.4199
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60255 -22829 -98238 -77834 -284655 345988
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759917881464,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 56,
            "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": [
        [
            2486488.5954139964,
            2326760.9469813337,
            159727.6484326632,
            4142993.752638151,
            672320.7620445859,
            3470672.990593563
        ],
        [
            2486.488595,
            2326.760947,
            159.727648,
            4142.993753,
            672.320762,
            3470.672991
        ],
        [
            1.07107,
            1.002266,
            0.068804,
            0.161571,
            0.088095,
            0.154129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133156,
            -127787,
            -65171,
            -6429083,
            -5181948,
            -2560463
        ],
        [
            4.845032,
            7.120677,
            1.59929,
            1.195646,
            1.049445,
            1.457955
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            27,
            8,
            19,
            27,
            8,
            19
        ],
        [
            46,
            29,
            17,
            46,
            29,
            17
        ],
        [
            36.986301,
            21.621622,
            52.777778,
            36.986301,
            21.621622,
            52.777778
        ],
        [
            8.254499,
            25.812453,
            1.430944,
            2.037026,
            3.804238,
            1.304486
        ],
        [
            1991224,
            1991224,
            79691,
            3246882,
            3246882,
            2243916
        ],
        [
            -49043,
            -29380,
            -49043,
            -1982004,
            -1982004,
            -1967497
        ],
        [
            61,
            53,
            68,
            61,
            53,
            68
        ],
        [
            100,
            125,
            89,
            100,
            125,
            89
        ],
        [
            37,
            34,
            44,
            37,
            34,
            44
        ],
        [
            4453,
            1997,
            2456,
            4453,
            1997,
            2456
        ],
        [
            0,
            0,
            46.419924,
            0,
            0,
            46.419924
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60255,
            -22829,
            -98238,
            -77834,
            -284655,
            345988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759917881464,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 56,
            "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)