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Trade: APT/USDT/15/LINREG/KCL/5778

Strategy
APT/USDT/15/LINREG/KCL/5778
Pair
APT_USDT
Interval
15m
Score
399094
Daily Profit
0.455256
Profit Factor
1.590990
Profitability
66.417910
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:49
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118557.7608 32785.8553 85771.9055 169308.7006 40881.3709 128427.3297
Total P&L (%) 118.5578 32.7859 85.7719 169.3087 40.8814 128.4273
Avg Daily Profit (%) 0.4553 0.1259 0.3294 0.3811 0.1317 0.3177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27933 -20295 -23148 -68948 -51827 -55379
Profit Factor 1.591 1.3305 1.8457 1.3692 1.1831 1.5456
Total Trades 134 67 67 134 67 67
Winning Trades 89 43 46 89 43 46
Losing Trades 45 24 21 45 24 21
Profitability (%) 66.4179 64.1791 68.6567 66.4179 64.1791 68.6567
Ratio Avg Win / Avg Loss 0.8044 0.7426 0.8426 0.6923 0.6604 0.7056
Largest Winning Trade 12063 12063 11068 27666 27666 22528
Largest Losing Trade -19157 -19157 -17266 -41314 -30088 -41314
Avg Bars in Trades 183 125 241 183 125 241
Avg Bars in Winners 117 74 158 117 74 158
Avg Bars in Losers 313 216 424 313 216 424
Bars Traded 24598 8401 16197 24598 8401 16197
Profit Streak 0 0 6.8886 0 0 6.8886
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399094 -145442 -105520 327489 -156334 -106426
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736415000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937774065,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 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": [
        [
            118557.7607670272,
            32785.8553067792,
            85771.9054602479,
            169308.7006494339,
            40881.370940863,
            128427.3297085708
        ],
        [
            118.557761,
            32.785855,
            85.771905,
            169.308701,
            40.881371,
            128.42733
        ],
        [
            0.455256,
            0.125896,
            0.32936,
            0.381144,
            0.1317,
            0.317702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27933,
            -20295,
            -23148,
            -68948,
            -51827,
            -55379
        ],
        [
            1.59099,
            1.330547,
            1.845693,
            1.369166,
            1.183134,
            1.545589
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            66.41791,
            64.179104,
            68.656716,
            66.41791,
            64.179104,
            68.656716
        ],
        [
            0.804433,
            0.742631,
            0.842599,
            0.692275,
            0.660354,
            0.705595
        ],
        [
            12063,
            12063,
            11068,
            27666,
            27666,
            22528
        ],
        [
            -19157,
            -19157,
            -17266,
            -41314,
            -30088,
            -41314
        ],
        [
            183,
            125,
            241,
            183,
            125,
            241
        ],
        [
            117,
            74,
            158,
            117,
            74,
            158
        ],
        [
            313,
            216,
            424,
            313,
            216,
            424
        ],
        [
            24598,
            8401,
            16197,
            24598,
            8401,
            16197
        ],
        [
            0,
            0,
            6.888589,
            0,
            0,
            6.888589
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399094,
            -145442,
            -105520,
            327489,
            -156334,
            -106426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736415000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937774065,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 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)