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Trade: AR/USDT/120/LINREG/KCL/5626

Strategy
AR/USDT/120/LINREG/KCL/5626
Pair
AR_USDT
Interval
2h
Score
443742
Daily Profit
0.319230
Profit Factor
1.699209
Profitability
56.115108
Streak
0.000000
Best Strategy
Training Data Length
1607.330000
Evaluation Time
2025-10-08 02:16
Expiration Time
2025-12-04 20:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -698131.1023 -4747.3067 -693383.7956 16682184.9779 1611128.0556 15071056.9223
Total P&L (%) -698.1311 -4.7473 -693.3838 16682.185 1611.1281 15071.0569
Avg Daily Profit (%) -0.4343 -0.003 -0.4314 0.3192 0.1768 0.3129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -940225 -73319 -896019 -5567850 -3468960 -5394041
Profit Factor 0.5085 0.976 0.4328 1.6992 1.1931 1.9715
Total Trades 139 70 69 139 70 69
Winning Trades 98 42 56 78 40 38
Losing Trades 41 28 13 61 30 31
Profitability (%) 70.5036 60 81.1594 56.1151 57.1429 55.0725
Ratio Avg Win / Avg Loss 0.2128 0.6507 0.1005 1.3289 0.8948 1.6083
Largest Winning Trade 27529 18273 27529 4685155 989974 4685155
Largest Losing Trade -668662 -22628 -668662 -4801064 -1964218 -4801064
Avg Bars in Trades 134 45 225 134 45 225
Avg Bars in Winners 70 17 109 144 48 246
Avg Bars in Losers 288 86 725 121 40 200
Bars Traded 18726 3162 15564 18726 3162 15564
Profit Streak 0 0 66.0532 0 0 66.0532
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577752 -673662 -677897 443742 -95241 -87715
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19288,
    "evaluation_days": 1607.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622656800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759878998338,
    "expiration_time": 1764873849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "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": [
        [
            -698131.1023368663,
            -4747.3067203184,
            -693383.7956165475,
            16682184.97789852,
            1611128.0555838603,
            15071056.922314664
        ],
        [
            -698.131102,
            -4.747307,
            -693.383796,
            16682.184978,
            1611.128056,
            15071.056922
        ],
        [
            -0.434342,
            -0.002954,
            -0.431389,
            0.31923,
            0.17683,
            0.312931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -940225,
            -73319,
            -896019,
            -5567850,
            -3468960,
            -5394041
        ],
        [
            0.508534,
            0.97604,
            0.432756,
            1.699209,
            1.193061,
            1.971481
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            98,
            42,
            56,
            78,
            40,
            38
        ],
        [
            41,
            28,
            13,
            61,
            30,
            31
        ],
        [
            70.503597,
            60,
            81.15942,
            56.115108,
            57.142857,
            55.072464
        ],
        [
            0.212754,
            0.650693,
            0.100461,
            1.328869,
            0.894796,
            1.608313
        ],
        [
            27529,
            18273,
            27529,
            4685155,
            989974,
            4685155
        ],
        [
            -668662,
            -22628,
            -668662,
            -4801064,
            -1964218,
            -4801064
        ],
        [
            134,
            45,
            225,
            134,
            45,
            225
        ],
        [
            70,
            17,
            109,
            144,
            48,
            246
        ],
        [
            288,
            86,
            725,
            121,
            40,
            200
        ],
        [
            18726,
            3162,
            15564,
            18726,
            3162,
            15564
        ],
        [
            0,
            0,
            66.053221,
            0,
            0,
            66.053221
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577752,
            -673662,
            -677897,
            443742,
            -95241,
            -87715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19288,
    "evaluation_days": 1607.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622656800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759878998338,
    "expiration_time": 1764873849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "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)