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Trade: AR/USDT/360/MIDPRICE/LINREG/9955

Strategy
AR/USDT/360/MIDPRICE/LINREG/9955
Pair
AR_USDT
Interval
6h
Score
304562
Daily Profit
0.230078
Profit Factor
2.372112
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-26 13:27
Expiration Time
2025-11-11 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416449.4124 366801.2979 49648.1145 37426.5205 276119.3025 -238692.782
Total P&L (%) 416.4494 366.8013 49.6481 37.4265 276.1193 -238.6928
Avg Daily Profit (%) 0.2612 0.2301 0.0311 0.0199 0.0831 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187824 -95274 -82589 -323254 -293295 -188291
Profit Factor 1.8296 2.3721 1.2116 1.0398 1.6134 0.5121
Total Trades 59 30 29 59 30 29
Winning Trades 26 12 14 26 12 14
Losing Trades 33 18 15 33 18 15
Profitability (%) 44.0678 40 48.2759 44.0678 40 48.2759
Ratio Avg Win / Avg Loss 2.3222 3.5582 1.2981 1.3198 2.4202 0.5486
Largest Winning Trade 243449 243449 67029 243449 243449 132780
Largest Losing Trade -79173 -32911 -79173 -160365 -122430 -160365
Avg Bars in Trades 102 76 129 102 76 129
Avg Bars in Winners 156 104 200 156 104 200
Avg Bars in Losers 60 57 63 60 57 63
Bars Traded 6046 2291 3755 6046 2291 3755
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 -170191 304562 -153830 -527169 -82849 -581503

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624471200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882433086,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 64,
            "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": [
        [
            416449.4123658709,
            366801.2978741375,
            49648.1144917334,
            37426.5204685194,
            276119.3025042365,
            -238692.7820357169
        ],
        [
            416.449412,
            366.801298,
            49.648114,
            37.42652,
            276.119303,
            -238.692782
        ],
        [
            0.26122,
            0.230078,
            0.031142,
            0.019944,
            0.083129,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187824,
            -95274,
            -82589,
            -323254,
            -293295,
            -188291
        ],
        [
            1.829617,
            2.372112,
            1.211582,
            1.039845,
            1.613444,
            0.512071
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            44.067797,
            40,
            48.275862,
            44.067797,
            40,
            48.275862
        ],
        [
            2.322207,
            3.558168,
            1.298124,
            1.319803,
            2.420166,
            0.548648
        ],
        [
            243449,
            243449,
            67029,
            243449,
            243449,
            132780
        ],
        [
            -79173,
            -32911,
            -79173,
            -160365,
            -122430,
            -160365
        ],
        [
            102,
            76,
            129,
            102,
            76,
            129
        ],
        [
            156,
            104,
            200,
            156,
            104,
            200
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            6046,
            2291,
            3755,
            6046,
            2291,
            3755
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170191,
            304562,
            -153830,
            -527169,
            -82849,
            -581503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624471200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882433086,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 64,
            "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)