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Trade: EOS/USDT/120/LINREG/WMA/7525

Strategy
EOS/USDT/120/LINREG/WMA/7525
Pair
EOS_USDT
Interval
2h
Score
405335
Daily Profit
0.187407
Profit Factor
1.384015
Profitability
56.854839
Streak
147.355623
Best Strategy
Training Data Length
1961.000000
Evaluation Time
2025-10-03 07:32
Expiration Time
2025-08-04 19:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367505.9922 222233.5126 145272.4797 -29898.0813 853139.3897 -883037.471
Total P&L (%) 367.506 222.2335 145.2725 -29.8981 853.1394 -883.0375
Avg Daily Profit (%) 0.1874 0.1133 0.0741 -0.0181 0.115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176792 -107597 -129770 -2790201 -1285909 -2728156
Profit Factor 1.384 1.4657 1.3027 0.997 1.1986 0.8406
Total Trades 248 124 124 248 124 124
Winning Trades 141 68 73 141 68 73
Losing Trades 107 56 51 107 56 51
Profitability (%) 56.8548 54.8387 58.871 56.8548 54.8387 58.871
Ratio Avg Win / Avg Loss 1.0503 1.2071 0.9101 0.7566 0.9871 0.5873
Largest Winning Trade 62688 62688 55570 438680 438680 402407
Largest Losing Trade -94768 -43217 -94768 -2698426 -518545 -2698426
Avg Bars in Trades 93 94 92 93 94 92
Avg Bars in Winners 98 99 96 98 99 96
Avg Bars in Losers 88 88 87 88 88 87
Bars Traded 23278 11755 11523 23278 11755 11523
Profit Streak 147.3556 206.939 147.3556 147.3556 206.939 147.3556
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405335 -38819 -94099 -577629 -40946 -579279
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23532,
    "evaluation_days": 1961,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759465925846,
    "expiration_time": 1754324294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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": [
        [
            367505.9922137351,
            222233.5125545011,
            145272.479659234,
            -29898.0813440877,
            853139.38967683,
            -883037.4710209176
        ],
        [
            367.505992,
            222.233513,
            145.27248,
            -29.898081,
            853.13939,
            -883.037471
        ],
        [
            0.187407,
            0.113327,
            0.074081,
            -0.018113,
            0.115038,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176792,
            -107597,
            -129770,
            -2790201,
            -1285909,
            -2728156
        ],
        [
            1.384015,
            1.465748,
            1.302743,
            0.99696,
            1.198605,
            0.840584
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            141,
            68,
            73,
            141,
            68,
            73
        ],
        [
            107,
            56,
            51,
            107,
            56,
            51
        ],
        [
            56.854839,
            54.83871,
            58.870968,
            56.854839,
            54.83871,
            58.870968
        ],
        [
            1.050281,
            1.207086,
            0.910135,
            0.756558,
            0.987087,
            0.587257
        ],
        [
            62688,
            62688,
            55570,
            438680,
            438680,
            402407
        ],
        [
            -94768,
            -43217,
            -94768,
            -2698426,
            -518545,
            -2698426
        ],
        [
            93,
            94,
            92,
            93,
            94,
            92
        ],
        [
            98,
            99,
            96,
            98,
            99,
            96
        ],
        [
            88,
            88,
            87,
            88,
            88,
            87
        ],
        [
            23278,
            11755,
            11523,
            23278,
            11755,
            11523
        ],
        [
            147.355623,
            206.938956,
            147.355623,
            147.355623,
            206.938957,
            147.355623
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405335,
            -38819,
            -94099,
            -577629,
            -40946,
            -579279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23532,
    "evaluation_days": 1961,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759465925846,
    "expiration_time": 1754324294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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)