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Trade: EOS/USDT/360/LINREG/FWMA/6812

Strategy
EOS/USDT/360/LINREG/FWMA/6812
Pair
EOS_USDT
Interval
6h
Score
306539
Daily Profit
0.174080
Profit Factor
1.268325
Profitability
40.811966
Streak
152.730378
Best Strategy
Training Data Length
2378.250000
Evaluation Time
2025-10-07 08:31
Expiration Time
2025-08-05 11:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414006.0821 300340.8059 113665.2762 335223.044 439360.5301 -104137.4861
Total P&L (%) 414.0061 300.3408 113.6653 335.223 439.3605 -104.1375
Avg Daily Profit (%) 0.1741 0.1263 0.0478 0.0619 0.0709 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96282 -101662 -92795 -334895 -288741 -344790
Profit Factor 1.2683 1.4374 1.1327 1.1008 1.3065 0.945
Total Trades 468 234 234 468 234 234
Winning Trades 191 99 92 191 99 92
Losing Trades 277 135 142 277 135 142
Profitability (%) 40.812 42.3077 39.3162 40.812 42.3077 39.3162
Ratio Avg Win / Avg Loss 1.8394 1.9601 1.7484 1.5965 1.7816 1.4585
Largest Winning Trade 73667 73667 45320 192498 192498 71961
Largest Losing Trade -42924 -30605 -42924 -167760 -83495 -167760
Avg Bars in Trades 20 21 19 20 21 19
Avg Bars in Winners 31 31 31 31 31 31
Avg Bars in Losers 12 13 10 12 13 10
Bars Traded 9423 4958 4465 9423 4958 4465
Profit Streak 152.7304 155.9804 152.7304 152.7304 155.9804 152.7304
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306539 -23858 -205122 -218736 -98526 -581744
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9513,
    "evaluation_days": 2378.25,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544011200000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759815104718,
    "expiration_time": 1754382024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 54,
            "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": [
        [
            414006.0820865277,
            300340.8059143652,
            113665.2761721626,
            335223.0440150561,
            439360.5300782776,
            -104137.4860632215
        ],
        [
            414.006082,
            300.340806,
            113.665276,
            335.223044,
            439.36053,
            -104.137486
        ],
        [
            0.17408,
            0.126286,
            0.047794,
            0.061858,
            0.070885,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96282,
            -101662,
            -92795,
            -334895,
            -288741,
            -344790
        ],
        [
            1.268325,
            1.437438,
            1.132734,
            1.100813,
            1.306539,
            0.944956
        ],
        [
            468,
            234,
            234,
            468,
            234,
            234
        ],
        [
            191,
            99,
            92,
            191,
            99,
            92
        ],
        [
            277,
            135,
            142,
            277,
            135,
            142
        ],
        [
            40.811966,
            42.307692,
            39.316239,
            40.811966,
            42.307692,
            39.316239
        ],
        [
            1.839403,
            1.960142,
            1.748351,
            1.596467,
            1.781644,
            1.458519
        ],
        [
            73667,
            73667,
            45320,
            192498,
            192498,
            71961
        ],
        [
            -42924,
            -30605,
            -42924,
            -167760,
            -83495,
            -167760
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            9423,
            4958,
            4465,
            9423,
            4958,
            4465
        ],
        [
            152.730378,
            155.980379,
            152.730378,
            152.730379,
            155.980379,
            152.730379
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306539,
            -23858,
            -205122,
            -218736,
            -98526,
            -581744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9513,
    "evaluation_days": 2378.25,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544011200000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759815104718,
    "expiration_time": 1754382024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 54,
            "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)