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Trade: FIL/USDT/720/LINREG/OHLC4/9990

Strategy
FIL/USDT/720/LINREG/OHLC4/9990
Pair
FIL_USDT
Interval
12h
Score
305809
Daily Profit
0.354528
Profit Factor
1.757655
Profitability
34.782609
Streak
0.000000
Best Strategy
Training Data Length
1809.500000
Evaluation Time
2025-09-28 17:14
Expiration Time
2025-11-21 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641518.476 345383.2807 296135.1953 4019525.9785 2138856.0567 1880669.9218
Total P&L (%) 641.5185 345.3833 296.1352 4019.526 2138.8561 1880.6699
Avg Daily Profit (%) 0.3545 0.1909 0.1637 0.2057 0.1719 0.1652
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108745 -99461 -49524 -8480640 -5870662 -4677630
Profit Factor 1.7577 1.6931 1.85 1.1083 1.1107 1.1058
Total Trades 276 138 138 276 138 138
Winning Trades 96 39 57 96 39 57
Losing Trades 180 99 81 180 99 81
Profitability (%) 34.7826 28.2609 41.3043 34.7826 28.2609 41.3043
Ratio Avg Win / Avg Loss 3.2956 4.2978 2.629 2.0781 2.8194 1.5714
Largest Winning Trade 113356 113356 49202 4053539 4053539 1961642
Largest Losing Trade -31381 -31381 -21591 -2564489 -835825 -2564489
Avg Bars in Trades 12 13 11 12 13 11
Avg Bars in Winners 23 25 21 23 25 21
Avg Bars in Losers 7 8 5 7 8 5
Bars Traded 3544 1892 1652 3544 1892 1652
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 305809 -4602 271041 -96356 -105225 -98600
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605052800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068885195,
    "expiration_time": 1763751024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            641518.4760176417,
            345383.2807406538,
            296135.195276988,
            4019525.978512806,
            2138856.0566927516,
            1880669.921820059
        ],
        [
            641.518476,
            345.383281,
            296.135195,
            4019.525979,
            2138.856057,
            1880.669922
        ],
        [
            0.354528,
            0.190872,
            0.163656,
            0.2057,
            0.171938,
            0.165155
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108745,
            -99461,
            -49524,
            -8480640,
            -5870662,
            -4677630
        ],
        [
            1.757655,
            1.693087,
            1.850011,
            1.108336,
            1.110678,
            1.105789
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            96,
            39,
            57,
            96,
            39,
            57
        ],
        [
            180,
            99,
            81,
            180,
            99,
            81
        ],
        [
            34.782609,
            28.26087,
            41.304348,
            34.782609,
            28.26087,
            41.304348
        ],
        [
            3.295603,
            4.297836,
            2.628962,
            2.078129,
            2.819414,
            1.571384
        ],
        [
            113356,
            113356,
            49202,
            4053539,
            4053539,
            1961642
        ],
        [
            -31381,
            -31381,
            -21591,
            -2564489,
            -835825,
            -2564489
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            7,
            8,
            5,
            7,
            8,
            5
        ],
        [
            3544,
            1892,
            1652,
            3544,
            1892,
            1652
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305809,
            -4602,
            271041,
            -96356,
            -105225,
            -98600
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605052800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068885195,
    "expiration_time": 1763751024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)