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Trade: ONE/USDT/360/LINREG/SMA/4390

Strategy
ONE/USDT/360/LINREG/SMA/4390
Pair
ONE_USDT
Interval
6h
Score
585268
Daily Profit
0.235737
Profit Factor
7.340802
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 09:56
Expiration Time
2025-12-14 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2316169.6128 -100404.2253 -2215765.3875 -212315.9305 23444660.7304 -23656976.6608
Total P&L (%) -2316.1696 -100.4042 -2215.7654 -212.3159 23444.6607 -23656.9767
Avg Daily Profit (%) -0.9986 -0.0433 -0.9553 0 0.2357 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2441979 -190233 -2297391 -31509192 -2561321 -31783694
Profit Factor 0.2237 0.7511 0.1412 0.9942 7.3408 0.2748
Total Trades 67 33 34 67 33 34
Winning Trades 41 17 24 27 16 11
Losing Trades 26 16 10 40 17 23
Profitability (%) 61.194 51.5152 70.5882 40.2985 48.4848 32.3529
Ratio Avg Win / Avg Loss 0.1419 0.7069 0.0589 1.4728 7.7996 0.5745
Largest Winning Trade 53672 53672 46375 15216043 15216043 2243247
Largest Losing Trade -1753311 -81251 -1753311 -21932133 -1837641 -21932133
Avg Bars in Trades 128 143 113 128 143 113
Avg Bars in Winners 54 59 50 187 209 155
Avg Bars in Losers 245 233 263 88 82 92
Bars Traded 8590 4748 3842 8590 4748 3842
Profit Streak 86.039 86.039 129.039 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -698874 -579645 -576775 -704161 585268 -587657
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9278,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562997600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759733767470,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "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": [
        [
            -2316169.6128164534,
            -100404.2252692537,
            -2215765.3875471996,
            -212315.9304811279,
            23444660.730363943,
            -23656976.66084506
        ],
        [
            -2316.169613,
            -100.404225,
            -2215.765388,
            -212.31593,
            23444.66073,
            -23656.976661
        ],
        [
            -0.998564,
            -0.043287,
            -0.955277,
            0,
            0.235737,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2441979,
            -190233,
            -2297391,
            -31509192,
            -2561321,
            -31783694
        ],
        [
            0.223715,
            0.751131,
            0.141248,
            0.994154,
            7.340802,
            0.27478
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            41,
            17,
            24,
            27,
            16,
            11
        ],
        [
            26,
            16,
            10,
            40,
            17,
            23
        ],
        [
            61.19403,
            51.515152,
            70.588235,
            40.298507,
            48.484848,
            32.352941
        ],
        [
            0.141868,
            0.706947,
            0.058853,
            1.472821,
            7.799602,
            0.57454
        ],
        [
            53672,
            53672,
            46375,
            15216043,
            15216043,
            2243247
        ],
        [
            -1753311,
            -81251,
            -1753311,
            -21932133,
            -1837641,
            -21932133
        ],
        [
            128,
            143,
            113,
            128,
            143,
            113
        ],
        [
            54,
            59,
            50,
            187,
            209,
            155
        ],
        [
            245,
            233,
            263,
            88,
            82,
            92
        ],
        [
            8590,
            4748,
            3842,
            8590,
            4748,
            3842
        ],
        [
            86.038975,
            86.038975,
            129.038975,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -698874,
            -579645,
            -576775,
            -704161,
            585268,
            -587657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9278,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562997600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759733767470,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "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)