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Trade: ONE/USDT/480/LINREG/FWMA/5094

Strategy
ONE/USDT/480/LINREG/FWMA/5094
Pair
ONE_USDT
Interval
8h
Score
582012
Daily Profit
1.307760
Profit Factor
5.477094
Profitability
33.333333
Streak
15.013060
Best Strategy
Training Data Length
2317.670000
Evaluation Time
2025-10-04 19:18
Expiration Time
2025-12-12 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3030955.3149 2829577.7764 201377.5385 17150230.0529 8768584.1367 8381645.9162
Total P&L (%) 3030.9553 2829.5778 201.3775 17150.2301 8768.5841 8381.6459
Avg Daily Profit (%) 1.3078 1.2209 0.0869 0.2225 0.1937 0.1918
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96167 -112000 -95327 -13658416 -11041806 -11597188
Profit Factor 5.4771 9.4282 1.5901 1.2318 1.2257 1.2385
Total Trades 117 58 59 117 58 59
Winning Trades 39 17 22 39 17 22
Losing Trades 78 41 37 78 41 37
Profitability (%) 33.3333 29.3103 37.2881 33.3333 29.3103 37.2881
Ratio Avg Win / Avg Loss 10.9542 22.7386 2.6742 2.4635 2.9561 2.0829
Largest Winning Trade 2528441 2528441 61230 8844813 8844813 7604798
Largest Losing Trade -53986 -53986 -22568 -6923327 -6923327 -4145206
Avg Bars in Trades 56 64 48 56 64 48
Avg Bars in Winners 114 123 108 114 123 108
Avg Bars in Losers 27 40 12 27 40 12
Bars Traded 6601 3762 2839 6601 3762 2839
Profit Streak 15.0131 0 16.6797 15.0131 0 16.6797
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 582012 -169090 -255316 123238 -182425 -172542
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566432000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759594728384,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 33,
            "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": [
        [
            3030955.3148871353,
            2829577.7763666175,
            201377.5385205181,
            17150230.05288583,
            8768584.136703394,
            8381645.91618244
        ],
        [
            3030.955315,
            2829.577776,
            201.377539,
            17150.230053,
            8768.584137,
            8381.645916
        ],
        [
            1.30776,
            1.220872,
            0.086888,
            0.222471,
            0.193705,
            0.191776
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96167,
            -112000,
            -95327,
            -13658416,
            -11041806,
            -11597188
        ],
        [
            5.477094,
            9.428209,
            1.590092,
            1.231774,
            1.225688,
            1.238502
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            33.333333,
            29.310345,
            37.288136,
            33.333333,
            29.310345,
            37.288136
        ],
        [
            10.954188,
            22.738621,
            2.674246,
            2.463548,
            2.95607,
            2.082936
        ],
        [
            2528441,
            2528441,
            61230,
            8844813,
            8844813,
            7604798
        ],
        [
            -53986,
            -53986,
            -22568,
            -6923327,
            -6923327,
            -4145206
        ],
        [
            56,
            64,
            48,
            56,
            64,
            48
        ],
        [
            114,
            123,
            108,
            114,
            123,
            108
        ],
        [
            27,
            40,
            12,
            27,
            40,
            12
        ],
        [
            6601,
            3762,
            2839,
            6601,
            3762,
            2839
        ],
        [
            15.01306,
            0,
            16.679727,
            15.01306,
            0,
            16.679727
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            582012,
            -169090,
            -255316,
            123238,
            -182425,
            -172542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566432000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759594728384,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 33,
            "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)