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Trade: ONE/USDT/720/LINREG/HMA/2325

Strategy
ONE/USDT/720/LINREG/HMA/2325
Pair
ONE_USDT
Interval
12h
Score
716547
Daily Profit
0.749402
Profit Factor
6.440478
Profitability
45.161290
Streak
116.934556
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 13:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1886979.8034 1729620.1392 157359.6642 4474573.7366 1558660.3629 2915913.3737
Total P&L (%) 1886.9798 1729.6201 157.3597 4474.5737 1558.6604 2915.9134
Avg Daily Profit (%) 0.8176 0.7494 0.0682 0.1658 0.1218 0.1477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198028 -159942 -97893 -24648588 -22678107 -12028699
Profit Factor 4.2376 6.4405 1.594 1.1031 1.0615 1.1615
Total Trades 63 31 32 63 31 32
Winning Trades 33 14 19 33 14 19
Losing Trades 30 17 13 30 17 13
Profitability (%) 52.381 45.1613 59.375 52.381 45.1613 59.375
Ratio Avg Win / Avg Loss 3.8523 7.8206 1.0906 1.0028 1.2889 0.7947
Largest Winning Trade 1440464 1440464 58623 15133555 15133555 7368743
Largest Losing Trade -55245 -55245 -46495 -12028699 -11015079 -12028699
Avg Bars in Trades 69 83 56 69 83 56
Avg Bars in Winners 76 87 67 76 87 67
Avg Bars in Losers 62 80 38 62 80 38
Bars Traded 4381 2587 1794 4381 2587 1794
Profit Streak 116.9346 116.9346 309.9346 116.9346 116.9346 309.9346
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128921 716547 -97490 -248749 -184317 -37453

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882345618,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 125,
            "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": [
        [
            1886979.8034449776,
            1729620.1392303563,
            157359.6642146209,
            4474573.736617126,
            1558660.3629254512,
            2915913.37369167
        ],
        [
            1886.979803,
            1729.620139,
            157.359664,
            4474.573737,
            1558.660363,
            2915.913374
        ],
        [
            0.817582,
            0.749402,
            0.06818,
            0.165783,
            0.121764,
            0.147704
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198028,
            -159942,
            -97893,
            -24648588,
            -22678107,
            -12028699
        ],
        [
            4.23755,
            6.440478,
            1.593978,
            1.103065,
            1.061459,
            1.161511
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            52.380952,
            45.16129,
            59.375,
            52.380952,
            45.16129,
            59.375
        ],
        [
            3.852319,
            7.820581,
            1.090617,
            1.002787,
            1.288915,
            0.794718
        ],
        [
            1440464,
            1440464,
            58623,
            15133555,
            15133555,
            7368743
        ],
        [
            -55245,
            -55245,
            -46495,
            -12028699,
            -11015079,
            -12028699
        ],
        [
            69,
            83,
            56,
            69,
            83,
            56
        ],
        [
            76,
            87,
            67,
            76,
            87,
            67
        ],
        [
            62,
            80,
            38,
            62,
            80,
            38
        ],
        [
            4381,
            2587,
            1794,
            4381,
            2587,
            1794
        ],
        [
            116.934556,
            116.934556,
            309.934556,
            116.934556,
            116.934556,
            309.934556
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128921,
            716547,
            -97490,
            -248749,
            -184317,
            -37453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882345618,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 125,
            "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)