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Trade: ONE/USDT/720/MIDPRICE/LINREG/9231

Strategy
ONE/USDT/720/MIDPRICE/LINREG/9231
Pair
ONE_USDT
Interval
12h
Score
320674
Daily Profit
0.397665
Profit Factor
1.960089
Profitability
34.586466
Streak
10.434488
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 917810.4305 867281.0798 50529.3508 1103361.3206 975907.7806 127453.54
Total P&L (%) 917.8104 867.2811 50.5294 1103.3613 975.9078 127.4535
Avg Daily Profit (%) 0.3977 0.3758 0.0219 0.1078 0.103 0.0356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91441 -82101 -114564 -2626345 -2034064 -1546990
Profit Factor 1.9601 2.9927 1.097 1.0671 1.1197 1.0154
Total Trades 133 67 66 133 67 66
Winning Trades 46 23 23 46 23 23
Losing Trades 87 44 43 87 44 43
Profitability (%) 34.5865 34.3284 34.8485 34.5865 34.3284 34.8485
Ratio Avg Win / Avg Loss 3.7071 5.7251 2.051 2.0182 2.1421 1.8983
Largest Winning Trade 413686 413686 81340 1922140 1922140 1653005
Largest Losing Trade -28565 -28565 -27344 -831100 -831100 -627833
Avg Bars in Trades 32 26 37 32 26 37
Avg Bars in Winners 66 50 82 66 50 82
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 4296 1792 2504 4296 1792 2504
Profit Streak 10.4345 10.4345 14.9345 10.4345 10.4345 14.9345
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320674 -106865 -407352 -198756 -264905 -477601

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882339796,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 13,
            "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": [
        [
            917810.4305293119,
            867281.0797757686,
            50529.3507535429,
            1103361.3206249971,
            975907.7806066701,
            127453.5400183263
        ],
        [
            917.810431,
            867.28108,
            50.529351,
            1103.361321,
            975.907781,
            127.45354
        ],
        [
            0.397665,
            0.375772,
            0.021893,
            0.107844,
            0.102988,
            0.035612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91441,
            -82101,
            -114564,
            -2626345,
            -2034064,
            -1546990
        ],
        [
            1.960089,
            2.992654,
            1.097037,
            1.067091,
            1.119731,
            1.015365
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            34.586466,
            34.328358,
            34.848485,
            34.586466,
            34.328358,
            34.848485
        ],
        [
            3.707125,
            5.725077,
            2.050981,
            2.018193,
            2.142095,
            1.898291
        ],
        [
            413686,
            413686,
            81340,
            1922140,
            1922140,
            1653005
        ],
        [
            -28565,
            -28565,
            -27344,
            -831100,
            -831100,
            -627833
        ],
        [
            32,
            26,
            37,
            32,
            26,
            37
        ],
        [
            66,
            50,
            82,
            66,
            50,
            82
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4296,
            1792,
            2504,
            4296,
            1792,
            2504
        ],
        [
            10.434488,
            10.434488,
            14.934488,
            10.434488,
            10.434488,
            14.934488
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320674,
            -106865,
            -407352,
            -198756,
            -264905,
            -477601
        ]
    ]
}
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": 1561723200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882339796,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 13,
            "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)