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Trade: XTZ/USDT/480/SSF/LINREG/1926

Strategy
XTZ/USDT/480/SSF/LINREG/1926
Pair
XTZ_USDT
Interval
8h
Score
337174
Daily Profit
0.153438
Profit Factor
1.419748
Profitability
50.000000
Streak
39.569401
Best Strategy
Training Data Length
2195.000000
Evaluation Time
2025-09-27 08:39
Expiration Time
2025-12-01 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336797.398 318149.9385 18647.4595 22605.5014 95083.3122 -72477.8108
Total P&L (%) 336.7974 318.1499 18.6475 22.6055 95.0833 -72.4778
Avg Daily Profit (%) 0.1534 0.1449 0.0085 0.0093 0.0304 -0.0588
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200394 -77561 -159728 -395007 -210337 -266158
Profit Factor 1.4197 2.077 1.0368 1.0178 1.2022 0.9096
Total Trades 128 64 64 128 64 64
Winning Trades 64 31 33 64 31 33
Losing Trades 64 33 31 64 33 31
Profitability (%) 50 48.4375 51.5625 50 48.4375 51.5625
Ratio Avg Win / Avg Loss 1.4197 2.211 0.9739 1.0178 1.2798 0.8545
Largest Winning Trade 116451 116451 62047 76640 68733 76640
Largest Losing Trade -65807 -33793 -65807 -253356 -82962 -253356
Avg Bars in Trades 50 45 54 50 45 54
Avg Bars in Winners 65 58 72 65 58 72
Avg Bars in Losers 34 33 36 34 33 36
Bars Traded 6415 2897 3518 6415 2897 3518
Profit Streak 39.5694 39.5694 71.2361 39.5694 39.5694 71.2361
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337174 -134840 -509015 -385224 -291961 -718788
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6585,
    "evaluation_days": 2195,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572393600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758951596232,
    "expiration_time": 1764620640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "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": [
        [
            336797.3980147154,
            318149.9385285889,
            18647.4594861267,
            22605.5014081254,
            95083.312167087,
            -72477.8107589617
        ],
        [
            336.797398,
            318.149939,
            18.647459,
            22.605501,
            95.083312,
            -72.477811
        ],
        [
            0.153438,
            0.144943,
            0.008495,
            0.009285,
            0.030449,
            -0.058761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200394,
            -77561,
            -159728,
            -395007,
            -210337,
            -266158
        ],
        [
            1.419748,
            2.07702,
            1.036781,
            1.017776,
            1.202235,
            0.909576
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            50,
            48.4375,
            51.5625,
            50,
            48.4375,
            51.5625
        ],
        [
            1.419748,
            2.211021,
            0.973946,
            1.017776,
            1.279798,
            0.854451
        ],
        [
            116451,
            116451,
            62047,
            76640,
            68733,
            76640
        ],
        [
            -65807,
            -33793,
            -65807,
            -253356,
            -82962,
            -253356
        ],
        [
            50,
            45,
            54,
            50,
            45,
            54
        ],
        [
            65,
            58,
            72,
            65,
            58,
            72
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            6415,
            2897,
            3518,
            6415,
            2897,
            3518
        ],
        [
            39.569401,
            39.569401,
            71.236067,
            39.569401,
            39.569401,
            71.236067
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337174,
            -134840,
            -509015,
            -385224,
            -291961,
            -718788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6585,
    "evaluation_days": 2195,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572393600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758951596232,
    "expiration_time": 1764620640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "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)