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Trade: APT/USDT/15/LINREG/KCL/3856

Strategy
APT/USDT/15/LINREG/KCL/3856
Pair
APT_USDT
Interval
15m
Score
334498
Daily Profit
0.216955
Profit Factor
1.655855
Profitability
68.571429
Streak
19.451283
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 04:34
Expiration Time
2025-12-20 03:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72639.7816 16140.3385 56499.4432 77014.0492 21793.0298 55221.0193
Total P&L (%) 72.6398 16.1403 56.4994 77.014 21.793 55.221
Avg Daily Profit (%) 0.2789 0.062 0.217 0.2195 0.0757 0.169
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29125 -16105 -23922 -42930 -18956 -36302
Profit Factor 1.5626 1.3757 1.6559 1.4258 1.406 1.4342
Total Trades 71 36 35 71 36 35
Winning Trades 47 23 24 47 23 24
Losing Trades 24 13 11 24 13 11
Profitability (%) 66.1972 63.8889 68.5714 66.1972 63.8889 68.5714
Ratio Avg Win / Avg Loss 0.7979 0.7776 0.7589 0.7281 0.7947 0.6573
Largest Winning Trade 13956 7931 13956 17948 9844 17948
Largest Losing Trade -21746 -16105 -21746 -32388 -18185 -32388
Avg Bars in Trades 327 82 580 327 82 580
Avg Bars in Winners 255 75 428 255 75 428
Avg Bars in Losers 469 93 912 469 93 912
Bars Traded 23273 2963 20310 23273 2963 20310
Profit Streak 19.4513 19.4825 19.4513 19.4513 19.4825 19.4513
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80411 -118877 334498 -81755 -96582 276302
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737215100000,
    "first_datapoint_time": 1737385200000,
    "last_datapoint_time": 1759714200000,
    "evaluation_time": 1759714490838,
    "expiration_time": 1766194200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            72639.7816226516,
            16140.3384617274,
            56499.4431609243,
            77014.0491531716,
            21793.0298302986,
            55221.0193228732
        ],
        [
            72.639782,
            16.140338,
            56.499443,
            77.014049,
            21.79303,
            55.221019
        ],
        [
            0.278933,
            0.061978,
            0.216955,
            0.219524,
            0.075734,
            0.168978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29125,
            -16105,
            -23922,
            -42930,
            -18956,
            -36302
        ],
        [
            1.562627,
            1.37569,
            1.655855,
            1.425806,
            1.406003,
            1.434163
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            66.197183,
            63.888889,
            68.571429,
            66.197183,
            63.888889,
            68.571429
        ],
        [
            0.797937,
            0.777564,
            0.758933,
            0.728071,
            0.794697,
            0.657325
        ],
        [
            13956,
            7931,
            13956,
            17948,
            9844,
            17948
        ],
        [
            -21746,
            -16105,
            -21746,
            -32388,
            -18185,
            -32388
        ],
        [
            327,
            82,
            580,
            327,
            82,
            580
        ],
        [
            255,
            75,
            428,
            255,
            75,
            428
        ],
        [
            469,
            93,
            912,
            469,
            93,
            912
        ],
        [
            23273,
            2963,
            20310,
            23273,
            2963,
            20310
        ],
        [
            19.451283,
            19.482533,
            19.451283,
            19.451283,
            19.482533,
            19.451283
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80411,
            -118877,
            334498,
            -81755,
            -96582,
            276302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737215100000,
    "first_datapoint_time": 1737385200000,
    "last_datapoint_time": 1759714200000,
    "evaluation_time": 1759714490838,
    "expiration_time": 1766194200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)