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Trade: AVAX/USDT/15/KCL/LINREG/5339

Strategy
AVAX/USDT/15/KCL/LINREG/5339
Pair
AVAX_USDT
Interval
15m
Score
314517
Daily Profit
0.267807
Profit Factor
1.276516
Profitability
51.111111
Streak
23.494348
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 20:36
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69742.3793 40602.6925 29139.6868 53557.7844 23188.3579 30369.4265
Total P&L (%) 69.7424 40.6027 29.1397 53.5578 23.1884 30.3694
Avg Daily Profit (%) 0.2678 0.1559 0.1119 0.1648 0.0801 0.1019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59658 -64441 -16785 -64724 -65328 -15396
Profit Factor 1.2765 1.2473 1.3311 1.2251 1.1493 1.3679
Total Trades 135 67 68 135 67 68
Winning Trades 69 29 40 69 29 40
Losing Trades 66 38 28 66 38 28
Profitability (%) 51.1111 43.2836 58.8235 51.1111 43.2836 58.8235
Ratio Avg Win / Avg Loss 1.221 1.6343 0.9318 1.1719 1.5059 0.9575
Largest Winning Trade 37097 37097 10047 41324 41324 10792
Largest Losing Trade -15007 -15007 -10066 -12117 -12117 -9331
Avg Bars in Trades 181 303 62 181 303 62
Avg Bars in Winners 210 421 57 210 421 57
Avg Bars in Losers 152 213 68 152 213 68
Bars Traded 24555 20330 4225 24555 20330 4225
Profit Streak 23.4943 24.4631 23.4943 23.4943 24.4631 23.4943
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314517 -113989 -156590 232684 -265915 -169599

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736242200000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758649011663,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 196,
            "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": [
        [
            69742.3793178557,
            40602.6924989388,
            29139.6868189169,
            53557.784385645,
            23188.3579343508,
            30369.4264512941
        ],
        [
            69.742379,
            40.602692,
            29.139687,
            53.557784,
            23.188358,
            30.369426
        ],
        [
            0.267807,
            0.155912,
            0.111895,
            0.164834,
            0.080112,
            0.101888
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59658,
            -64441,
            -16785,
            -64724,
            -65328,
            -15396
        ],
        [
            1.276516,
            1.247251,
            1.331127,
            1.225128,
            1.149265,
            1.367896
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            66,
            38,
            28,
            66,
            38,
            28
        ],
        [
            51.111111,
            43.283582,
            58.823529,
            51.111111,
            43.283582,
            58.823529
        ],
        [
            1.221015,
            1.634329,
            0.931789,
            1.171862,
            1.505933,
            0.957528
        ],
        [
            37097,
            37097,
            10047,
            41324,
            41324,
            10792
        ],
        [
            -15007,
            -15007,
            -10066,
            -12117,
            -12117,
            -9331
        ],
        [
            181,
            303,
            62,
            181,
            303,
            62
        ],
        [
            210,
            421,
            57,
            210,
            421,
            57
        ],
        [
            152,
            213,
            68,
            152,
            213,
            68
        ],
        [
            24555,
            20330,
            4225,
            24555,
            20330,
            4225
        ],
        [
            23.494348,
            24.463098,
            23.494348,
            23.494348,
            24.463098,
            23.494348
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314517,
            -113989,
            -156590,
            232684,
            -265915,
            -169599
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736242200000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758649011663,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 196,
            "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)