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Trade: COMP/USDT/120/KCB/LINREG/4783

Strategy
COMP/USDT/120/KCB/LINREG/4783
Pair
COMP_USDT
Interval
2h
Score
350100
Daily Profit
0.154366
Profit Factor
1.216018
Profitability
48.961424
Streak
19.658569
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-09-30 10:48
Expiration Time
2025-12-08 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296768.7135 242038.3209 54730.3926 -20893.9183 -132806.0173 111912.0989
Total P&L (%) 296.7687 242.0383 54.7304 -20.8939 -132.806 111.9121
Avg Daily Profit (%) 0.1544 0.1259 0.0285 -0.0122 0 0.0391
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172977 -117324 -109898 -501489 -467085 -328896
Profit Factor 1.216 1.324 1.0873 0.9936 0.9297 1.0805
Total Trades 337 169 168 337 169 168
Winning Trades 165 81 84 165 81 84
Losing Trades 172 88 84 172 88 84
Profitability (%) 48.9614 47.929 50 48.9614 47.929 50
Ratio Avg Win / Avg Loss 1.2676 1.4384 1.0873 1.0358 1.01 1.0805
Largest Winning Trade 133977 133977 43900 213909 213909 121298
Largest Losing Trade -30141 -25296 -30141 -122762 -122762 -108393
Avg Bars in Trades 67 61 73 67 61 73
Avg Bars in Winners 70 62 78 70 62 78
Avg Bars in Losers 65 60 69 65 60 69
Bars Traded 22816 10389 12427 22816 10389 12427
Profit Streak 19.6586 19.9919 19.6586 19.6586 19.9919 19.6586
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350100 -23717 -278954 -576187 -578117 -271290
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23070,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593864000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759218500410,
    "expiration_time": 1765191744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 111,
            "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": [
        [
            296768.7134516386,
            242038.3208824126,
            54730.3925692258,
            -20893.9183292015,
            -132806.0172721053,
            111912.0989429037
        ],
        [
            296.768713,
            242.038321,
            54.730393,
            -20.893918,
            -132.806017,
            111.912099
        ],
        [
            0.154366,
            0.125898,
            0.028468,
            -0.012191,
            0,
            0.039071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172977,
            -117324,
            -109898,
            -501489,
            -467085,
            -328896
        ],
        [
            1.216018,
            1.324004,
            1.087318,
            0.993627,
            0.929678,
            1.080508
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            165,
            81,
            84,
            165,
            81,
            84
        ],
        [
            172,
            88,
            84,
            172,
            88,
            84
        ],
        [
            48.961424,
            47.928994,
            50,
            48.961424,
            47.928994,
            50
        ],
        [
            1.267606,
            1.438424,
            1.087318,
            1.035781,
            1.01002,
            1.080508
        ],
        [
            133977,
            133977,
            43900,
            213909,
            213909,
            121298
        ],
        [
            -30141,
            -25296,
            -30141,
            -122762,
            -122762,
            -108393
        ],
        [
            67,
            61,
            73,
            67,
            61,
            73
        ],
        [
            70,
            62,
            78,
            70,
            62,
            78
        ],
        [
            65,
            60,
            69,
            65,
            60,
            69
        ],
        [
            22816,
            10389,
            12427,
            22816,
            10389,
            12427
        ],
        [
            19.658569,
            19.991903,
            19.658569,
            19.65857,
            19.991903,
            19.65857
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350100,
            -23717,
            -278954,
            -576187,
            -578117,
            -271290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23070,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593864000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759218500410,
    "expiration_time": 1765191744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 111,
            "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)