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Trade: DOT/USDT/15/LINREG/WMA/5529

Strategy
DOT/USDT/15/LINREG/WMA/5529
Pair
DOT_USDT
Interval
15m
Score
437577
Daily Profit
0.335324
Profit Factor
1.741621
Profitability
70.526316
Streak
7.577560
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 07:51
Expiration Time
2025-12-26 06:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101644.3922 14319.3836 87325.0085 105315.2031 4691.8298 100623.3733
Total P&L (%) 101.6444 14.3194 87.325 105.3152 4.6918 100.6234
Avg Daily Profit (%) 0.3903 0.055 0.3353 0.2766 0.0176 0.2677
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53620 -34190 -32749 -76320 -53619 -50337
Profit Factor 1.3773 1.0944 1.7416 1.2974 1.0236 1.6491
Total Trades 189 94 95 189 94 95
Winning Trades 125 58 67 125 58 67
Losing Trades 64 36 28 64 36 28
Profitability (%) 66.1376 61.7021 70.5263 66.1376 61.7021 70.5263
Ratio Avg Win / Avg Loss 0.7052 0.6793 0.7278 0.6643 0.6353 0.6892
Largest Winning Trade 48829 8524 48829 67361 10886 67361
Largest Losing Trade -26286 -17202 -26286 -40280 -21522 -40280
Avg Bars in Trades 130 132 129 130 132 129
Avg Bars in Winners 82 78 85 82 78 85
Avg Bars in Losers 225 218 234 225 218 234
Bars Traded 24735 12425 12309 24735 12425 12309
Profit Streak 7.5776 15.338 7.5776 7.5776 15.338 7.5776
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416068 -267776 437577 363518 -529931 410344
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737745200000,
    "first_datapoint_time": 1737867600000,
    "last_datapoint_time": 1760244300000,
    "evaluation_time": 1760244701167,
    "expiration_time": 1766724300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "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": [
        [
            101644.3921811342,
            14319.383641566,
            87325.0085395682,
            105315.2030726951,
            4691.8297636736,
            100623.3733090216
        ],
        [
            101.644392,
            14.319384,
            87.325009,
            105.315203,
            4.69183,
            100.623373
        ],
        [
            0.390309,
            0.054986,
            0.335324,
            0.276619,
            0.017608,
            0.267718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53620,
            -34190,
            -32749,
            -76320,
            -53619,
            -50337
        ],
        [
            1.377304,
            1.094425,
            1.741621,
            1.297446,
            1.023573,
            1.649057
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            125,
            58,
            67,
            125,
            58,
            67
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            66.137566,
            61.702128,
            70.526316,
            66.137566,
            61.702128,
            70.526316
        ],
        [
            0.705179,
            0.679298,
            0.727842,
            0.664292,
            0.635321,
            0.689158
        ],
        [
            48829,
            8524,
            48829,
            67361,
            10886,
            67361
        ],
        [
            -26286,
            -17202,
            -26286,
            -40280,
            -21522,
            -40280
        ],
        [
            130,
            132,
            129,
            130,
            132,
            129
        ],
        [
            82,
            78,
            85,
            82,
            78,
            85
        ],
        [
            225,
            218,
            234,
            225,
            218,
            234
        ],
        [
            24735,
            12425,
            12309,
            24735,
            12425,
            12309
        ],
        [
            7.57756,
            15.337976,
            7.57756,
            7.57756,
            15.337976,
            7.57756
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416068,
            -267776,
            437577,
            363518,
            -529931,
            410344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737745200000,
    "first_datapoint_time": 1737867600000,
    "last_datapoint_time": 1760244300000,
    "evaluation_time": 1760244701167,
    "expiration_time": 1766724300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "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)