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Trade: ETC/USDT/720/LINREG/FWMA/9710

Strategy
ETC/USDT/720/LINREG/FWMA/9710
Pair
ETC_USDT
Interval
12h
Score
302643
Daily Profit
0.379162
Profit Factor
1.784533
Profitability
42.933333
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 23:12
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 947904.7463 768910.6442 178994.1021 22942682.2118 28808277.2683 -5865595.0565
Total P&L (%) 947.9047 768.9106 178.9941 22942.6822 28808.2773 -5865.5951
Avg Daily Profit (%) 0.3792 0.3076 0.0716 0.2178 0.2269 0
Buy And Hold Return (%) 390.4343 390.4343 390.4343 390.4343 390.4343 390.4343
Max Trade Drawdown -152780 -82186 -81558 -83835838 -31813923 -59552553
Profit Factor 1.7845 2.3537 1.2796 1.0863 1.2554 0.9617
Total Trades 375 188 187 375 188 187
Winning Trades 161 78 83 161 78 83
Losing Trades 214 110 104 214 110 104
Profitability (%) 42.9333 41.4894 44.385 42.9333 41.4894 44.385
Ratio Avg Win / Avg Loss 2.372 3.3193 1.6033 1.4438 1.7704 1.205
Largest Winning Trade 243964 243964 50600 13621543 13301612 13621543
Largest Losing Trade -31152 -18742 -31152 -21918274 -7797172 -21918274
Avg Bars in Trades 13 13 12 13 13 12
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 9 10 7 9 10 7
Bars Traded 4940 2583 2357 4940 2583 2357
Profit Streak 0 0 35.3417 0 0 35.3417
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302643 134775 -262989 -117966 237142 -580050

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917521162,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "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": [
        [
            947904.7462900393,
            768910.644159514,
            178994.1021305266,
            22942682.21177597,
            28808277.268264603,
            -5865595.0564886
        ],
        [
            947.904746,
            768.910644,
            178.994102,
            22942.682212,
            28808.277268,
            -5865.595056
        ],
        [
            0.379162,
            0.307564,
            0.071598,
            0.217834,
            0.226926,
            0
        ],
        [
            390.434333,
            390.434333,
            390.434333,
            390.434333,
            390.434333,
            390.434333
        ],
        [
            -152780,
            -82186,
            -81558,
            -83835838,
            -31813923,
            -59552553
        ],
        [
            1.784533,
            2.353689,
            1.279578,
            1.086255,
            1.255404,
            0.961711
        ],
        [
            375,
            188,
            187,
            375,
            188,
            187
        ],
        [
            161,
            78,
            83,
            161,
            78,
            83
        ],
        [
            214,
            110,
            104,
            214,
            110,
            104
        ],
        [
            42.933333,
            41.489362,
            44.385027,
            42.933333,
            41.489362,
            44.385027
        ],
        [
            2.371988,
            3.319305,
            1.603327,
            1.443842,
            1.770442,
            1.205035
        ],
        [
            243964,
            243964,
            50600,
            13621543,
            13301612,
            13621543
        ],
        [
            -31152,
            -18742,
            -31152,
            -21918274,
            -7797172,
            -21918274
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            9,
            10,
            7,
            9,
            10,
            7
        ],
        [
            4940,
            2583,
            2357,
            4940,
            2583,
            2357
        ],
        [
            0,
            0,
            35.34168,
            0,
            0,
            35.34168
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302643,
            134775,
            -262989,
            -117966,
            237142,
            -580050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917521162,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "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)