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Trade: FIL/USDT/240/SSF/LINREG/3605

Strategy
FIL/USDT/240/SSF/LINREG/3605
Pair
FIL_USDT
Interval
4h
Score
335368
Daily Profit
0.404638
Profit Factor
2.237302
Profitability
36.879433
Streak
0.000000
Best Strategy
Training Data Length
1812.170000
Evaluation Time
2025-10-01 21:53
Expiration Time
2025-11-25 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 733272.1376 450352.3947 282919.7429 3653747.9726 336262.4862 3317485.4863
Total P&L (%) 733.2721 450.3524 282.9197 3653.748 336.2625 3317.4855
Avg Daily Profit (%) 0.4046 0.2485 0.1561 0.2003 0.0813 0.1951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94246 -56584 -54343 -2869068 -2331165 -1902031
Profit Factor 2.2373 2.2883 2.164 1.2471 1.0408 1.5067
Total Trades 141 71 70 141 71 70
Winning Trades 52 17 35 52 17 35
Losing Trades 89 54 35 89 54 35
Profitability (%) 36.8794 23.9437 50 36.8794 23.9437 50
Ratio Avg Win / Avg Loss 3.8292 7.2686 2.164 2.1344 3.3061 1.5067
Largest Winning Trade 319819 319819 70803 1880721 1880721 1351902
Largest Losing Trade -31486 -25160 -31486 -1118707 -527244 -1118707
Avg Bars in Trades 75 64 87 75 64 87
Avg Bars in Winners 136 142 132 136 142 132
Avg Bars in Losers 40 39 42 40 39 42
Bars Traded 10697 4573 6124 10697 4573 6124
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335368 -109036 -83095 150565 -380329 -84004
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604174400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759344816617,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "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": [
        [
            733272.1376389768,
            450352.3947489025,
            282919.7428900743,
            3653747.972571541,
            336262.486230303,
            3317485.4863412404
        ],
        [
            733.272138,
            450.352395,
            282.919743,
            3653.747973,
            336.262486,
            3317.485486
        ],
        [
            0.404638,
            0.248516,
            0.156122,
            0.200255,
            0.081321,
            0.195066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94246,
            -56584,
            -54343,
            -2869068,
            -2331165,
            -1902031
        ],
        [
            2.237302,
            2.288272,
            2.163994,
            1.247091,
            1.040812,
            1.506665
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            52,
            17,
            35,
            52,
            17,
            35
        ],
        [
            89,
            54,
            35,
            89,
            54,
            35
        ],
        [
            36.879433,
            23.943662,
            50,
            36.879433,
            23.943662,
            50
        ],
        [
            3.829229,
            7.26863,
            2.163994,
            2.134445,
            3.306108,
            1.506665
        ],
        [
            319819,
            319819,
            70803,
            1880721,
            1880721,
            1351902
        ],
        [
            -31486,
            -25160,
            -31486,
            -1118707,
            -527244,
            -1118707
        ],
        [
            75,
            64,
            87,
            75,
            64,
            87
        ],
        [
            136,
            142,
            132,
            136,
            142,
            132
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            10697,
            4573,
            6124,
            10697,
            4573,
            6124
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335368,
            -109036,
            -83095,
            150565,
            -380329,
            -84004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604174400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759344816617,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "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)