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Trade: FIL/USDT/30/LINREG/WMA/1477

Strategy
FIL/USDT/30/LINREG/WMA/1477
Pair
FIL_USDT
Interval
30m
Score
302703
Daily Profit
0.325615
Profit Factor
1.334095
Profitability
43.700787
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 20:19
Expiration Time
2025-12-22 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169590.0932 66104.8354 103485.2578 235122.9521 68179.1167 166943.8354
Total P&L (%) 169.5901 66.1048 103.4853 235.123 68.1791 166.9438
Avg Daily Profit (%) 0.3256 0.1269 0.1987 0.2325 0.0999 0.1887
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78194 -60117 -34113 -167360 -94186 -96069
Profit Factor 1.3341 1.2574 1.4126 1.2634 1.1464 1.3911
Total Trades 254 127 127 254 127 127
Winning Trades 111 57 54 111 57 54
Losing Trades 143 70 73 143 70 73
Profitability (%) 43.7008 44.8819 42.5197 43.7008 44.8819 42.5197
Ratio Avg Win / Avg Loss 1.7187 1.5442 1.9097 1.6277 1.4079 1.8805
Largest Winning Trade 27033 19546 27033 44338 43355 44338
Largest Losing Trade -18200 -13603 -18200 -37719 -37719 -31371
Avg Bars in Trades 97 101 92 97 101 92
Avg Bars in Winners 139 146 132 139 146 132
Avg Bars in Losers 64 64 63 64 64 63
Bars Traded 24695 12926 11769 24695 12926 11769
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 302703 -25678 208737 258495 -122017 200914
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714944600000,
    "first_datapoint_time": 1715355000000,
    "last_datapoint_time": 1759942800000,
    "evaluation_time": 1759943977919,
    "expiration_time": 1766422800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "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": [
        [
            169590.0931697298,
            66104.8353727965,
            103485.2577969332,
            235122.9521128773,
            68179.1166753386,
            166943.8354375385
        ],
        [
            169.590093,
            66.104835,
            103.485258,
            235.122952,
            68.179117,
            166.943835
        ],
        [
            0.325615,
            0.126922,
            0.198693,
            0.232462,
            0.099863,
            0.188698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78194,
            -60117,
            -34113,
            -167360,
            -94186,
            -96069
        ],
        [
            1.334095,
            1.257396,
            1.412638,
            1.26343,
            1.146421,
            1.391055
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            143,
            70,
            73,
            143,
            70,
            73
        ],
        [
            43.700787,
            44.88189,
            42.519685,
            43.700787,
            44.88189,
            42.519685
        ],
        [
            1.718699,
            1.544171,
            1.909678,
            1.627663,
            1.407886,
            1.8805
        ],
        [
            27033,
            19546,
            27033,
            44338,
            43355,
            44338
        ],
        [
            -18200,
            -13603,
            -18200,
            -37719,
            -37719,
            -31371
        ],
        [
            97,
            101,
            92,
            97,
            101,
            92
        ],
        [
            139,
            146,
            132,
            139,
            146,
            132
        ],
        [
            64,
            64,
            63,
            64,
            64,
            63
        ],
        [
            24695,
            12926,
            11769,
            24695,
            12926,
            11769
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302703,
            -25678,
            208737,
            258495,
            -122017,
            200914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714944600000,
    "first_datapoint_time": 1715355000000,
    "last_datapoint_time": 1759942800000,
    "evaluation_time": 1759943977919,
    "expiration_time": 1766422800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "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)