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Trade: FIL/USDT/720/LINREG/HL2/2514

Strategy
FIL/USDT/720/LINREG/HL2/2514
Pair
FIL_USDT
Interval
12h
Score
322852
Daily Profit
0.465419
Profit Factor
2.958964
Profitability
30.508475
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-02 02:12
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 843572.4308 619309.5971 224262.8337 1887563.0432 -147282.0295 2034845.0727
Total P&L (%) 843.5724 619.3096 224.2628 1887.563 -147.282 2034.8451
Avg Daily Profit (%) 0.4654 0.3417 0.1237 0.1651 0 0.169
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115229 -93235 -46537 -6042507 -5631994 -2918595
Profit Factor 2.959 3.236 2.4596 1.1202 0.9846 1.3328
Total Trades 118 59 59 118 59 59
Winning Trades 36 14 22 36 14 22
Losing Trades 82 45 37 82 45 37
Profitability (%) 30.5085 23.7288 37.2881 30.5085 23.7288 37.2881
Ratio Avg Win / Avg Loss 6.7399 10.4013 4.1366 2.5516 3.1649 2.2415
Largest Winning Trade 597375 597375 70930 2737810 2737810 1756893
Largest Losing Trade -28774 -28774 -12047 -1718033 -1718033 -639963
Avg Bars in Trades 28 31 26 28 31 26
Avg Bars in Winners 67 78 59 67 78 59
Avg Bars in Losers 11 16 5 11 16 5
Bars Traded 3393 1859 1534 3393 1859 1534
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 322852 -196941 -204768 -86426 -790375 -172455
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611576000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759360355242,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            843572.4307927169,
            619309.5970552115,
            224262.8337375053,
            1887563.043173245,
            -147282.0295458724,
            2034845.0727191162
        ],
        [
            843.572431,
            619.309597,
            224.262834,
            1887.563043,
            -147.28203,
            2034.845073
        ],
        [
            0.465419,
            0.341688,
            0.123731,
            0.165074,
            0,
            0.169024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115229,
            -93235,
            -46537,
            -6042507,
            -5631994,
            -2918595
        ],
        [
            2.958964,
            3.235974,
            2.459603,
            1.120218,
            0.984637,
            1.332787
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            82,
            45,
            37,
            82,
            45,
            37
        ],
        [
            30.508475,
            23.728814,
            37.288136,
            30.508475,
            23.728814,
            37.288136
        ],
        [
            6.739862,
            10.401346,
            4.136604,
            2.551608,
            3.164904,
            2.241506
        ],
        [
            597375,
            597375,
            70930,
            2737810,
            2737810,
            1756893
        ],
        [
            -28774,
            -28774,
            -12047,
            -1718033,
            -1718033,
            -639963
        ],
        [
            28,
            31,
            26,
            28,
            31,
            26
        ],
        [
            67,
            78,
            59,
            67,
            78,
            59
        ],
        [
            11,
            16,
            5,
            11,
            16,
            5
        ],
        [
            3393,
            1859,
            1534,
            3393,
            1859,
            1534
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322852,
            -196941,
            -204768,
            -86426,
            -790375,
            -172455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611576000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759360355242,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)