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Trade: ONE/USDT/120/LINREG/KCL/4828

Strategy
ONE/USDT/120/LINREG/KCL/4828
Pair
ONE_USDT
Interval
2h
Score
638047
Daily Profit
0.154835
Profit Factor
5.520478
Profitability
64.285714
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-28 13:31
Expiration Time
2025-12-12 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1155374.4074 7722.7162 -1163097.1236 -93766.541 2408324.5846 -2502091.1256
Total P&L (%) -1155.3744 7.7227 -1163.0971 -93.7665 2408.3246 -2502.0911
Avg Daily Profit (%) -0.5548 0.0037 -0.5585 -0.1332 0.1548 0
Buy And Hold Return (%) 79.0419 79.0419 79.0419 79.0419 79.0419 79.0419
Max Trade Drawdown -1324204 -120618 -1294854 -5157065 -230662 -6218563
Profit Factor 0.3824 1.0374 0.3012 0.9874 5.5205 0.638
Total Trades 84 42 42 84 42 42
Winning Trades 54 24 30 50 27 23
Losing Trades 30 18 12 34 15 19
Profitability (%) 64.2857 57.1429 71.4286 59.5238 64.2857 54.7619
Ratio Avg Win / Avg Loss 0.2125 0.778 0.1205 0.6714 3.0669 0.527
Largest Winning Trade 32069 23134 32069 1927992 1256030 1927992
Largest Losing Trade -982014 -55544 -982014 -4242025 -230662 -4242025
Avg Bars in Trades 290 70 511 290 70 511
Avg Bars in Winners 172 44 274 231 69 421
Avg Bars in Losers 504 105 1102 378 72 620
Bars Traded 24443 2961 21482 24443 2961 21482
Profit Streak 94.9384 0 116.5217 94.9384 0 116.5217
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577864 -533732 -576998 -578481 638047 -579159
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759055477852,
    "expiration_time": 1765531526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 170,
            "scalar": 5
        }
    }
}
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": [
        [
            -1155374.4074116086,
            7722.7161791739,
            -1163097.123590782,
            -93766.5410244163,
            2408324.584611967,
            -2502091.125636385
        ],
        [
            -1155.374407,
            7.722716,
            -1163.097124,
            -93.766541,
            2408.324585,
            -2502.091126
        ],
        [
            -0.554756,
            0.003708,
            -0.558464,
            -0.133165,
            0.154835,
            0
        ],
        [
            79.041916,
            79.041916,
            79.041916,
            79.041916,
            79.041916,
            79.041916
        ],
        [
            -1324204,
            -120618,
            -1294854,
            -5157065,
            -230662,
            -6218563
        ],
        [
            0.38243,
            1.037393,
            0.301155,
            0.987404,
            5.520478,
            0.637975
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            54,
            24,
            30,
            50,
            27,
            23
        ],
        [
            30,
            18,
            12,
            34,
            15,
            19
        ],
        [
            64.285714,
            57.142857,
            71.428571,
            59.52381,
            64.285714,
            54.761905
        ],
        [
            0.212461,
            0.778045,
            0.120462,
            0.671435,
            3.066932,
            0.527023
        ],
        [
            32069,
            23134,
            32069,
            1927992,
            1256030,
            1927992
        ],
        [
            -982014,
            -55544,
            -982014,
            -4242025,
            -230662,
            -4242025
        ],
        [
            290,
            70,
            511,
            290,
            70,
            511
        ],
        [
            172,
            44,
            274,
            231,
            69,
            421
        ],
        [
            504,
            105,
            1102,
            378,
            72,
            620
        ],
        [
            24443,
            2961,
            21482,
            24443,
            2961,
            21482
        ],
        [
            94.938401,
            0,
            116.521734,
            94.938401,
            0,
            116.521734
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577864,
            -533732,
            -576998,
            -578481,
            638047,
            -579159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759055477852,
    "expiration_time": 1765531526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 170,
            "scalar": 5
        }
    }
}

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)