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Trade: ONE/USDT/240/WMA/LINREG/6456

Strategy
ONE/USDT/240/WMA/LINREG/6456
Pair
ONE_USDT
Interval
4h
Score
357523
Daily Profit
0.432491
Profit Factor
1.636278
Profitability
35.714286
Streak
13.150713
Best Strategy
Training Data Length
2315.830000
Evaluation Time
2025-10-03 10:37
Expiration Time
2025-12-11 17:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1001576.0399 861336.0224 140240.0175 923246.8127 242978.4945 680268.3182
Total P&L (%) 1001.576 861.336 140.24 923.2468 242.9785 680.2683
Avg Daily Profit (%) 0.4325 0.3719 0.0606 0.1005 0.0532 0.0888
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165491 -134193 -191784 -3828218 -3358884 -1400233
Profit Factor 1.6363 2.0396 1.1881 1.0697 1.0322 1.1196
Total Trades 336 168 168 336 168 168
Winning Trades 120 54 66 120 54 66
Losing Trades 216 114 102 216 114 102
Profitability (%) 35.7143 32.1429 39.2857 35.7143 32.1429 39.2857
Ratio Avg Win / Avg Loss 2.9453 4.3058 1.8362 1.9255 2.179 1.7303
Largest Winning Trade 509482 509482 58447 2569013 2569013 627913
Largest Losing Trade -24799 -21695 -24799 -741305 -741305 -380426
Avg Bars in Trades 40 37 44 40 37 44
Avg Bars in Winners 75 76 74 75 76 74
Avg Bars in Losers 22 19 24 22 19 24
Bars Traded 13775 6383 7392 13775 6383 7392
Profit Streak 13.1507 0 14.6507 13.1507 0 14.6507
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357523 243500 -127824 -204346 -312477 -165186
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759477021602,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 24,
            "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": [
        [
            1001576.0399144494,
            861336.02236679,
            140240.0175476585,
            923246.812659998,
            242978.4945005554,
            680268.3181594429
        ],
        [
            1001.57604,
            861.336022,
            140.240018,
            923.246813,
            242.978495,
            680.268318
        ],
        [
            0.432491,
            0.371934,
            0.060557,
            0.100471,
            0.053235,
            0.088753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165491,
            -134193,
            -191784,
            -3828218,
            -3358884,
            -1400233
        ],
        [
            1.636278,
            2.039571,
            1.188098,
            1.069718,
            1.032168,
            1.119577
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            120,
            54,
            66,
            120,
            54,
            66
        ],
        [
            216,
            114,
            102,
            216,
            114,
            102
        ],
        [
            35.714286,
            32.142857,
            39.285714,
            35.714286,
            32.142857,
            39.285714
        ],
        [
            2.9453,
            4.30576,
            1.836152,
            1.925493,
            2.17902,
            1.730255
        ],
        [
            509482,
            509482,
            58447,
            2569013,
            2569013,
            627913
        ],
        [
            -24799,
            -21695,
            -24799,
            -741305,
            -741305,
            -380426
        ],
        [
            40,
            37,
            44,
            40,
            37,
            44
        ],
        [
            75,
            76,
            74,
            75,
            76,
            74
        ],
        [
            22,
            19,
            24,
            22,
            19,
            24
        ],
        [
            13775,
            6383,
            7392,
            13775,
            6383,
            7392
        ],
        [
            13.150713,
            0,
            14.650713,
            13.150713,
            0,
            14.650713
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357523,
            243500,
            -127824,
            -204346,
            -312477,
            -165186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759477021602,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 24,
            "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)