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Trade: ONE/USDT/480/LINREG/VWAP/5748

Strategy
ONE/USDT/480/LINREG/VWAP/5748
Pair
ONE_USDT
Interval
8h
Score
324742
Daily Profit
0.477410
Profit Factor
1.909213
Profitability
31.557377
Streak
13.330666
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:56
Expiration Time
2025-12-13 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1106636.3121 952847.4874 153788.8247 3657589.2422 -878421.0994 4536010.3417
Total P&L (%) 1106.6363 952.8475 153.7888 3657.5892 -878.4211 4536.0103
Avg Daily Profit (%) 0.4774 0.4111 0.0663 0.1566 0 0.1656
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122801 -112059 -169131 -10248105 -9329999 -2550058
Profit Factor 1.9092 2.3998 1.2867 1.1521 0.9466 1.5957
Total Trades 244 122 122 244 122 122
Winning Trades 77 39 38 77 39 38
Losing Trades 167 83 84 167 83 84
Profitability (%) 31.5574 31.9672 31.1475 31.5574 31.9672 31.1475
Ratio Avg Win / Avg Loss 4.1408 5.1073 2.8442 2.4986 2.0145 3.5273
Largest Winning Trade 390689 390689 68682 7114980 7114980 2527887
Largest Losing Trade -49695 -49695 -24799 -2637895 -2637895 -821798
Avg Bars in Trades 27 31 24 27 31 24
Avg Bars in Winners 61 67 55 61 67 55
Avg Bars in Losers 12 14 10 12 14 10
Bars Traded 6799 3829 2970 6799 3829 2970
Profit Streak 13.3307 0 13.9973 13.3307 0 13.9973
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324742 258141 -109920 -49500 -585243 146109
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6954,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563523200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759622169546,
    "expiration_time": 1765601856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1106636.3120576774,
            952847.4873596509,
            153788.8246980266,
            3657589.242225983,
            -878421.0994322856,
            4536010.341658268
        ],
        [
            1106.636312,
            952.847487,
            153.788825,
            3657.589242,
            -878.421099,
            4536.010342
        ],
        [
            0.47741,
            0.411064,
            0.066345,
            0.156566,
            0,
            0.165643
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122801,
            -112059,
            -169131,
            -10248105,
            -9329999,
            -2550058
        ],
        [
            1.909213,
            2.399829,
            1.28668,
            1.152057,
            0.946565,
            1.595668
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            31.557377,
            31.967213,
            31.147541,
            31.557377,
            31.967213,
            31.147541
        ],
        [
            4.140761,
            5.107329,
            2.84424,
            2.498618,
            2.014484,
            3.527265
        ],
        [
            390689,
            390689,
            68682,
            7114980,
            7114980,
            2527887
        ],
        [
            -49695,
            -49695,
            -24799,
            -2637895,
            -2637895,
            -821798
        ],
        [
            27,
            31,
            24,
            27,
            31,
            24
        ],
        [
            61,
            67,
            55,
            61,
            67,
            55
        ],
        [
            12,
            14,
            10,
            12,
            14,
            10
        ],
        [
            6799,
            3829,
            2970,
            6799,
            3829,
            2970
        ],
        [
            13.330666,
            0,
            13.997333,
            13.330666,
            0,
            13.997333
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324742,
            258141,
            -109920,
            -49500,
            -585243,
            146109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6954,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563523200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759622169546,
    "expiration_time": 1765601856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)