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Trade: UNI/USDT/15/LINREG/WMA/5721

Strategy
UNI/USDT/15/LINREG/WMA/5721
Pair
UNI_USDT
Interval
15m
Score
357685
Daily Profit
0.459395
Profit Factor
1.514172
Profitability
50.335570
Streak
3.873481
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 04:12
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119635.6423 48112.0547 71523.5875 149759.4298 112763.7214 36995.7084
Total P&L (%) 119.6356 48.1121 71.5236 149.7594 112.7637 36.9957
Avg Daily Profit (%) 0.4594 0.1847 0.2746 0.3521 0.2903 0.1209
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66646 -31171 -57564 -248287 -75697 -207480
Profit Factor 1.5142 1.4223 1.6023 1.244 1.4041 1.1106
Total Trades 149 74 75 149 74 75
Winning Trades 75 36 39 75 36 39
Losing Trades 74 38 36 74 38 36
Profitability (%) 50.3356 48.6486 52 50.3356 48.6486 52
Ratio Avg Win / Avg Loss 1.494 1.5013 1.4791 1.2275 1.4822 1.0251
Largest Winning Trade 33137 33137 21432 89499 89499 39625
Largest Losing Trade -21830 -10714 -21830 -67723 -42463 -67723
Avg Bars in Trades 164 160 167 164 160 167
Avg Bars in Winners 216 201 229 216 201 229
Avg Bars in Losers 111 121 100 111 121 100
Bars Traded 24455 11857 12598 24455 11857 12598
Profit Streak 3.8735 0 4.4256 3.8735 0 4.4256
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357685 -58447 -47736 265243 -57265 -190872

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736501400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758849168731,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 164
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "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": [
        [
            119635.6422706054,
            48112.0547302834,
            71523.587540322,
            149759.4298096357,
            112763.7214443396,
            36995.7083652959
        ],
        [
            119.635642,
            48.112055,
            71.523588,
            149.75943,
            112.763721,
            36.995708
        ],
        [
            0.459395,
            0.184748,
            0.274647,
            0.3521,
            0.290342,
            0.120947
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66646,
            -31171,
            -57564,
            -248287,
            -75697,
            -207480
        ],
        [
            1.514172,
            1.422306,
            1.602307,
            1.244039,
            1.404144,
            1.11055
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            75,
            36,
            39,
            75,
            36,
            39
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            50.33557,
            48.648649,
            52,
            50.33557,
            48.648649,
            52
        ],
        [
            1.493983,
            1.501323,
            1.479052,
            1.227452,
            1.482152,
            1.025123
        ],
        [
            33137,
            33137,
            21432,
            89499,
            89499,
            39625
        ],
        [
            -21830,
            -10714,
            -21830,
            -67723,
            -42463,
            -67723
        ],
        [
            164,
            160,
            167,
            164,
            160,
            167
        ],
        [
            216,
            201,
            229,
            216,
            201,
            229
        ],
        [
            111,
            121,
            100,
            111,
            121,
            100
        ],
        [
            24455,
            11857,
            12598,
            24455,
            11857,
            12598
        ],
        [
            3.873481,
            0,
            4.425564,
            3.873481,
            0,
            4.425564
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357685,
            -58447,
            -47736,
            265243,
            -57265,
            -190872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736501400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758849168731,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 164
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "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)