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Trade: AR/USDT/360/LINREG/DCM/3657

Strategy
AR/USDT/360/LINREG/DCM/3657
Pair
AR_USDT
Interval
6h
Score
470397
Daily Profit
0.366035
Profit Factor
1.958176
Profitability
49.019608
Streak
0.000000
Best Strategy
Training Data Length
1609.500000
Evaluation Time
2025-10-09 22:49
Expiration Time
2025-11-27 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589132.8369 499908.4487 89224.3882 202920.0028 40763.5709 162156.4319
Total P&L (%) 589.1328 499.9084 89.2244 202.92 40.7636 162.1564
Avg Daily Profit (%) 0.366 0.3106 0.0554 0.0689 0.0212 0.0599
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117350 -94089 -78251 -495961 -486113 -218140
Profit Factor 1.9582 2.4348 1.3349 1.1123 1.0371 1.2291
Total Trades 102 51 51 102 51 51
Winning Trades 50 22 28 50 22 28
Losing Trades 52 29 23 52 29 23
Profitability (%) 49.0196 43.1373 54.902 49.0196 43.1373 54.902
Ratio Avg Win / Avg Loss 2.0365 3.2095 1.0965 1.1568 1.3671 1.0096
Largest Winning Trade 375014 375014 41023 337191 337191 194944
Largest Losing Trade -50652 -38697 -50652 -182755 -182755 -132941
Avg Bars in Trades 60 80 41 60 80 41
Avg Bars in Winners 69 91 51 69 91 51
Avg Bars in Losers 52 71 29 52 71 29
Bars Traded 6209 4085 2124 6209 4085 2124
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 470397 -169518 -298014 -198095 -529099 -292711
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6438,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625378400000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760039392783,
    "expiration_time": 1764204624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "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": [
        [
            589132.8369326297,
            499908.4487348087,
            89224.3881978212,
            202920.002843602,
            40763.5708948508,
            162156.431948751
        ],
        [
            589.132837,
            499.908449,
            89.224388,
            202.920003,
            40.763571,
            162.156432
        ],
        [
            0.366035,
            0.310599,
            0.055436,
            0.068884,
            0.021246,
            0.059898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117350,
            -94089,
            -78251,
            -495961,
            -486113,
            -218140
        ],
        [
            1.958176,
            2.434793,
            1.334889,
            1.112275,
            1.037077,
            1.229061
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            49.019608,
            43.137255,
            54.901961,
            49.019608,
            43.137255,
            54.901961
        ],
        [
            2.036503,
            3.2095,
            1.096516,
            1.156767,
            1.367056,
            1.009586
        ],
        [
            375014,
            375014,
            41023,
            337191,
            337191,
            194944
        ],
        [
            -50652,
            -38697,
            -50652,
            -182755,
            -182755,
            -132941
        ],
        [
            60,
            80,
            41,
            60,
            80,
            41
        ],
        [
            69,
            91,
            51,
            69,
            91,
            51
        ],
        [
            52,
            71,
            29,
            52,
            71,
            29
        ],
        [
            6209,
            4085,
            2124,
            6209,
            4085,
            2124
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470397,
            -169518,
            -298014,
            -198095,
            -529099,
            -292711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6438,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625378400000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760039392783,
    "expiration_time": 1764204624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "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)