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Trade: FIL/USDT/720/LINREG/HMA/3200

Strategy
FIL/USDT/720/LINREG/HMA/3200
Pair
FIL_USDT
Interval
12h
Score
517367
Daily Profit
0.312667
Profit Factor
1.796082
Profitability
48.484848
Streak
52.090523
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 05:10
Expiration Time
2025-12-02 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569054.1648 293099.9224 275954.2424 2267454.3376 526152.2064 1741302.1312
Total P&L (%) 569.0542 293.0999 275.9542 2267.4543 526.1522 1741.3021
Avg Daily Profit (%) 0.3127 0.161 0.1516 0.174 0.1008 0.1602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87477 -102970 -82694 -2825437 -1748108 -2421348
Profit Factor 1.7961 1.7679 1.8284 1.1785 1.0803 1.2832
Total Trades 165 82 83 165 82 83
Winning Trades 80 30 50 80 30 50
Losing Trades 85 52 33 85 52 33
Profitability (%) 48.4848 36.5854 60.241 48.4848 36.5854 60.241
Ratio Avg Win / Avg Loss 1.9083 3.0643 1.2068 1.2521 1.8724 0.8469
Largest Winning Trade 110914 110914 51695 1265652 1265652 643849
Largest Losing Trade -40464 -26701 -40464 -1033474 -655889 -1033474
Avg Bars in Trades 21 22 20 21 22 20
Avg Bars in Winners 27 29 26 27 29 26
Avg Bars in Losers 15 18 11 15 18 11
Bars Traded 3568 1852 1716 3568 1852 1716
Profit Streak 52.0905 52.0905 152.0905 52.0905 52.0905 152.0905
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517367 65043 451048 -14437 -197904 323114
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975821184,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 19,
            "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": [
        [
            569054.1647829756,
            293099.9223555831,
            275954.2424273926,
            2267454.3376072813,
            526152.2063651402,
            1741302.1312421414
        ],
        [
            569.054165,
            293.099922,
            275.954242,
            2267.454338,
            526.152206,
            1741.302131
        ],
        [
            0.312667,
            0.161044,
            0.151623,
            0.174019,
            0.100843,
            0.160186
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87477,
            -102970,
            -82694,
            -2825437,
            -1748108,
            -2421348
        ],
        [
            1.796082,
            1.767865,
            1.828416,
            1.178464,
            1.080252,
            1.28318
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            80,
            30,
            50,
            80,
            30,
            50
        ],
        [
            85,
            52,
            33,
            85,
            52,
            33
        ],
        [
            48.484848,
            36.585366,
            60.240964,
            48.484848,
            36.585366,
            60.240964
        ],
        [
            1.908337,
            3.064299,
            1.206755,
            1.252118,
            1.872437,
            0.846899
        ],
        [
            110914,
            110914,
            51695,
            1265652,
            1265652,
            643849
        ],
        [
            -40464,
            -26701,
            -40464,
            -1033474,
            -655889,
            -1033474
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            27,
            29,
            26,
            27,
            29,
            26
        ],
        [
            15,
            18,
            11,
            15,
            18,
            11
        ],
        [
            3568,
            1852,
            1716,
            3568,
            1852,
            1716
        ],
        [
            52.090523,
            52.090523,
            152.090523,
            52.090523,
            52.090523,
            152.090523
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517367,
            65043,
            451048,
            -14437,
            -197904,
            323114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975821184,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 19,
            "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)