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Trade: FIL/USDT/15/LINREG/RMA/9802

Strategy
FIL/USDT/15/LINREG/RMA/9802
Pair
FIL_USDT
Interval
15m
Score
469225
Daily Profit
0.450530
Profit Factor
1.690327
Profitability
68.888889
Streak
4.750677
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 16:30
Expiration Time
2025-12-23 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117326.9224 25811.0295 91515.8929 175335.1875 41557.3311 133777.8564
Total P&L (%) 117.3269 25.811 91.5159 175.3352 41.5573 133.7779
Avg Daily Profit (%) 0.4505 0.0991 0.3514 0.3897 0.1335 0.3266
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32472 -31766 -11574 -35279 -34696 -19932
Profit Factor 1.6903 1.2225 2.6965 1.6192 1.2244 2.3654
Total Trades 135 67 68 135 67 68
Winning Trades 93 44 49 93 44 49
Losing Trades 42 23 19 42 23 19
Profitability (%) 68.8889 65.6716 72.0588 68.8889 65.6716 72.0588
Ratio Avg Win / Avg Loss 0.7634 0.639 1.0456 0.7312 0.64 0.9172
Largest Winning Trade 8716 8716 7613 15805 15805 13293
Largest Losing Trade -28876 -28876 -9539 -33092 -33092 -19617
Avg Bars in Trades 183 190 176 183 190 176
Avg Bars in Winners 106 98 114 106 98 114
Avg Bars in Losers 353 367 336 353 367 336
Bars Traded 24776 12775 12001 24776 12775 12001
Profit Streak 4.7507 12.2819 4.7507 4.7507 12.2819 4.7507
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469225 -180636 -93819 445557 -133320 -96336
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737516600000,
    "first_datapoint_time": 1737652500000,
    "last_datapoint_time": 1760015700000,
    "evaluation_time": 1760016658521,
    "expiration_time": 1766495700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 139,
            "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": [
        [
            117326.9224354892,
            25811.029547978,
            91515.8928875113,
            175335.1874782899,
            41557.3311068332,
            133777.8563714568
        ],
        [
            117.326922,
            25.81103,
            91.515893,
            175.335187,
            41.557331,
            133.777856
        ],
        [
            0.45053,
            0.099113,
            0.351417,
            0.389675,
            0.133541,
            0.326621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32472,
            -31766,
            -11574,
            -35279,
            -34696,
            -19932
        ],
        [
            1.690327,
            1.222482,
            2.696473,
            1.619171,
            1.224391,
            2.3654
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            68.888889,
            65.671642,
            72.058824,
            68.888889,
            65.671642,
            72.058824
        ],
        [
            0.763373,
            0.639025,
            1.045571,
            0.731239,
            0.640023,
            0.917196
        ],
        [
            8716,
            8716,
            7613,
            15805,
            15805,
            13293
        ],
        [
            -28876,
            -28876,
            -9539,
            -33092,
            -33092,
            -19617
        ],
        [
            183,
            190,
            176,
            183,
            190,
            176
        ],
        [
            106,
            98,
            114,
            106,
            98,
            114
        ],
        [
            353,
            367,
            336,
            353,
            367,
            336
        ],
        [
            24776,
            12775,
            12001,
            24776,
            12775,
            12001
        ],
        [
            4.750677,
            12.281927,
            4.750677,
            4.750677,
            12.281927,
            4.750677
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469225,
            -180636,
            -93819,
            445557,
            -133320,
            -96336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737516600000,
    "first_datapoint_time": 1737652500000,
    "last_datapoint_time": 1760015700000,
    "evaluation_time": 1760016658521,
    "expiration_time": 1766495700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 139,
            "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)