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Trade: FIL/USDT/15/LINREG/SINWMA/7377

Strategy
FIL/USDT/15/LINREG/SINWMA/7377
Pair
FIL_USDT
Interval
15m
Score
437307
Daily Profit
0.388810
Profit Factor
1.504805
Profitability
69.784173
Streak
6.385828
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 02:30
Expiration Time
2025-12-25 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101253.8345 15361.2518 85892.5826 128884.3583 19505.5656 109378.7926
Total P&L (%) 101.2538 15.3613 85.8926 128.8844 19.5056 109.3788
Avg Daily Profit (%) 0.3888 0.059 0.3298 0.3185 0.0684 0.2842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36324 -29015 -23358 -49233 -36464 -29229
Profit Factor 1.5048 1.1152 2.278 1.4929 1.1145 2.2011
Total Trades 139 69 70 139 69 70
Winning Trades 97 45 52 97 45 52
Losing Trades 42 24 18 42 24 18
Profitability (%) 69.7842 65.2174 74.2857 69.7842 65.2174 74.2857
Ratio Avg Win / Avg Loss 0.6516 0.5948 0.7885 0.6464 0.5944 0.7619
Largest Winning Trade 11419 8166 11419 23459 12364 23459
Largest Losing Trade -29015 -29015 -16672 -29196 -29196 -20584
Avg Bars in Trades 177 177 177 177 177 177
Avg Bars in Winners 110 95 124 110 95 124
Avg Bars in Losers 331 329 332 331 329 332
Bars Traded 24673 12229 12444 24673 12229 12444
Profit Streak 6.3858 13.7712 6.3858 6.3858 13.7712 6.3858
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437307 -319147 -80558 413053 -304546 -81097
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737639900000,
    "first_datapoint_time": 1737837900000,
    "last_datapoint_time": 1760139000000,
    "evaluation_time": 1760139035528,
    "expiration_time": 1766619000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "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": [
        [
            101253.8344776868,
            15361.251831849,
            85892.5826458379,
            128884.3582932414,
            19505.5656486369,
            109378.7926446043
        ],
        [
            101.253834,
            15.361252,
            85.892583,
            128.884358,
            19.505566,
            109.378793
        ],
        [
            0.38881,
            0.058986,
            0.329823,
            0.318472,
            0.068449,
            0.284166
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36324,
            -29015,
            -23358,
            -49233,
            -36464,
            -29229
        ],
        [
            1.504805,
            1.115176,
            2.278006,
            1.492931,
            1.114467,
            2.201147
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            69.784173,
            65.217391,
            74.285714,
            69.784173,
            65.217391,
            74.285714
        ],
        [
            0.651565,
            0.594761,
            0.788541,
            0.646424,
            0.594382,
            0.761936
        ],
        [
            11419,
            8166,
            11419,
            23459,
            12364,
            23459
        ],
        [
            -29015,
            -29015,
            -16672,
            -29196,
            -29196,
            -20584
        ],
        [
            177,
            177,
            177,
            177,
            177,
            177
        ],
        [
            110,
            95,
            124,
            110,
            95,
            124
        ],
        [
            331,
            329,
            332,
            331,
            329,
            332
        ],
        [
            24673,
            12229,
            12444,
            24673,
            12229,
            12444
        ],
        [
            6.385828,
            13.771244,
            6.385828,
            6.385828,
            13.771245,
            6.385828
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437307,
            -319147,
            -80558,
            413053,
            -304546,
            -81097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737639900000,
    "first_datapoint_time": 1737837900000,
    "last_datapoint_time": 1760139000000,
    "evaluation_time": 1760139035528,
    "expiration_time": 1766619000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "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)