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Trade: FIL/USDT/480/LINREG/FWMA/8797

Strategy
FIL/USDT/480/LINREG/FWMA/8797
Pair
FIL_USDT
Interval
8h
Score
358326
Daily Profit
0.382390
Profit Factor
1.895960
Profitability
34.759358
Streak
40.054242
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 12:18
Expiration Time
2025-11-26 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 693654.7479 442698.7577 250955.9903 2045749.1077 22263.166 2023485.9418
Total P&L (%) 693.6547 442.6988 250.956 2045.7491 22.2632 2023.4859
Avg Daily Profit (%) 0.3824 0.244 0.1383 0.1692 0.0111 0.1686
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118649 -153837 -45440 -1453103 -1529169 -550138
Profit Factor 1.896 1.9254 1.8483 1.2303 1.0041 1.5779
Total Trades 187 93 94 187 93 94
Winning Trades 65 24 41 65 24 41
Losing Trades 122 69 53 122 69 53
Profitability (%) 34.7594 25.8065 43.617 34.7594 25.8065 43.617
Ratio Avg Win / Avg Loss 3.5586 5.5356 2.3893 2.3091 2.8869 2.0398
Largest Winning Trade 318403 318403 46409 782432 782432 766656
Largest Losing Trade -31233 -31233 -17153 -462087 -462087 -411675
Avg Bars in Trades 27 30 24 27 30 24
Avg Bars in Winners 47 55 42 47 55 42
Avg Bars in Losers 16 21 11 16 21 11
Bars Traded 5144 2805 2339 5144 2805 2339
Profit Streak 40.0542 40.0542 42.0542 40.0542 40.0542 42.0542
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358326 -14364 -6360 190812 -424297 329117
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609545600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483086546,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 236,
            "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": [
        [
            693654.7479419012,
            442698.7576573221,
            250955.9902845791,
            2045749.1077405647,
            22263.1659538166,
            2023485.9417867474
        ],
        [
            693.654748,
            442.698758,
            250.95599,
            2045.749108,
            22.263166,
            2023.485942
        ],
        [
            0.38239,
            0.244046,
            0.138344,
            0.169166,
            0.011081,
            0.16859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118649,
            -153837,
            -45440,
            -1453103,
            -1529169,
            -550138
        ],
        [
            1.89596,
            1.925425,
            1.848313,
            1.23025,
            1.004135,
            1.577923
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            65,
            24,
            41,
            65,
            24,
            41
        ],
        [
            122,
            69,
            53,
            122,
            69,
            53
        ],
        [
            34.759358,
            25.806452,
            43.617021,
            34.759358,
            25.806452,
            43.617021
        ],
        [
            3.558571,
            5.535597,
            2.389283,
            2.309084,
            2.886889,
            2.039754
        ],
        [
            318403,
            318403,
            46409,
            782432,
            782432,
            766656
        ],
        [
            -31233,
            -31233,
            -17153,
            -462087,
            -462087,
            -411675
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            47,
            55,
            42,
            47,
            55,
            42
        ],
        [
            16,
            21,
            11,
            16,
            21,
            11
        ],
        [
            5144,
            2805,
            2339,
            5144,
            2805,
            2339
        ],
        [
            40.054242,
            40.054242,
            42.054242,
            40.054242,
            40.054242,
            42.054242
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358326,
            -14364,
            -6360,
            190812,
            -424297,
            329117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609545600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483086546,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 236,
            "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)