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Trade: FIL/USDT/480/SSF/LINREG/9760

Strategy
FIL/USDT/480/SSF/LINREG/9760
Pair
FIL_USDT
Interval
8h
Score
360644
Daily Profit
0.391812
Profit Factor
2.064642
Profitability
35.064935
Streak
49.325652
Best Strategy
Training Data Length
1817.670000
Evaluation Time
2025-10-07 10:48
Expiration Time
2025-11-30 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 712184.1926 441932.6469 270251.5457 2308739 -131990.8562 2440729.8562
Total P&L (%) 712.1842 441.9326 270.2515 2308.739 -131.9909 2440.7299
Avg Daily Profit (%) 0.3918 0.2431 0.1487 0.1752 0 0.1781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87785 -88180 -44639 -1981940 -1577778 -892042
Profit Factor 2.0646 2.096 2.0171 1.2222 0.9784 1.5695
Total Trades 154 77 77 154 77 77
Winning Trades 54 19 35 54 19 35
Losing Trades 100 58 42 100 58 42
Profitability (%) 35.0649 24.6753 45.4545 35.0649 24.6753 45.4545
Ratio Avg Win / Avg Loss 3.8234 6.3983 2.4205 2.2633 2.9866 1.8834
Largest Winning Trade 340723 340723 51833 1133852 1133852 728336
Largest Losing Trade -34827 -30022 -34827 -708108 -348118 -708108
Avg Bars in Trades 35 31 38 35 31 38
Avg Bars in Winners 62 67 60 62 67 60
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 5392 2421 2971 5392 2421 2971
Profit Streak 49.3257 49.3257 150.9923 49.3257 49.3257 150.9923
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360644 -60665 -33046 178594 -650640 -31620
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5453,
    "evaluation_days": 1817.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603900800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759823336316,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "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": [
        [
            712184.1925943558,
            441932.6469139431,
            270251.5456804125,
            2308738.9999832464,
            -131990.8562447987,
            2440729.8562280457
        ],
        [
            712.184193,
            441.932647,
            270.251546,
            2308.739,
            -131.990856,
            2440.729856
        ],
        [
            0.391812,
            0.243131,
            0.14868,
            0.175195,
            0,
            0.178136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87785,
            -88180,
            -44639,
            -1981940,
            -1577778,
            -892042
        ],
        [
            2.064642,
            2.09598,
            2.017085,
            1.22219,
            0.978381,
            1.569516
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            54,
            19,
            35,
            54,
            19,
            35
        ],
        [
            100,
            58,
            42,
            100,
            58,
            42
        ],
        [
            35.064935,
            24.675325,
            45.454545,
            35.064935,
            24.675325,
            45.454545
        ],
        [
            3.823411,
            6.398253,
            2.420502,
            2.263314,
            2.986636,
            1.883419
        ],
        [
            340723,
            340723,
            51833,
            1133852,
            1133852,
            728336
        ],
        [
            -34827,
            -30022,
            -34827,
            -708108,
            -348118,
            -708108
        ],
        [
            35,
            31,
            38,
            35,
            31,
            38
        ],
        [
            62,
            67,
            60,
            62,
            67,
            60
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            5392,
            2421,
            2971,
            5392,
            2421,
            2971
        ],
        [
            49.325652,
            49.325652,
            150.992318,
            49.325652,
            49.325652,
            150.992318
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360644,
            -60665,
            -33046,
            178594,
            -650640,
            -31620
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5453,
    "evaluation_days": 1817.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603900800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759823336316,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "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)