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Trade: FIL/USDT/720/LINREG/LINREG/9311

Strategy
FIL/USDT/720/LINREG/LINREG/9311
Pair
FIL_USDT
Interval
12h
Score
449600
Daily Profit
0.303811
Profit Factor
1.711787
Profitability
46.575342
Streak
40.227206
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 08:27
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550201.1564 345588.8454 204612.311 411940.6194 390512.5865 21428.0329
Total P&L (%) 550.2012 345.5888 204.6123 411.9406 390.5126 21.428
Avg Daily Profit (%) 0.3038 0.1908 0.113 0.0902 0.0879 0.0107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134064 -145636 -61842 -1347196 -971915 -1116419
Profit Factor 1.7118 1.7439 1.6634 1.0607 1.111 1.0066
Total Trades 146 73 73 146 73 73
Winning Trades 68 26 42 68 26 42
Losing Trades 78 47 31 78 47 31
Profitability (%) 46.5753 35.6164 57.5342 46.5753 35.6164 57.5342
Ratio Avg Win / Avg Loss 1.9635 3.1525 1.2277 1.2167 2.0083 0.7429
Largest Winning Trade 282960 282960 47652 793311 793311 297546
Largest Losing Trade -47156 -31539 -47156 -776314 -284577 -776314
Avg Bars in Trades 24 26 22 24 26 22
Avg Bars in Winners 29 36 25 29 36 25
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 3551 1898 1653 3551 1898 1653
Profit Streak 40.2272 40.2272 52.2272 40.2272 40.2272 52.2272
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449600 -65877 -109985 -225969 -249748 -469293
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604836800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210030581,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "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": [
        [
            550201.1563985416,
            345588.8454103221,
            204612.3109882188,
            411940.6194132288,
            390512.5865330744,
            21428.0328801532
        ],
        [
            550.201156,
            345.588845,
            204.612311,
            411.940619,
            390.512587,
            21.428033
        ],
        [
            0.303811,
            0.190828,
            0.112983,
            0.090214,
            0.087851,
            0.010721
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134064,
            -145636,
            -61842,
            -1347196,
            -971915,
            -1116419
        ],
        [
            1.711787,
            1.743913,
            1.663398,
            1.06069,
            1.110968,
            1.006556
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            68,
            26,
            42,
            68,
            26,
            42
        ],
        [
            78,
            47,
            31,
            78,
            47,
            31
        ],
        [
            46.575342,
            35.616438,
            57.534247,
            46.575342,
            35.616438,
            57.534247
        ],
        [
            1.96352,
            3.152458,
            1.227746,
            1.216674,
            2.008289,
            0.742934
        ],
        [
            282960,
            282960,
            47652,
            793311,
            793311,
            297546
        ],
        [
            -47156,
            -31539,
            -47156,
            -776314,
            -284577,
            -776314
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            29,
            36,
            25,
            29,
            36,
            25
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            3551,
            1898,
            1653,
            3551,
            1898,
            1653
        ],
        [
            40.227206,
            40.227206,
            52.227206,
            40.227206,
            40.227206,
            52.227206
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449600,
            -65877,
            -109985,
            -225969,
            -249748,
            -469293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604836800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210030581,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "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)