← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/720/WMA/LINREG/8779

Strategy
FTM/USDT/720/WMA/LINREG/8779
Pair
FTM_USDT
Interval
12h
Score
477875
Daily Profit
0.356417
Profit Factor
1.868008
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 19:08
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2798898.7793 2681622.5909 117276.1884 63695847.0049 143615917.9912 -79920070.9863
Total P&L (%) 2798.8988 2681.6226 117.2762 63695.847 143615.918 -79920.071
Avg Daily Profit (%) 1.3697 1.3123 0.0574 0.3165 0.3564 0
Buy And Hold Return (%) 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385
Max Trade Drawdown -92876 -59578 -116105 -79508986 -44279624 -133036897
Profit Factor 5.2087 9.4235 1.3383 1.1584 1.868 0.6622
Total Trades 75 38 37 75 38 37
Winning Trades 37 20 17 37 20 17
Losing Trades 38 18 20 38 18 20
Profitability (%) 49.3333 52.6316 45.9459 49.3333 52.6316 45.9459
Ratio Avg Win / Avg Loss 5.3495 8.4811 1.5745 1.1897 1.6812 0.7791
Largest Winning Trade 1149050 1149050 77938 59374953 59374953 41263368
Largest Losing Trade -67032 -59578 -67032 -44279624 -44279624 -34571878
Avg Bars in Trades 53 50 55 53 50 55
Avg Bars in Winners 66 62 72 66 62 72
Avg Bars in Losers 40 38 41 40 38 41
Bars Traded 3990 1933 2057 3990 1933 2057
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205706 -143284 -282206 -98756 477875 -582349
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759680528436,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "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": [
        [
            2798898.779349762,
            2681622.5909153894,
            117276.1884343728,
            63695847.00494565,
            143615917.99122947,
            -79920070.98628381
        ],
        [
            2798.898779,
            2681.622591,
            117.276188,
            63695.847005,
            143615.917991,
            -79920.070986
        ],
        [
            1.369659,
            1.312269,
            0.05739,
            0.31654,
            0.356417,
            0
        ],
        [
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524
        ],
        [
            -92876,
            -59578,
            -116105,
            -79508986,
            -44279624,
            -133036897
        ],
        [
            5.208738,
            9.423475,
            1.338294,
            1.158431,
            1.868008,
            0.662196
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            49.333333,
            52.631579,
            45.945946,
            49.333333,
            52.631579,
            45.945946
        ],
        [
            5.349515,
            8.481127,
            1.574463,
            1.18974,
            1.681207,
            0.779054
        ],
        [
            1149050,
            1149050,
            77938,
            59374953,
            59374953,
            41263368
        ],
        [
            -67032,
            -59578,
            -67032,
            -44279624,
            -44279624,
            -34571878
        ],
        [
            53,
            50,
            55,
            53,
            50,
            55
        ],
        [
            66,
            62,
            72,
            66,
            62,
            72
        ],
        [
            40,
            38,
            41,
            40,
            38,
            41
        ],
        [
            3990,
            1933,
            2057,
            3990,
            1933,
            2057
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205706,
            -143284,
            -282206,
            -98756,
            477875,
            -582349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759680528436,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "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)