← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/120/PWMA/LINREG/2476

Strategy
FIL/USDT/120/PWMA/LINREG/2476
Pair
FIL_USDT
Interval
2h
Score
394836
Daily Profit
0.318267
Profit Factor
1.631562
Profitability
43.157895
Streak
0.000000
Best Strategy
Training Data Length
1811.170000
Evaluation Time
2025-10-01 10:49
Expiration Time
2025-12-05 12:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 576435.3457 341721.6136 234713.7321 1125055.7582 -1262503.6176 2387559.3758
Total P&L (%) 576.4353 341.7216 234.7137 1125.0558 -1262.5036 2387.5594
Avg Daily Profit (%) 0.3183 0.1887 0.1296 0.1384 0 0.1776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163428 -119847 -67572 -7026494 -5784263 -3000432
Profit Factor 1.6316 1.6835 1.5686 1.0479 0.9007 1.2217
Total Trades 285 143 142 285 143 142
Winning Trades 123 56 67 123 56 67
Losing Trades 162 87 75 162 87 75
Profitability (%) 43.1579 39.1608 47.1831 43.1579 39.1608 47.1831
Ratio Avg Win / Avg Loss 2.1489 2.6155 1.7559 1.3802 1.3993 1.3676
Largest Winning Trade 288817 288817 64370 2436127 2436127 1814265
Largest Losing Trade -18171 -16715 -18171 -732849 -732849 -672561
Avg Bars in Trades 75 61 88 75 61 88
Avg Bars in Winners 112 88 133 112 88 133
Avg Bars in Losers 46 44 48 46 44 48
Bars Traded 21378 8835 12543 21378 8835 12543
Profit Streak 0 0 23.243 0 0 23.243
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394836 227634 -17907 -176805 -583501 242076
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304994585,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "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": [
        [
            576435.3457384653,
            341721.6136018664,
            234713.732136599,
            1125055.7582277302,
            -1262503.617550678,
            2387559.3757784087
        ],
        [
            576.435346,
            341.721614,
            234.713732,
            1125.055758,
            -1262.503618,
            2387.559376
        ],
        [
            0.318267,
            0.188675,
            0.129592,
            0.138436,
            0,
            0.177606
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163428,
            -119847,
            -67572,
            -7026494,
            -5784263,
            -3000432
        ],
        [
            1.631562,
            1.683525,
            1.568626,
            1.047909,
            0.900694,
            1.221691
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            123,
            56,
            67,
            123,
            56,
            67
        ],
        [
            162,
            87,
            75,
            162,
            87,
            75
        ],
        [
            43.157895,
            39.160839,
            47.183099,
            43.157895,
            39.160839,
            47.183099
        ],
        [
            2.148886,
            2.615476,
            1.755924,
            1.380173,
            1.399293,
            1.367565
        ],
        [
            288817,
            288817,
            64370,
            2436127,
            2436127,
            1814265
        ],
        [
            -18171,
            -16715,
            -18171,
            -732849,
            -732849,
            -672561
        ],
        [
            75,
            61,
            88,
            75,
            61,
            88
        ],
        [
            112,
            88,
            133,
            112,
            88,
            133
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            21378,
            8835,
            12543,
            21378,
            8835,
            12543
        ],
        [
            0,
            0,
            23.242993,
            0,
            0,
            23.242993
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394836,
            227634,
            -17907,
            -176805,
            -583501,
            242076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304994585,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "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)