← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: COMP/USDT/360/LINREG/DCM/9388

Strategy
COMP/USDT/360/LINREG/DCM/9388
Pair
COMP_USDT
Interval
6h
Score
398926
Daily Profit
0.232401
Profit Factor
1.750346
Profitability
48.800000
Streak
0.000000
Best Strategy
Training Data Length
1925.500000
Evaluation Time
2025-10-02 18:11
Expiration Time
2025-11-29 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447488.6021 292054.3331 155434.269 711603.0587 299325.7669 412277.2918
Total P&L (%) 447.4886 292.0543 155.4343 711.6031 299.3258 412.2773
Avg Daily Profit (%) 0.2324 0.1517 0.0807 0.1088 0.0719 0.0849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89375 -110753 -96606 -451584 -448622 -224814
Profit Factor 1.7503 1.8643 1.6014 1.4117 1.2838 1.6121
Total Trades 125 62 63 125 62 63
Winning Trades 61 31 30 61 31 30
Losing Trades 64 31 33 64 31 33
Profitability (%) 48.8 50 47.619 48.8 50 47.619
Ratio Avg Win / Avg Loss 1.8364 1.8643 1.7615 1.4811 1.2838 1.7733
Largest Winning Trade 145693 145693 52256 231407 231407 200332
Largest Losing Trade -52929 -46295 -52929 -448622 -448622 -142034
Avg Bars in Trades 57 75 39 57 75 39
Avg Bars in Winners 68 80 57 68 80 57
Avg Bars in Losers 46 70 23 46 70 23
Bars Traded 7177 4675 2502 7177 4675 2502
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 398926 -143433 -229749 -46688 -251088 -224186
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7702,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1598076000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417884107,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 94,
            "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": [
        [
            447488.6020809079,
            292054.333081426,
            155434.2689994819,
            711603.0587451961,
            299325.7669258873,
            412277.2918193087
        ],
        [
            447.488602,
            292.054333,
            155.434269,
            711.603059,
            299.325767,
            412.277292
        ],
        [
            0.232401,
            0.151677,
            0.080724,
            0.108802,
            0.071935,
            0.084881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89375,
            -110753,
            -96606,
            -451584,
            -448622,
            -224814
        ],
        [
            1.750346,
            1.864296,
            1.601372,
            1.411717,
            1.283772,
            1.612078
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            48.8,
            50,
            47.619048,
            48.8,
            50,
            47.619048
        ],
        [
            1.836429,
            1.864296,
            1.76151,
            1.481146,
            1.283772,
            1.773286
        ],
        [
            145693,
            145693,
            52256,
            231407,
            231407,
            200332
        ],
        [
            -52929,
            -46295,
            -52929,
            -448622,
            -448622,
            -142034
        ],
        [
            57,
            75,
            39,
            57,
            75,
            39
        ],
        [
            68,
            80,
            57,
            68,
            80,
            57
        ],
        [
            46,
            70,
            23,
            46,
            70,
            23
        ],
        [
            7177,
            4675,
            2502,
            7177,
            4675,
            2502
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398926,
            -143433,
            -229749,
            -46688,
            -251088,
            -224186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7702,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1598076000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417884107,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 94,
            "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)