← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: COMP/USDT/360/ZLMA/LINREG/9321

Strategy
COMP/USDT/360/ZLMA/LINREG/9321
Pair
COMP_USDT
Interval
6h
Score
358959
Daily Profit
0.345132
Profit Factor
2.189369
Profitability
40.425532
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-27 17:38
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661790.4508 460028.2706 201762.1801 2180050.9106 239240.8424 1940810.0682
Total P&L (%) 661.7905 460.0283 201.7622 2180.0509 239.2408 1940.8101
Avg Daily Profit (%) 0.3451 0.2399 0.1052 0.1632 0.0637 0.1574
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99799 -69433 -56566 -4566284 -3464777 -1706565
Profit Factor 2.1894 2.5834 1.7588 1.1949 1.0365 1.419
Total Trades 94 47 47 94 47 47
Winning Trades 38 18 20 38 18 20
Losing Trades 56 29 27 56 29 27
Profitability (%) 40.4255 38.2979 42.5532 40.4255 38.2979 42.5532
Ratio Avg Win / Avg Loss 3.2264 4.1621 2.3744 1.7609 1.6699 1.9156
Largest Winning Trade 185237 185237 61697 2760285 2760285 1346770
Largest Losing Trade -47307 -47307 -27708 -1931617 -1931617 -817177
Avg Bars in Trades 78 83 73 78 83 73
Avg Bars in Winners 119 128 111 119 128 111
Avg Bars in Losers 50 55 45 50 55 45
Bars Traded 7365 3908 3457 7365 3908 3457
Profit Streak 0 0 48.1099 0 0 48.1099
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358959 303067 -51430 -814 -291578 264311
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597557600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758983892795,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 53,
            "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": [
        [
            661790.4507543715,
            460028.2706226758,
            201762.1801316958,
            2180050.9106492316,
            239240.8424101325,
            1940810.0682390984
        ],
        [
            661.790451,
            460.028271,
            201.76218,
            2180.050911,
            239.240842,
            1940.810068
        ],
        [
            0.345132,
            0.23991,
            0.105221,
            0.163199,
            0.063725,
            0.157408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99799,
            -69433,
            -56566,
            -4566284,
            -3464777,
            -1706565
        ],
        [
            2.189369,
            2.583385,
            1.758827,
            1.194865,
            1.036497,
            1.418963
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            40.425532,
            38.297872,
            42.553191,
            40.425532,
            38.297872,
            42.553191
        ],
        [
            3.226438,
            4.16212,
            2.374417,
            1.760853,
            1.669912,
            1.9156
        ],
        [
            185237,
            185237,
            61697,
            2760285,
            2760285,
            1346770
        ],
        [
            -47307,
            -47307,
            -27708,
            -1931617,
            -1931617,
            -817177
        ],
        [
            78,
            83,
            73,
            78,
            83,
            73
        ],
        [
            119,
            128,
            111,
            119,
            128,
            111
        ],
        [
            50,
            55,
            45,
            50,
            55,
            45
        ],
        [
            7365,
            3908,
            3457,
            7365,
            3908,
            3457
        ],
        [
            0,
            0,
            48.10987,
            0,
            0,
            48.10987
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358959,
            303067,
            -51430,
            -814,
            -291578,
            264311
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597557600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758983892795,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 53,
            "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)