← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/LINREG/DCM/6236

Strategy
FIL/USDT/720/LINREG/DCM/6236
Pair
FIL_USDT
Interval
12h
Score
300450
Daily Profit
0.188819
Profit Factor
1.325630
Profitability
47.520661
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-11 07:38
Expiration Time
2025-12-04 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344028.1946 174012.4548 170015.7398 90002.9104 -218975.6651 308978.5754
Total P&L (%) 344.0282 174.0125 170.0157 90.0029 -218.9757 308.9786
Avg Daily Profit (%) 0.1888 0.0955 0.0933 0.0352 0 0.0773
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236794 -130136 -155728 -3411944 -1915169 -2099503
Profit Factor 1.3256 1.3073 1.3468 1.0096 0.9561 1.0699
Total Trades 242 121 121 242 121 121
Winning Trades 115 52 63 115 52 63
Losing Trades 127 69 58 127 69 58
Profitability (%) 47.5207 42.9752 52.0661 47.5207 42.9752 52.0661
Ratio Avg Win / Avg Loss 1.464 1.7347 1.2399 1.1149 1.2687 0.985
Largest Winning Trade 98528 98528 54503 620000 620000 600398
Largest Losing Trade -51300 -26257 -51300 -698799 -639058 -698799
Avg Bars in Trades 14 16 13 14 16 13
Avg Bars in Winners 19 20 17 19 20 17
Avg Bars in Losers 11 13 8 11 13 8
Bars Traded 3589 1960 1629 3589 1960 1629
Profit Streak 0 0 83.6935 0 0 83.6935
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300450 -66912 -66341 -355257 -581798 -233352
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157518679,
    "expiration_time": 1764863424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 8,
            "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": [
        [
            344028.1945969201,
            174012.4547884105,
            170015.7398085098,
            90002.9103572514,
            -218975.6650926479,
            308978.5754498987
        ],
        [
            344.028195,
            174.012455,
            170.01574,
            90.00291,
            -218.975665,
            308.978575
        ],
        [
            0.188819,
            0.095506,
            0.093313,
            0.035235,
            0,
            0.077335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236794,
            -130136,
            -155728,
            -3411944,
            -1915169,
            -2099503
        ],
        [
            1.32563,
            1.307308,
            1.346791,
            1.00956,
            0.956135,
            1.069869
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            115,
            52,
            63,
            115,
            52,
            63
        ],
        [
            127,
            69,
            58,
            127,
            69,
            58
        ],
        [
            47.520661,
            42.975207,
            52.066116,
            47.520661,
            42.975207,
            52.066116
        ],
        [
            1.463956,
            1.734698,
            1.239903,
            1.114906,
            1.268717,
            0.984959
        ],
        [
            98528,
            98528,
            54503,
            620000,
            620000,
            600398
        ],
        [
            -51300,
            -26257,
            -51300,
            -698799,
            -639058,
            -698799
        ],
        [
            14,
            16,
            13,
            14,
            16,
            13
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            11,
            13,
            8,
            11,
            13,
            8
        ],
        [
            3589,
            1960,
            1629,
            3589,
            1960,
            1629
        ],
        [
            0,
            0,
            83.693503,
            0,
            0,
            83.693503
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300450,
            -66912,
            -66341,
            -355257,
            -581798,
            -233352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157518679,
    "expiration_time": 1764863424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 8,
            "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)