← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/120/LINREG/HMA/1661

Strategy
ICP/USDT/120/LINREG/HMA/1661
Pair
ICP_USDT
Interval
2h
Score
326760
Daily Profit
0.219150
Profit Factor
1.423924
Profitability
43.122677
Streak
13.130923
Best Strategy
Training Data Length
1605.920000
Evaluation Time
2025-10-03 04:08
Expiration Time
2025-11-29 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351936.8736 111946.6574 239990.2162 593072.4614 43415.9988 549656.4626
Total P&L (%) 351.9369 111.9467 239.9902 593.0725 43.416 549.6565
Avg Daily Profit (%) 0.2192 0.0697 0.1494 0.1206 0.0225 0.1166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81342 -69100 -104998 -358411 -420525 -347527
Profit Factor 1.4239 1.2523 1.6209 1.1786 1.0252 1.3438
Total Trades 269 134 135 269 134 135
Winning Trades 116 53 63 116 53 63
Losing Trades 153 81 72 153 81 72
Profitability (%) 43.1227 39.5522 46.6667 43.1227 39.5522 46.6667
Ratio Avg Win / Avg Loss 1.8781 1.9139 1.8524 1.5545 1.5668 1.5357
Largest Winning Trade 64546 64546 43756 181904 181904 176830
Largest Losing Trade -35036 -33228 -35036 -128709 -111972 -128709
Avg Bars in Trades 70 72 67 70 72 67
Avg Bars in Winners 104 100 108 104 100 108
Avg Bars in Losers 43 54 32 43 54 32
Bars Traded 18879 9728 9151 18879 9728 9151
Profit Streak 13.1309 0 14.4643 13.1309 0 14.4643
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326760 -103219 310177 -55173 -360722 -36373
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19271,
    "evaluation_days": 1605.92,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622469600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453711765,
    "expiration_time": 1764444643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 42,
            "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": [
        [
            351936.8735697935,
            111946.6573605122,
            239990.2162092812,
            593072.4614126232,
            43415.9988457618,
            549656.4625668614
        ],
        [
            351.936874,
            111.946657,
            239.990216,
            593.072461,
            43.415999,
            549.656463
        ],
        [
            0.21915,
            0.069709,
            0.149441,
            0.120624,
            0.022456,
            0.116591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81342,
            -69100,
            -104998,
            -358411,
            -420525,
            -347527
        ],
        [
            1.423924,
            1.252329,
            1.620876,
            1.178601,
            1.025217,
            1.343755
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            116,
            53,
            63,
            116,
            53,
            63
        ],
        [
            153,
            81,
            72,
            153,
            81,
            72
        ],
        [
            43.122677,
            39.552239,
            46.666667,
            43.122677,
            39.552239,
            46.666667
        ],
        [
            1.878107,
            1.913936,
            1.85243,
            1.554534,
            1.566841,
            1.53572
        ],
        [
            64546,
            64546,
            43756,
            181904,
            181904,
            176830
        ],
        [
            -35036,
            -33228,
            -35036,
            -128709,
            -111972,
            -128709
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            104,
            100,
            108,
            104,
            100,
            108
        ],
        [
            43,
            54,
            32,
            43,
            54,
            32
        ],
        [
            18879,
            9728,
            9151,
            18879,
            9728,
            9151
        ],
        [
            13.130923,
            0,
            14.464256,
            13.130923,
            0,
            14.464257
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326760,
            -103219,
            310177,
            -55173,
            -360722,
            -36373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19271,
    "evaluation_days": 1605.92,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622469600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453711765,
    "expiration_time": 1764444643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 42,
            "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)