← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: IMX/USDT/120/SSF/LINREG/7037

Strategy
IMX/USDT/120/SSF/LINREG/7037
Pair
IMX_USDT
Interval
2h
Score
314992
Daily Profit
0.284026
Profit Factor
1.561176
Profitability
41.600000
Streak
20.238026
Best Strategy
Training Data Length
1357.500000
Evaluation Time
2025-09-29 00:42
Expiration Time
2025-11-16 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385565.528 265416.2506 120149.2773 240404.9268 299897.9998 -59493.0729
Total P&L (%) 385.5655 265.4163 120.1493 240.4049 299.898 -59.4931
Avg Daily Profit (%) 0.284 0.1955 0.0885 0.0903 0.1022 -0.0665
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123827 -92422 -73536 -296070 -219442 -228564
Profit Factor 1.5612 1.7774 1.3476 1.2037 1.5432 0.9053
Total Trades 125 63 62 125 63 62
Winning Trades 52 21 31 52 21 31
Losing Trades 73 42 31 73 42 31
Profitability (%) 41.6 33.3333 50 41.6 33.3333 50
Ratio Avg Win / Avg Loss 2.1917 3.5548 1.3476 1.6898 3.0863 0.9053
Largest Winning Trade 140980 140980 44428 154849 154849 81112
Largest Losing Trade -40572 -18905 -40572 -95096 -72266 -95096
Avg Bars in Trades 127 118 137 127 118 137
Avg Bars in Winners 215 216 214 215 216 214
Avg Bars in Losers 65 69 60 65 69 60
Bars Traded 15997 7483 8514 15997 7483 8514
Profit Streak 20.238 34.0714 0 20.238 34.0714 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314992 -141944 -228601 -74209 -206817 -734958
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16290,
    "evaluation_days": 1357.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642759200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759095765429,
    "expiration_time": 1763311968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 133,
            "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": [
        [
            385565.5279560126,
            265416.2506340004,
            120149.277322012,
            240404.9268200013,
            299897.99975161,
            -59493.0729316087
        ],
        [
            385.565528,
            265.416251,
            120.149277,
            240.404927,
            299.898,
            -59.493073
        ],
        [
            0.284026,
            0.195518,
            0.088508,
            0.090278,
            0.102154,
            -0.066549
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123827,
            -92422,
            -73536,
            -296070,
            -219442,
            -228564
        ],
        [
            1.561176,
            1.777419,
            1.347593,
            1.203712,
            1.543174,
            0.905266
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            73,
            42,
            31,
            73,
            42,
            31
        ],
        [
            41.6,
            33.333333,
            50,
            41.6,
            33.333333,
            50
        ],
        [
            2.191651,
            3.554838,
            1.347593,
            1.689827,
            3.086347,
            0.905266
        ],
        [
            140980,
            140980,
            44428,
            154849,
            154849,
            81112
        ],
        [
            -40572,
            -18905,
            -40572,
            -95096,
            -72266,
            -95096
        ],
        [
            127,
            118,
            137,
            127,
            118,
            137
        ],
        [
            215,
            216,
            214,
            215,
            216,
            214
        ],
        [
            65,
            69,
            60,
            65,
            69,
            60
        ],
        [
            15997,
            7483,
            8514,
            15997,
            7483,
            8514
        ],
        [
            20.238026,
            34.071359,
            0,
            20.238026,
            34.071359,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314992,
            -141944,
            -228601,
            -74209,
            -206817,
            -734958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16290,
    "evaluation_days": 1357.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642759200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759095765429,
    "expiration_time": 1763311968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 133,
            "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)