← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: IMX/USDT/480/LINREG/HWMA/7041

Strategy
IMX/USDT/480/LINREG/HWMA/7041
Pair
IMX_USDT
Interval
8h
Score
330385
Daily Profit
0.232381
Profit Factor
1.435086
Profitability
44.715447
Streak
39.541283
Best Strategy
Training Data Length
1364.000000
Evaluation Time
2025-10-05 07:59
Expiration Time
2025-11-15 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316967.0685 208071.4404 108895.6282 166852.2645 134168.153 32684.1116
Total P&L (%) 316.9671 208.0714 108.8956 166.8523 134.1682 32.6841
Avg Daily Profit (%) 0.2324 0.1525 0.0798 0.072 0.0624 0.0207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133803 -73948 -128179 -211130 -125219 -240633
Profit Factor 1.4351 1.5321 1.3226 1.1454 1.2276 1.0585
Total Trades 123 62 61 123 62 61
Winning Trades 55 21 34 55 21 34
Losing Trades 68 41 27 68 41 27
Profitability (%) 44.7154 33.871 55.7377 44.7154 33.871 55.7377
Ratio Avg Win / Avg Loss 1.7743 2.9913 1.0503 1.4161 2.3968 0.8406
Largest Winning Trade 104597 104597 33362 110818 110818 61380
Largest Losing Trade -28475 -27513 -28475 -77597 -66181 -77597
Avg Bars in Trades 32 33 30 32 33 30
Avg Bars in Winners 46 56 39 46 56 39
Avg Bars in Losers 20 21 18 20 21 18
Bars Traded 3943 2079 1865 3943 2079 1865
Profit Streak 39.5413 39.5413 43.208 39.5413 39.5413 43.208
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330385 -150354 -246520 -158189 -269036 -486218
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4092,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644710400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759640366855,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.15137,
            "nc": 0.1
        }
    }
}
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": [
        [
            316967.0685168682,
            208071.4403525079,
            108895.62816436,
            166852.2645425153,
            134168.1529689987,
            32684.1115735166
        ],
        [
            316.967069,
            208.07144,
            108.895628,
            166.852265,
            134.168153,
            32.684112
        ],
        [
            0.232381,
            0.152545,
            0.079836,
            0.071985,
            0.0624,
            0.020735
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133803,
            -73948,
            -128179,
            -211130,
            -125219,
            -240633
        ],
        [
            1.435086,
            1.532142,
            1.322645,
            1.145368,
            1.227614,
            1.058538
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            68,
            41,
            27,
            68,
            41,
            27
        ],
        [
            44.715447,
            33.870968,
            55.737705,
            44.715447,
            33.870968,
            55.737705
        ],
        [
            1.774288,
            2.991325,
            1.050336,
            1.416091,
            2.39677,
            0.840604
        ],
        [
            104597,
            104597,
            33362,
            110818,
            110818,
            61380
        ],
        [
            -28475,
            -27513,
            -28475,
            -77597,
            -66181,
            -77597
        ],
        [
            32,
            33,
            30,
            32,
            33,
            30
        ],
        [
            46,
            56,
            39,
            46,
            56,
            39
        ],
        [
            20,
            21,
            18,
            20,
            21,
            18
        ],
        [
            3943,
            2079,
            1865,
            3943,
            2079,
            1865
        ],
        [
            39.541283,
            39.541283,
            43.20795,
            39.541283,
            39.541283,
            43.20795
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330385,
            -150354,
            -246520,
            -158189,
            -269036,
            -486218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4092,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644710400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759640366855,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.15137,
            "nc": 0.1
        }
    }
}

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)