← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: KSM/USDT/240/WMA/LINREG/8417

Strategy
KSM/USDT/240/WMA/LINREG/8417
Pair
KSM_USDT
Interval
4h
Score
529889
Daily Profit
0.683005
Profit Factor
5.604518
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 11:50
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1409649.7004 1261053.0065 148596.6939 1055709.6628 -119418.3938 1175128.0566
Total P&L (%) 1409.6497 1261.053 148.5967 1055.7097 -119.4184 1175.1281
Avg Daily Profit (%) 0.7635 0.683 0.0805 0.1326 0 0.138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120430 -92081 -56651 -1599193 -1447954 -933531
Profit Factor 4.0455 5.6045 1.7863 1.1852 0.9649 1.5122
Total Trades 61 31 30 61 31 30
Winning Trades 29 11 18 29 11 18
Losing Trades 32 20 12 32 20 12
Profitability (%) 47.541 35.4839 60 47.541 35.4839 60
Ratio Avg Win / Avg Loss 4.4641 10.19 1.1909 1.3078 1.7544 1.0082
Largest Winning Trade 1263094 1263094 64833 1263094 1263094 705832
Largest Losing Trade -45057 -39230 -45057 -712774 -525352 -712774
Avg Bars in Trades 175 148 204 175 148 204
Avg Bars in Winners 266 266 266 266 266 266
Avg Bars in Losers 93 83 110 93 83 110
Bars Traded 10725 4599 6126 10725 4599 6126
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147007 529889 -81971 -199320 -583685 -5800

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876657811,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "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": [
        [
            1409649.7003946241,
            1261053.006480569,
            148596.6939140551,
            1055709.6628012233,
            -119418.393789756,
            1175128.0565909795
        ],
        [
            1409.6497,
            1261.053006,
            148.596694,
            1055.709663,
            -119.418394,
            1175.128057
        ],
        [
            0.763487,
            0.683005,
            0.080482,
            0.132637,
            0,
            0.13797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120430,
            -92081,
            -56651,
            -1599193,
            -1447954,
            -933531
        ],
        [
            4.045547,
            5.604518,
            1.786297,
            1.185185,
            0.964946,
            1.512227
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            32,
            20,
            12,
            32,
            20,
            12
        ],
        [
            47.540984,
            35.483871,
            60,
            47.540984,
            35.483871,
            60
        ],
        [
            4.464052,
            10.190032,
            1.190864,
            1.30779,
            1.754447,
            1.008152
        ],
        [
            1263094,
            1263094,
            64833,
            1263094,
            1263094,
            705832
        ],
        [
            -45057,
            -39230,
            -45057,
            -712774,
            -525352,
            -712774
        ],
        [
            175,
            148,
            204,
            175,
            148,
            204
        ],
        [
            266,
            266,
            266,
            266,
            266,
            266
        ],
        [
            93,
            83,
            110,
            93,
            83,
            110
        ],
        [
            10725,
            4599,
            6126,
            10725,
            4599,
            6126
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147007,
            529889,
            -81971,
            -199320,
            -583685,
            -5800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876657811,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "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)