← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: OMG/USDT/120/WMA/LINREG/8973

Strategy
OMG/USDT/120/WMA/LINREG/8973
Pair
OMG_USDT
Interval
2h
Score
312364
Daily Profit
0.349827
Profit Factor
1.581416
Profitability
36.633663
Streak
500.030611
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 03:44
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 566020.3928 478871.202 87149.1908 715814.2727 366858.0205 348956.2523
Total P&L (%) 566.0204 478.8712 87.1492 715.8143 366.858 348.9563
Avg Daily Profit (%) 0.3498 0.296 0.0539 0.1298 0.0953 0.0929
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185207 -156289 -83324 -2356924 -2164575 -1041385
Profit Factor 1.5814 1.9723 1.1812 1.0803 1.0808 1.0798
Total Trades 202 101 101 202 101 101
Winning Trades 74 33 41 74 33 41
Losing Trades 128 68 60 128 68 60
Profitability (%) 36.6337 32.6733 40.5941 36.6337 32.6733 40.5941
Ratio Avg Win / Avg Loss 2.7354 4.0642 1.7286 1.8686 2.2271 1.5802
Largest Winning Trade 206163 206163 65254 1028028 729083 1028028
Largest Losing Trade -25784 -23521 -25784 -342661 -280787 -342661
Avg Bars in Trades 94 92 95 94 92 95
Avg Bars in Winners 158 169 150 158 169 150
Avg Bars in Losers 57 55 58 57 55 58
Bars Traded 19071 9390 9681 19071 9390 9681
Profit Streak 500.0306 521.0306 0 500.0306 521.0306 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312364 220488 -145053 -153951 -202384 -204586
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579500000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759193044784,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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": [
        [
            566020.3928478757,
            478871.2020203011,
            87149.1908275747,
            715814.2727496512,
            366858.0204807956,
            348956.2522688559
        ],
        [
            566.020393,
            478.871202,
            87.149191,
            715.814273,
            366.85802,
            348.956252
        ],
        [
            0.349827,
            0.295965,
            0.053862,
            0.129813,
            0.095277,
            0.092859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185207,
            -156289,
            -83324,
            -2356924,
            -2164575,
            -1041385
        ],
        [
            1.581416,
            1.972312,
            1.181178,
            1.080297,
            1.080787,
            1.079788
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            128,
            68,
            60,
            128,
            68,
            60
        ],
        [
            36.633663,
            32.673267,
            40.594059,
            36.633663,
            32.673267,
            40.594059
        ],
        [
            2.735422,
            4.064157,
            1.728554,
            1.868621,
            2.227076,
            1.580177
        ],
        [
            206163,
            206163,
            65254,
            1028028,
            729083,
            1028028
        ],
        [
            -25784,
            -23521,
            -25784,
            -342661,
            -280787,
            -342661
        ],
        [
            94,
            92,
            95,
            94,
            92,
            95
        ],
        [
            158,
            169,
            150,
            158,
            169,
            150
        ],
        [
            57,
            55,
            58,
            57,
            55,
            58
        ],
        [
            19071,
            9390,
            9681,
            19071,
            9390,
            9681
        ],
        [
            500.030611,
            521.030611,
            0,
            500.030611,
            521.030611,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312364,
            220488,
            -145053,
            -153951,
            -202384,
            -204586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579500000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759193044784,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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)