← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/LINREG/KCU/8227

Strategy
WAVES/USDT/120/LINREG/KCU/8227
Pair
WAVES_USDT
Interval
2h
Score
548421
Daily Profit
0.315717
Profit Factor
2.206698
Profitability
76.086957
Streak
748.101857
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 11:26
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 454797.3838 510830.194 -56032.8102 37630.0433 1453899.8975 -1416269.8542
Total P&L (%) 454.7974 510.8302 -56.0328 37.63 1453.8999 -1416.2699
Avg Daily Profit (%) 0.2811 0.3157 -0.0346 0.0197 0.1697 0
Buy And Hold Return (%) 20.2369 20.2369 20.2369 20.2369 20.2369 20.2369
Max Trade Drawdown -248464 -184055 -74987 -5030685 -3370166 -1660889
Profit Factor 1.7535 2.2067 0.6891 1.0038 1.195 0.4296
Total Trades 93 46 47 93 46 47
Winning Trades 64 35 29 64 35 29
Losing Trades 29 11 18 29 11 18
Profitability (%) 68.8172 76.087 61.7021 68.8172 76.087 61.7021
Ratio Avg Win / Avg Loss 0.7946 0.6935 0.4277 0.4548 0.3756 0.2666
Largest Winning Trade 93164 93164 9279 1435140 1435140 199919
Largest Losing Trade -85961 -85961 -30755 -3023448 -3023448 -1562206
Avg Bars in Trades 193 382 9 193 382 9
Avg Bars in Winners 131 236 5 131 236 5
Avg Bars in Losers 330 846 15 330 846 15
Bars Traded 18012 17585 427 18012 17585 427
Profit Streak 702.6019 748.1019 702.6019 702.6019 748.1019 702.6019
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 474233 548421 -577945 -388026 175777 -577945

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579255200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875200424,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            454797.3838396622,
            510830.194012022,
            -56032.8101723598,
            37630.043287139,
            1453899.8974545794,
            -1416269.854167438
        ],
        [
            454.797384,
            510.830194,
            -56.03281,
            37.630043,
            1453.899897,
            -1416.269854
        ],
        [
            0.281086,
            0.315717,
            -0.034631,
            0.019742,
            0.169696,
            0
        ],
        [
            20.236898,
            20.236898,
            20.236898,
            20.236898,
            20.236898,
            20.236898
        ],
        [
            -248464,
            -184055,
            -74987,
            -5030685,
            -3370166,
            -1660889
        ],
        [
            1.753521,
            2.206698,
            0.68911,
            1.003786,
            1.195011,
            0.429566
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            68.817204,
            76.086957,
            61.702128,
            68.817204,
            76.086957,
            61.702128
        ],
        [
            0.794564,
            0.693534,
            0.427724,
            0.454841,
            0.375575,
            0.266627
        ],
        [
            93164,
            93164,
            9279,
            1435140,
            1435140,
            199919
        ],
        [
            -85961,
            -85961,
            -30755,
            -3023448,
            -3023448,
            -1562206
        ],
        [
            193,
            382,
            9,
            193,
            382,
            9
        ],
        [
            131,
            236,
            5,
            131,
            236,
            5
        ],
        [
            330,
            846,
            15,
            330,
            846,
            15
        ],
        [
            18012,
            17585,
            427,
            18012,
            17585,
            427
        ],
        [
            702.601857,
            748.101857,
            702.601857,
            702.601857,
            748.101857,
            702.601857
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474233,
            548421,
            -577945,
            -388026,
            175777,
            -577945
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579255200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875200424,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)