← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALICE/USDT/240/LINREG/KCL/1794

Strategy
ALICE/USDT/240/LINREG/KCL/1794
Pair
ALICE_USDT
Interval
4h
Score
361959
Daily Profit
0.219093
Profit Factor
1.431718
Profitability
59.574468
Streak
37.505479
Best Strategy
Training Data Length
1661.170000
Evaluation Time
2025-10-01 07:07
Expiration Time
2025-11-20 02:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363951.3479 167683.1448 196268.2031 -1058836.9407 193403.9525 -1252240.8932
Total P&L (%) 363.9513 167.6831 196.2682 -1058.8369 193.404 -1252.2409
Avg Daily Profit (%) 0.2191 0.1009 0.1182 0 0.0648 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212043 -82943 -191538 -9077110 -1723145 -8587643
Profit Factor 1.4317 1.5205 1.3768 0.9446 1.034 0.9068
Total Trades 141 70 71 141 70 71
Winning Trades 84 38 46 60 31 29
Losing Trades 57 32 25 81 39 42
Profitability (%) 59.5745 54.2857 64.7887 42.5532 44.2857 40.8451
Ratio Avg Win / Avg Loss 0.9715 1.2804 0.7483 1.2753 1.3008 1.3133
Largest Winning Trade 114124 114124 44065 5364211 1568283 5364211
Largest Losing Trade -191391 -44555 -191391 -2331577 -1000689 -2331577
Avg Bars in Trades 69 40 98 69 40 98
Avg Bars in Winners 61 45 75 78 38 121
Avg Bars in Losers 81 34 142 63 41 83
Bars Traded 9836 2814 7022 9836 2814 7022
Profit Streak 37.5055 37.5055 38.3388 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361959 -149864 -120159 -581634 -386226 -669629
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9967,
    "evaluation_days": 1661.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617105600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759291673429,
    "expiration_time": 1763596944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 34,
            "offset": 0,
            "scalar": 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": [
        [
            363951.3479268125,
            167683.1448427896,
            196268.2030840231,
            -1058836.9407145486,
            193403.9525094035,
            -1252240.893223952
        ],
        [
            363.951348,
            167.683145,
            196.268203,
            -1058.836941,
            193.403953,
            -1252.240893
        ],
        [
            0.219093,
            0.100943,
            0.118151,
            0,
            0.064818,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212043,
            -82943,
            -191538,
            -9077110,
            -1723145,
            -8587643
        ],
        [
            1.431718,
            1.52052,
            1.376798,
            0.94464,
            1.033967,
            0.906775
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            84,
            38,
            46,
            60,
            31,
            29
        ],
        [
            57,
            32,
            25,
            81,
            39,
            42
        ],
        [
            59.574468,
            54.285714,
            64.788732,
            42.553191,
            44.285714,
            40.84507
        ],
        [
            0.971523,
            1.280438,
            0.74826,
            1.275264,
            1.300797,
            1.31326
        ],
        [
            114124,
            114124,
            44065,
            5364211,
            1568283,
            5364211
        ],
        [
            -191391,
            -44555,
            -191391,
            -2331577,
            -1000689,
            -2331577
        ],
        [
            69,
            40,
            98,
            69,
            40,
            98
        ],
        [
            61,
            45,
            75,
            78,
            38,
            121
        ],
        [
            81,
            34,
            142,
            63,
            41,
            83
        ],
        [
            9836,
            2814,
            7022,
            9836,
            2814,
            7022
        ],
        [
            37.505479,
            37.505479,
            38.338813,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361959,
            -149864,
            -120159,
            -581634,
            -386226,
            -669629
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9967,
    "evaluation_days": 1661.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617105600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759291673429,
    "expiration_time": 1763596944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 34,
            "offset": 0,
            "scalar": 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)