← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ENS/USDT/120/LINREG/JMA/1902

Strategy
ENS/USDT/120/LINREG/JMA/1902
Pair
ENS_USDT
Interval
2h
Score
383113
Daily Profit
0.240860
Profit Factor
1.365307
Profitability
59.071730
Streak
35.703460
Best Strategy
Training Data Length
1423.580000
Evaluation Time
2025-10-03 21:52
Expiration Time
2025-11-24 01:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342883.5068 238036.3628 104847.144 146224.5662 420042.4239 -273817.8577
Total P&L (%) 342.8835 238.0364 104.8471 146.2246 420.0424 -273.8179
Avg Daily Profit (%) 0.2409 0.1672 0.0737 0.0633 0.1159 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122877 -64207 -134838 -913519 -232607 -924421
Profit Factor 1.3653 1.4953 1.2289 1.0431 1.2768 0.8541
Total Trades 237 118 119 237 118 119
Winning Trades 140 67 73 140 67 73
Losing Trades 97 51 46 97 51 46
Profitability (%) 59.0717 56.7797 61.3445 59.0717 56.7797 61.3445
Ratio Avg Win / Avg Loss 0.946 1.1382 0.7744 0.7227 0.9719 0.5382
Largest Winning Trade 110922 110922 41408 229525 229525 178004
Largest Losing Trade -52797 -38497 -52797 -297943 -110330 -297943
Avg Bars in Trades 70 74 66 70 74 66
Avg Bars in Winners 77 84 71 77 84 71
Avg Bars in Losers 60 61 59 60 61 59
Bars Traded 16728 8794 7934 16728 8794 7934
Profit Streak 35.7035 35.7035 55.8701 35.7035 35.7035 55.8701
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383113 352768 -93988 -279339 -38837 -578143
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17083,
    "evaluation_days": 1423.58,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637834400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759517578926,
    "expiration_time": 1763942313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 156,
            "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": [
        [
            342883.5067981472,
            238036.3628347875,
            104847.1439633592,
            146224.5662108579,
            420042.4238722985,
            -273817.8576614403
        ],
        [
            342.883507,
            238.036363,
            104.847144,
            146.224566,
            420.042424,
            -273.817858
        ],
        [
            0.24086,
            0.16721,
            0.07365,
            0.063316,
            0.115884,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122877,
            -64207,
            -134838,
            -913519,
            -232607,
            -924421
        ],
        [
            1.365307,
            1.495271,
            1.228925,
            1.043076,
            1.27678,
            0.854116
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            140,
            67,
            73,
            140,
            67,
            73
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            59.07173,
            56.779661,
            61.344538,
            59.07173,
            56.779661,
            61.344538
        ],
        [
            0.945963,
            1.138192,
            0.774391,
            0.722703,
            0.971877,
            0.53821
        ],
        [
            110922,
            110922,
            41408,
            229525,
            229525,
            178004
        ],
        [
            -52797,
            -38497,
            -52797,
            -297943,
            -110330,
            -297943
        ],
        [
            70,
            74,
            66,
            70,
            74,
            66
        ],
        [
            77,
            84,
            71,
            77,
            84,
            71
        ],
        [
            60,
            61,
            59,
            60,
            61,
            59
        ],
        [
            16728,
            8794,
            7934,
            16728,
            8794,
            7934
        ],
        [
            35.70346,
            35.70346,
            55.870126,
            35.70346,
            35.70346,
            55.870126
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383113,
            352768,
            -93988,
            -279339,
            -38837,
            -578143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17083,
    "evaluation_days": 1423.58,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637834400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759517578926,
    "expiration_time": 1763942313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 156,
            "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)