← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/240/HWMA/WMA/6048

Strategy
ALGO/USDT/240/HWMA/WMA/6048
Pair
ALGO_USDT
Interval
4h
Score
421300
Daily Profit
0.255101
Profit Factor
1.376030
Profitability
57.500000
Streak
0.000000
Best Strategy
Training Data Length
2286.330000
Evaluation Time
2025-09-26 18:34
Expiration Time
2025-12-02 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 583245.9203 410946.0765 172299.8438 -459620.2475 -219296.0116 -240324.2358
Total P&L (%) 583.2459 410.9461 172.2998 -459.6202 -219.296 -240.3242
Avg Daily Profit (%) 0.2551 0.1797 0.0754 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164398 -116846 -166683 -497164 -251650 -291446
Profit Factor 1.376 1.5676 1.2083 0.7146 0.7201 0.7093
Total Trades 320 160 160 320 160 160
Winning Trades 184 87 97 143 76 67
Losing Trades 136 73 63 177 84 93
Profitability (%) 57.5 54.375 60.625 44.6875 47.5 41.875
Ratio Avg Win / Avg Loss 1.0171 1.3154 0.7848 0.8845 0.7959 0.9846
Largest Winning Trade 59491 59491 43035 115250 50813 115250
Largest Losing Trade -111710 -39224 -111710 -87780 -87780 -49764
Avg Bars in Trades 42 42 42 42 42 42
Avg Bars in Winners 41 41 40 41 42 41
Avg Bars in Losers 44 44 44 43 43 42
Bars Traded 13625 6879 6746 13625 6879 6746
Profit Streak 0 0 40.1489 10.8155 18.1489 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421300 360614 -91820 -580525 -580903 -583654

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561795200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900862006,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.45367,
            "nb": 0.00558,
            "nc": 0.9246
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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": [
        [
            583245.9202553633,
            410946.0764928401,
            172299.843762523,
            -459620.2474867631,
            -219296.0116470865,
            -240324.2358396767
        ],
        [
            583.24592,
            410.946076,
            172.299844,
            -459.620247,
            -219.296012,
            -240.324236
        ],
        [
            0.255101,
            0.17974,
            0.075361,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164398,
            -116846,
            -166683,
            -497164,
            -251650,
            -291446
        ],
        [
            1.37603,
            1.567614,
            1.208325,
            0.714591,
            0.720144,
            0.709328
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            184,
            87,
            97,
            143,
            76,
            67
        ],
        [
            136,
            73,
            63,
            177,
            84,
            93
        ],
        [
            57.5,
            54.375,
            60.625,
            44.6875,
            47.5,
            41.875
        ],
        [
            1.017066,
            1.315354,
            0.784789,
            0.884494,
            0.795949,
            0.98459
        ],
        [
            59491,
            59491,
            43035,
            115250,
            50813,
            115250
        ],
        [
            -111710,
            -39224,
            -111710,
            -87780,
            -87780,
            -49764
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            41,
            41,
            40,
            41,
            42,
            41
        ],
        [
            44,
            44,
            44,
            43,
            43,
            42
        ],
        [
            13625,
            6879,
            6746,
            13625,
            6879,
            6746
        ],
        [
            0,
            0,
            40.148866,
            10.815532,
            18.148866,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421300,
            360614,
            -91820,
            -580525,
            -580903,
            -583654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561795200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900862006,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.45367,
            "nb": 0.00558,
            "nc": 0.9246
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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)