← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/720/DEMA/SSF/1374

Strategy
ALGO/USDT/720/DEMA/SSF/1374
Pair
ALGO_USDT
Interval
12h
Score
343270
Daily Profit
0.200082
Profit Factor
2.635742
Profitability
40.625000
Streak
119.270646
Best Strategy
Training Data Length
2292.500000
Evaluation Time
2025-09-30 09:29
Expiration Time
2025-12-07 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572080.0127 458688.6336 113391.3791 856327.8733 554881.2743 301446.599
Total P&L (%) 572.08 458.6886 113.3914 856.3279 554.8813 301.4466
Avg Daily Profit (%) 0.2495 0.2001 0.0495 0.0985 0.082 0.0606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93863 -111333 -84664 -150458 -172006 -105700
Profit Factor 2.2567 2.6357 1.6487 2.154 2.177 2.114
Total Trades 63 32 31 63 32 31
Winning Trades 28 13 15 28 13 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 44.4444 40.625 48.3871 44.4444 40.625 48.3871
Ratio Avg Win / Avg Loss 2.8209 3.8522 1.7586 2.6926 3.1818 2.2549
Largest Winning Trade 219912 219912 44236 385754 385754 195604
Largest Losing Trade -47032 -47032 -30525 -58411 -49268 -58411
Avg Bars in Trades 67 78 55 67 78 55
Avg Bars in Winners 92 104 82 92 104 82
Avg Bars in Losers 47 61 31 47 61 31
Bars Traded 4250 2522 1728 4250 2522 1728
Profit Streak 119.2706 119.2706 253.7706 119.2706 119.2706 253.7706
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139722 343270 -123431 -209383 -82016 -107619
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569240000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213783796,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 26,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            572080.0126955879,
            458688.6336307273,
            113391.3790648607,
            856327.873300399,
            554881.2743071794,
            301446.5989932195
        ],
        [
            572.080013,
            458.688634,
            113.391379,
            856.327873,
            554.881274,
            301.446599
        ],
        [
            0.249544,
            0.200082,
            0.049462,
            0.098541,
            0.082009,
            0.060647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93863,
            -111333,
            -84664,
            -150458,
            -172006,
            -105700
        ],
        [
            2.256692,
            2.635742,
            1.648653,
            2.154047,
            2.177027,
            2.114013
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            44.444444,
            40.625,
            48.387097,
            44.444444,
            40.625,
            48.387097
        ],
        [
            2.820865,
            3.852238,
            1.758563,
            2.692559,
            3.181808,
            2.254947
        ],
        [
            219912,
            219912,
            44236,
            385754,
            385754,
            195604
        ],
        [
            -47032,
            -47032,
            -30525,
            -58411,
            -49268,
            -58411
        ],
        [
            67,
            78,
            55,
            67,
            78,
            55
        ],
        [
            92,
            104,
            82,
            92,
            104,
            82
        ],
        [
            47,
            61,
            31,
            47,
            61,
            31
        ],
        [
            4250,
            2522,
            1728,
            4250,
            2522,
            1728
        ],
        [
            119.270646,
            119.270646,
            253.770646,
            119.270646,
            119.270646,
            253.770646
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139722,
            343270,
            -123431,
            -209383,
            -82016,
            -107619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4585,
    "evaluation_days": 2292.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569240000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213783796,
    "expiration_time": 1765132560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 26,
            "offset": 0,
            "poles": 3
        }
    }
}

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)