← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/720/JMA/HWMA/4751

Strategy
ALGO/USDT/720/JMA/HWMA/4751
Pair
ALGO_USDT
Interval
12h
Score
431092
Daily Profit
0.231842
Profit Factor
1.300345
Profitability
48.073022
Streak
18.327322
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 10:51
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530223.7848 413816.8615 116406.9233 383568.1613 464025.5148 -80457.3535
Total P&L (%) 530.2238 413.8169 116.4069 383.5682 464.0255 -80.4574
Avg Daily Profit (%) 0.2318 0.1809 0.0509 0.0689 0.0757 -0.0714
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154265 -93955 -147902 -1554962 -947410 -1680237
Profit Factor 1.3003 1.4956 1.1251 1.0352 1.0904 0.986
Total Trades 493 247 246 493 247 246
Winning Trades 237 110 127 237 110 127
Losing Trades 256 137 119 256 137 119
Profitability (%) 48.073 44.5344 51.626 48.073 44.5344 51.626
Ratio Avg Win / Avg Loss 1.4046 1.8628 1.0542 1.1182 1.358 0.9239
Largest Winning Trade 113490 113490 61196 435296 435296 323307
Largest Losing Trade -50182 -24260 -50182 -613957 -186105 -613957
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 4487 2257 2230 4487 2257 2230
Profit Streak 18.3273 24.3273 18.3273 18.3273 24.3273 18.3273
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431092 351599 -206071 -279100 -213097 -578994

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873080671,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.56456,
            "nc": 0.35507
        }
    }
}
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": [
        [
            530223.7847924373,
            413816.8614779897,
            116406.9233144472,
            383568.1613480533,
            464025.5148485646,
            -80457.3535005107
        ],
        [
            530.223785,
            413.816861,
            116.406923,
            383.568161,
            464.025515,
            -80.457354
        ],
        [
            0.231842,
            0.180943,
            0.050899,
            0.068936,
            0.07567,
            -0.071359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154265,
            -93955,
            -147902,
            -1554962,
            -947410,
            -1680237
        ],
        [
            1.300345,
            1.495649,
            1.125103,
            1.035218,
            1.090386,
            0.986026
        ],
        [
            493,
            247,
            246,
            493,
            247,
            246
        ],
        [
            237,
            110,
            127,
            237,
            110,
            127
        ],
        [
            256,
            137,
            119,
            256,
            137,
            119
        ],
        [
            48.073022,
            44.534413,
            51.626016,
            48.073022,
            44.534413,
            51.626016
        ],
        [
            1.404592,
            1.862763,
            1.054231,
            1.11821,
            1.358026,
            0.923914
        ],
        [
            113490,
            113490,
            61196,
            435296,
            435296,
            323307
        ],
        [
            -50182,
            -24260,
            -50182,
            -613957,
            -186105,
            -613957
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            4487,
            2257,
            2230,
            4487,
            2257,
            2230
        ],
        [
            18.327322,
            24.327322,
            18.327322,
            18.327323,
            24.327323,
            18.327323
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431092,
            351599,
            -206071,
            -279100,
            -213097,
            -578994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873080671,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.56456,
            "nc": 0.35507
        }
    }
}

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)