← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/720/WMA/SUPERTREND/7886

Strategy
ALGO/USDT/720/WMA/SUPERTREND/7886
Pair
ALGO_USDT
Interval
12h
Score
462498
Daily Profit
0.240616
Profit Factor
1.653057
Profitability
48.101266
Streak
76.843246
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-25 23:14
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 550288.534 432880.0997 117408.4343 1365796.5054 -1116540.7967 2482337.3021
Total P&L (%) 550.2885 432.8801 117.4084 1365.7965 -1116.5408 2482.3373
Avg Daily Profit (%) 0.2406 0.1893 0.0513 0.1175 0 0.1423
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160722 -180260 -66113 -4690841 -5909717 -1647991
Profit Factor 1.6531 1.8689 1.3409 1.08 0.9052 1.4676
Total Trades 158 79 79 158 79 79
Winning Trades 76 39 37 76 39 37
Losing Trades 82 40 42 82 40 42
Profitability (%) 48.1013 49.3671 46.8354 48.1013 49.3671 46.8354
Ratio Avg Win / Avg Loss 1.7836 1.9168 1.5221 1.1652 0.9284 1.666
Largest Winning Trade 131567 131567 43969 1213545 1213545 993028
Largest Losing Trade -36174 -36174 -21798 -1524200 -1524200 -794580
Avg Bars in Trades 27 34 20 27 34 20
Avg Bars in Winners 34 39 28 34 39 28
Avg Bars in Losers 20 29 12 20 29 12
Bars Traded 4312 2724 1588 4312 2724 1588
Profit Streak 76.8432 78.3432 76.8432 76.8432 78.3432 76.8432
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462498 -15569 -150265 -167011 -607424 -27836

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831256465,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 219,
            "offset": 0,
            "multiplier": 2.5192
        }
    }
}
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": [
        [
            550288.5339726959,
            432880.0996855093,
            117408.4342871862,
            1365796.5054411152,
            -1116540.796688345,
            2482337.302129461
        ],
        [
            550.288534,
            432.8801,
            117.408434,
            1365.796505,
            -1116.540797,
            2482.337302
        ],
        [
            0.240616,
            0.189279,
            0.051337,
            0.117471,
            0,
            0.142265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160722,
            -180260,
            -66113,
            -4690841,
            -5909717,
            -1647991
        ],
        [
            1.653057,
            1.86891,
            1.34086,
            1.079951,
            0.905174,
            1.467635
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            48.101266,
            49.367089,
            46.835443,
            48.101266,
            49.367089,
            46.835443
        ],
        [
            1.783561,
            1.916831,
            1.522057,
            1.16521,
            0.928384,
            1.665964
        ],
        [
            131567,
            131567,
            43969,
            1213545,
            1213545,
            993028
        ],
        [
            -36174,
            -36174,
            -21798,
            -1524200,
            -1524200,
            -794580
        ],
        [
            27,
            34,
            20,
            27,
            34,
            20
        ],
        [
            34,
            39,
            28,
            34,
            39,
            28
        ],
        [
            20,
            29,
            12,
            20,
            29,
            12
        ],
        [
            4312,
            2724,
            1588,
            4312,
            2724,
            1588
        ],
        [
            76.843246,
            78.343246,
            76.843246,
            76.843246,
            78.343246,
            76.843246
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462498,
            -15569,
            -150265,
            -167011,
            -607424,
            -27836
        ]
    ]
}
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": 1567641600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831256465,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 219,
            "offset": 0,
            "multiplier": 2.5192
        }
    }
}

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)