← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/720/ZLMA/MIDPRICE/9582

Strategy
ALGO/USDT/720/ZLMA/MIDPRICE/9582
Pair
ALGO_USDT
Interval
12h
Score
408828
Daily Profit
0.276329
Profit Factor
3.160008
Profitability
40.000000
Streak
116.033127
Best Strategy
Training Data Length
2292.000000
Evaluation Time
2025-09-29 15:47
Expiration Time
2025-12-07 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 747441.1903 633346.1992 114094.9911 1653991.5235 1349756.0959 304235.4276
Total P&L (%) 747.4412 633.3462 114.095 1653.9915 1349.7561 304.2354
Avg Daily Profit (%) 0.3261 0.2763 0.0498 0.1251 0.1167 0.061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109053 -143486 -55113 -683944 -550067 -405120
Profit Factor 2.6361 3.16 1.6973 1.6503 1.8793 1.3017
Total Trades 60 30 30 60 30 30
Winning Trades 30 12 18 30 12 18
Losing Trades 30 18 12 30 18 12
Profitability (%) 50 40 60 50 40 60
Ratio Avg Win / Avg Loss 2.6361 4.74 1.1316 1.6503 2.8189 0.8678
Largest Winning Trade 341139 341139 49575 701632 701632 543744
Largest Losing Trade -32897 -32897 -32231 -242968 -195089 -242968
Avg Bars in Trades 66 75 56 66 75 56
Avg Bars in Winners 88 106 76 88 106 76
Avg Bars in Losers 43 55 26 43 55 26
Bars Traded 3980 2274 1707 3980 2274 1707
Profit Streak 116.0331 116.0331 168.0331 116.0331 116.0331 168.0331
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158398 408828 -122498 -195065 -36549 -111266
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4584,
    "evaluation_days": 2292,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570881600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150062217,
    "expiration_time": 1765088064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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": [
        [
            747441.1902594885,
            633346.1991845664,
            114094.9910749224,
            1653991.5235354155,
            1349756.0959354679,
            304235.4275999474
        ],
        [
            747.44119,
            633.346199,
            114.094991,
            1653.991524,
            1349.756096,
            304.235428
        ],
        [
            0.326109,
            0.276329,
            0.04978,
            0.125055,
            0.116734,
            0.060962
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109053,
            -143486,
            -55113,
            -683944,
            -550067,
            -405120
        ],
        [
            2.636142,
            3.160008,
            1.697331,
            1.650334,
            1.879291,
            1.301748
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            50,
            40,
            60,
            50,
            40,
            60
        ],
        [
            2.636142,
            4.740012,
            1.131554,
            1.650334,
            2.818936,
            0.867832
        ],
        [
            341139,
            341139,
            49575,
            701632,
            701632,
            543744
        ],
        [
            -32897,
            -32897,
            -32231,
            -242968,
            -195089,
            -242968
        ],
        [
            66,
            75,
            56,
            66,
            75,
            56
        ],
        [
            88,
            106,
            76,
            88,
            106,
            76
        ],
        [
            43,
            55,
            26,
            43,
            55,
            26
        ],
        [
            3980,
            2274,
            1707,
            3980,
            2274,
            1707
        ],
        [
            116.033127,
            116.033127,
            168.033127,
            116.033127,
            116.033128,
            168.033127
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158398,
            408828,
            -122498,
            -195065,
            -36549,
            -111266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4584,
    "evaluation_days": 2292,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570881600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150062217,
    "expiration_time": 1765088064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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)