← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALICE/USDT/720/PWMA/SMA/6994

Strategy
ALICE/USDT/720/PWMA/SMA/6994
Pair
ALICE_USDT
Interval
12h
Score
300534
Daily Profit
0.160247
Profit Factor
1.250794
Profitability
51.655629
Streak
0.000000
Best Strategy
Training Data Length
1658.500000
Evaluation Time
2025-09-28 11:44
Expiration Time
2025-11-16 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 265769.0286 155553.5559 110215.4727 -111520.6563 -129512.5844 17991.928
Total P&L (%) 265.769 155.5536 110.2155 -111.5207 -129.5126 17.9919
Avg Daily Profit (%) 0.1602 0.0938 0.0665 0 0 0.01
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241158 -87744 -186761 -1459368 -434198 -1212009
Profit Factor 1.2508 1.3231 1.1906 0.9672 0.9136 1.0094
Total Trades 151 76 75 151 76 75
Winning Trades 78 33 45 75 43 32
Losing Trades 73 43 30 76 33 43
Profitability (%) 51.6556 43.4211 60 49.6689 56.5789 42.6667
Ratio Avg Win / Avg Loss 1.1706 1.724 0.7937 0.9801 0.7011 1.3564
Largest Winning Trade 55561 53973 55561 444305 122163 444305
Largest Losing Trade -134381 -39861 -134381 -315203 -315203 -313826
Avg Bars in Trades 21 22 19 21 22 19
Avg Bars in Winners 25 28 22 17 19 15
Avg Bars in Losers 17 18 15 25 27 23
Bars Traded 3232 1742 1490 3232 1742 1490
Profit Streak 0 0 0 40.8644 40.8644 55.3644
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300534 -118152 -171843 -578332 -627840 -456424
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3317,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617969600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759049080615,
    "expiration_time": 1763316432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 52,
            "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": [
        [
            265769.0285952108,
            155553.5558903433,
            110215.4727048676,
            -111520.6563481978,
            -129512.5843693325,
            17991.9280211342
        ],
        [
            265.769029,
            155.553556,
            110.215473,
            -111.520656,
            -129.512584,
            17.991928
        ],
        [
            0.160247,
            0.093792,
            0.066455,
            0,
            0,
            0.009976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241158,
            -87744,
            -186761,
            -1459368,
            -434198,
            -1212009
        ],
        [
            1.250794,
            1.323098,
            1.190597,
            0.967236,
            0.913552,
            1.009441
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            78,
            33,
            45,
            75,
            43,
            32
        ],
        [
            73,
            43,
            30,
            76,
            33,
            43
        ],
        [
            51.655629,
            43.421053,
            60,
            49.668874,
            56.578947,
            42.666667
        ],
        [
            1.170615,
            1.724037,
            0.793731,
            0.980133,
            0.701098,
            1.356437
        ],
        [
            55561,
            53973,
            55561,
            444305,
            122163,
            444305
        ],
        [
            -134381,
            -39861,
            -134381,
            -315203,
            -315203,
            -313826
        ],
        [
            21,
            22,
            19,
            21,
            22,
            19
        ],
        [
            25,
            28,
            22,
            17,
            19,
            15
        ],
        [
            17,
            18,
            15,
            25,
            27,
            23
        ],
        [
            3232,
            1742,
            1490,
            3232,
            1742,
            1490
        ],
        [
            0,
            0,
            0,
            40.864359,
            40.864359,
            55.364359
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300534,
            -118152,
            -171843,
            -578332,
            -627840,
            -456424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3317,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617969600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759049080615,
    "expiration_time": 1763316432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 52,
            "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)