← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/120/KCL/JMA/3598

Strategy
FIL/USDT/120/KCL/JMA/3598
Pair
FIL_USDT
Interval
2h
Score
315876
Daily Profit
0.280506
Profit Factor
1.574844
Profitability
37.500000
Streak
39.299976
Best Strategy
Training Data Length
1818.170000
Evaluation Time
2025-10-08 10:11
Expiration Time
2025-12-12 18:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510008.2271 327388.4254 182619.8017 184051.7572 -1079842.3513 1263894.1084
Total P&L (%) 510.0082 327.3884 182.6198 184.0518 -1079.8424 1263.8941
Avg Daily Profit (%) 0.2805 0.1801 0.1004 0.0574 0 0.1438
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195677 -176329 -79829 -2788597 -2364539 -952757
Profit Factor 1.5748 1.5446 1.6384 1.0172 0.8474 1.3507
Total Trades 200 100 100 200 100 100
Winning Trades 75 30 45 75 30 45
Losing Trades 125 70 55 125 70 55
Profitability (%) 37.5 30 45 37.5 30 45
Ratio Avg Win / Avg Loss 2.6247 3.604 2.0025 1.6954 1.9773 1.6509
Largest Winning Trade 346465 346465 50591 1250594 1250594 474474
Largest Losing Trade -28377 -28377 -12618 -322473 -322473 -320031
Avg Bars in Trades 108 150 65 108 150 65
Avg Bars in Winners 168 273 99 168 273 99
Avg Bars in Losers 71 97 38 71 97 38
Bars Traded 21609 15019 6590 21609 15019 6590
Profit Streak 39.3 43.4666 39.3 39.3 43.4666 39.3
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315876 94608 -57466 -319509 -585512 -816
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21818,
    "evaluation_days": 1818.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603634400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759907517943,
    "expiration_time": 1765558425600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 67,
            "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": [
        [
            510008.227077412,
            327388.4253641413,
            182619.8017132708,
            184051.7571589079,
            -1079842.3512665704,
            1263894.1084254787
        ],
        [
            510.008227,
            327.388425,
            182.619802,
            184.051757,
            -1079.842351,
            1263.894108
        ],
        [
            0.280506,
            0.180065,
            0.100442,
            0.057436,
            0,
            0.143815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195677,
            -176329,
            -79829,
            -2788597,
            -2364539,
            -952757
        ],
        [
            1.574844,
            1.544591,
            1.638425,
            1.017234,
            0.847395,
            1.350743
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            75,
            30,
            45,
            75,
            30,
            45
        ],
        [
            125,
            70,
            55,
            125,
            70,
            55
        ],
        [
            37.5,
            30,
            45,
            37.5,
            30,
            45
        ],
        [
            2.62474,
            3.604046,
            2.00252,
            1.69539,
            1.977256,
            1.650908
        ],
        [
            346465,
            346465,
            50591,
            1250594,
            1250594,
            474474
        ],
        [
            -28377,
            -28377,
            -12618,
            -322473,
            -322473,
            -320031
        ],
        [
            108,
            150,
            65,
            108,
            150,
            65
        ],
        [
            168,
            273,
            99,
            168,
            273,
            99
        ],
        [
            71,
            97,
            38,
            71,
            97,
            38
        ],
        [
            21609,
            15019,
            6590,
            21609,
            15019,
            6590
        ],
        [
            39.299976,
            43.466643,
            39.299976,
            39.299976,
            43.466643,
            39.299976
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315876,
            94608,
            -57466,
            -319509,
            -585512,
            -816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21818,
    "evaluation_days": 1818.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603634400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759907517943,
    "expiration_time": 1765558425600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 67,
            "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)