← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/240/SINWMA/JMA/5133

Strategy
FIL/USDT/240/SINWMA/JMA/5133
Pair
FIL_USDT
Interval
4h
Score
326825
Daily Profit
0.364421
Profit Factor
2.224460
Profitability
37.391304
Streak
0.000000
Best Strategy
Training Data Length
1809.500000
Evaluation Time
2025-09-29 07:34
Expiration Time
2025-11-22 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 659419.4129 390724.0932 268695.3197 2509705.2287 -1022549.5953 3532254.824
Total P&L (%) 659.4194 390.7241 268.6953 2509.7052 -1022.5496 3532.2548
Avg Daily Profit (%) 0.3644 0.2159 0.1485 0.1804 0 0.1987
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80650 -90476 -44511 -2439246 -2573385 -1160246
Profit Factor 2.2245 2.117 2.4237 1.1903 0.8782 1.7367
Total Trades 115 58 57 115 58 57
Winning Trades 43 14 29 43 14 29
Losing Trades 72 44 28 72 44 28
Profitability (%) 37.3913 24.1379 50.8772 37.3913 24.1379 50.8772
Ratio Avg Win / Avg Loss 3.7247 6.6533 2.3401 1.9931 2.7599 1.6768
Largest Winning Trade 297853 297853 73333 1924029 1924029 1229509
Largest Losing Trade -19790 -14670 -19790 -689923 -527519 -689923
Avg Bars in Trades 91 72 111 91 72 111
Avg Bars in Winners 162 162 162 162 162 162
Avg Bars in Losers 49 43 59 49 43 59
Bars Traded 10573 4194 6379 10573 4194 6379
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326825 -202164 -170141 -6789 -791947 -168622
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10857,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120498722,
    "expiration_time": 1763794224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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": [
        [
            659419.4129162789,
            390724.0931997611,
            268695.3197165178,
            2509705.2287349547,
            -1022549.5953083759,
            3532254.824043331
        ],
        [
            659.419413,
            390.724093,
            268.69532,
            2509.705229,
            -1022.549595,
            3532.254824
        ],
        [
            0.364421,
            0.215929,
            0.148491,
            0.180424,
            0,
            0.198729
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80650,
            -90476,
            -44511,
            -2439246,
            -2573385,
            -1160246
        ],
        [
            2.22446,
            2.116954,
            2.423724,
            1.190322,
            0.878153,
            1.736717
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            43,
            14,
            29,
            43,
            14,
            29
        ],
        [
            72,
            44,
            28,
            72,
            44,
            28
        ],
        [
            37.391304,
            24.137931,
            50.877193,
            37.391304,
            24.137931,
            50.877193
        ],
        [
            3.724677,
            6.653285,
            2.340148,
            1.993097,
            2.759909,
            1.676831
        ],
        [
            297853,
            297853,
            73333,
            1924029,
            1924029,
            1229509
        ],
        [
            -19790,
            -14670,
            -19790,
            -689923,
            -527519,
            -689923
        ],
        [
            91,
            72,
            111,
            91,
            72,
            111
        ],
        [
            162,
            162,
            162,
            162,
            162,
            162
        ],
        [
            49,
            43,
            59,
            49,
            43,
            59
        ],
        [
            10573,
            4194,
            6379,
            10573,
            4194,
            6379
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326825,
            -202164,
            -170141,
            -6789,
            -791947,
            -168622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10857,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120498722,
    "expiration_time": 1763794224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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)