← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/360/DCM/WMA/6032

Strategy
FIL/USDT/360/DCM/WMA/6032
Pair
FIL_USDT
Interval
6h
Score
507728
Daily Profit
0.303777
Profit Factor
2.162046
Profitability
56.470588
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-04 14:15
Expiration Time
2025-11-27 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 551355.6884 317175.7183 234179.9701 1692057.6147 527657.6769 1164399.9378
Total P&L (%) 551.3557 317.1757 234.18 1692.0576 527.6577 1164.3999
Avg Daily Profit (%) 0.3038 0.1748 0.129 0.1591 0.1013 0.1399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120218 -78179 -51350 -4959013 -3457185 -2135356
Profit Factor 2.162 2.2185 2.0935 1.1669 1.0942 1.2568
Total Trades 85 43 42 85 43 42
Winning Trades 48 22 26 48 22 26
Losing Trades 37 21 16 37 21 16
Profitability (%) 56.4706 51.1628 61.9048 56.4706 51.1628 61.9048
Ratio Avg Win / Avg Loss 1.6666 2.1176 1.2883 0.8995 1.0444 0.7734
Largest Winning Trade 122690 122690 69319 1324276 1324276 964500
Largest Losing Trade -54690 -25914 -54690 -2135356 -1394204 -2135356
Avg Bars in Trades 79 44 115 79 44 115
Avg Bars in Winners 96 48 136 96 48 136
Avg Bars in Losers 57 39 81 57 39 81
Bars Traded 6753 1903 4850 6753 1903 4850
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 507728 425834 -16316 -29852 -174127 -6134
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7260,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606888800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759576534428,
    "expiration_time": 1764262080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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": [
        [
            551355.6884013849,
            317175.7183156942,
            234179.9700856913,
            1692057.6146537985,
            527657.6768506981,
            1164399.9378031024
        ],
        [
            551.355688,
            317.175718,
            234.17997,
            1692.057615,
            527.657677,
            1164.399938
        ],
        [
            0.303777,
            0.174752,
            0.129025,
            0.159132,
            0.101254,
            0.139887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120218,
            -78179,
            -51350,
            -4959013,
            -3457185,
            -2135356
        ],
        [
            2.162046,
            2.218473,
            2.093463,
            1.166897,
            1.094166,
            1.256766
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            56.470588,
            51.162791,
            61.904762,
            56.470588,
            51.162791,
            61.904762
        ],
        [
            1.666577,
            2.117633,
            1.288285,
            0.899483,
            1.044431,
            0.773394
        ],
        [
            122690,
            122690,
            69319,
            1324276,
            1324276,
            964500
        ],
        [
            -54690,
            -25914,
            -54690,
            -2135356,
            -1394204,
            -2135356
        ],
        [
            79,
            44,
            115,
            79,
            44,
            115
        ],
        [
            96,
            48,
            136,
            96,
            48,
            136
        ],
        [
            57,
            39,
            81,
            57,
            39,
            81
        ],
        [
            6753,
            1903,
            4850,
            6753,
            1903,
            4850
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507728,
            425834,
            -16316,
            -29852,
            -174127,
            -6134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7260,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606888800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759576534428,
    "expiration_time": 1764262080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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)