← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/480/WMA/SUPERTREND/5993

Strategy
FIL/USDT/480/WMA/SUPERTREND/5993
Pair
FIL_USDT
Interval
8h
Score
337763
Daily Profit
0.269995
Profit Factor
1.816295
Profitability
41.758242
Streak
7.433951
Best Strategy
Training Data Length
1818.330000
Evaluation Time
2025-10-07 21:24
Expiration Time
2025-12-01 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 490939.6359 333061.3644 157878.2715 362793.9712 -196119.8163 558913.7874
Total P&L (%) 490.9396 333.0614 157.8783 362.794 -196.1198 558.9138
Avg Daily Profit (%) 0.27 0.1832 0.0868 0.0843 0 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117089 -90014 -45154 -648136 -627107 -358511
Profit Factor 1.8163 1.9731 1.6092 1.1117 0.8969 1.4157
Total Trades 91 46 45 91 46 45
Winning Trades 38 18 20 38 18 20
Losing Trades 53 28 25 53 28 25
Profitability (%) 41.7582 39.1304 44.4444 41.7582 39.1304 44.4444
Ratio Avg Win / Avg Loss 2.5333 3.0693 2.0115 1.5506 1.3952 1.7696
Largest Winning Trade 293559 293559 65752 335752 335752 255341
Largest Losing Trade -42416 -42416 -36810 -311255 -294809 -311255
Avg Bars in Trades 56 57 55 56 57 55
Avg Bars in Winners 83 81 84 83 81 84
Avg Bars in Losers 37 42 31 37 42 31
Bars Traded 5145 2653 2492 5145 2653 2492
Profit Streak 7.434 12.1006 0 7.434 12.1006 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337763 276982 -76086 -179203 -582642 -54256
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5455,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759861493347,
    "expiration_time": 1764565920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 68,
            "offset": 0,
            "multiplier": 3.50977
        }
    }
}
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": [
        [
            490939.6359159318,
            333061.3644461816,
            157878.2714697502,
            362793.9711628926,
            -196119.8162518503,
            558913.7874147429
        ],
        [
            490.939636,
            333.061364,
            157.878271,
            362.793971,
            -196.119816,
            558.913787
        ],
        [
            0.269995,
            0.183169,
            0.086826,
            0.084295,
            0,
            0.103744
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117089,
            -90014,
            -45154,
            -648136,
            -627107,
            -358511
        ],
        [
            1.816295,
            1.973128,
            1.609179,
            1.111735,
            0.896904,
            1.415668
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            41.758242,
            39.130435,
            44.444444,
            41.758242,
            39.130435,
            44.444444
        ],
        [
            2.533254,
            3.06931,
            2.011474,
            1.550578,
            1.395184,
            1.769585
        ],
        [
            293559,
            293559,
            65752,
            335752,
            335752,
            255341
        ],
        [
            -42416,
            -42416,
            -36810,
            -311255,
            -294809,
            -311255
        ],
        [
            56,
            57,
            55,
            56,
            57,
            55
        ],
        [
            83,
            81,
            84,
            83,
            81,
            84
        ],
        [
            37,
            42,
            31,
            37,
            42,
            31
        ],
        [
            5145,
            2653,
            2492,
            5145,
            2653,
            2492
        ],
        [
            7.433951,
            12.100617,
            0,
            7.433951,
            12.100617,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337763,
            276982,
            -76086,
            -179203,
            -582642,
            -54256
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5455,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759861493347,
    "expiration_time": 1764565920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 68,
            "offset": 0,
            "multiplier": 3.50977
        }
    }
}

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)