← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/HMA/MIDPRICE/3237

Strategy
FIL/USDT/720/HMA/MIDPRICE/3237
Pair
FIL_USDT
Interval
12h
Score
301511
Daily Profit
0.208618
Profit Factor
1.284282
Profitability
40.254237
Streak
11.769777
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 09:28
Expiration Time
2025-11-24 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378015.8116 185267.898 192747.9136 333820.6305 103010.5705 230810.0601
Total P&L (%) 378.0158 185.2679 192.7479 333.8206 103.0106 230.8101
Avg Daily Profit (%) 0.2086 0.1022 0.1064 0.081 0.0391 0.066
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99959 -93847 -111689 -797083 -706512 -965692
Profit Factor 1.2843 1.2824 1.2861 1.042 1.0271 1.0557
Total Trades 472 236 236 472 236 236
Winning Trades 190 92 98 190 92 98
Losing Trades 282 144 138 282 144 138
Profitability (%) 40.2542 38.9831 41.5254 40.2542 38.9831 41.5254
Ratio Avg Win / Avg Loss 1.9061 2.0072 1.8111 1.5465 1.6076 1.4866
Largest Winning Trade 87352 87352 39998 367873 367873 226270
Largest Losing Trade -29204 -21439 -29204 -206509 -137795 -206509
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 3573 1817 1756 3573 1817 1756
Profit Streak 11.7698 0 12.7698 11.7698 0 12.7698
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301511 -58719 -51592 -258429 -333661 -265746
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300108728,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 2,
            "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": [
        [
            378015.8116008496,
            185267.8979981754,
            192747.9136026739,
            333820.6305182925,
            103010.5704598637,
            230810.0600584297
        ],
        [
            378.015812,
            185.267898,
            192.747914,
            333.820631,
            103.01057,
            230.81006
        ],
        [
            0.208618,
            0.102245,
            0.106373,
            0.081019,
            0.039085,
            0.066047
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99959,
            -93847,
            -111689,
            -797083,
            -706512,
            -965692
        ],
        [
            1.284282,
            1.282405,
            1.28611,
            1.041987,
            1.027068,
            1.055683
        ],
        [
            472,
            236,
            236,
            472,
            236,
            236
        ],
        [
            190,
            92,
            98,
            190,
            92,
            98
        ],
        [
            282,
            144,
            138,
            282,
            144,
            138
        ],
        [
            40.254237,
            38.983051,
            41.525424,
            40.254237,
            38.983051,
            41.525424
        ],
        [
            1.906145,
            2.007242,
            1.811053,
            1.546528,
            1.607585,
            1.486574
        ],
        [
            87352,
            87352,
            39998,
            367873,
            367873,
            226270
        ],
        [
            -29204,
            -21439,
            -29204,
            -206509,
            -137795,
            -206509
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            3573,
            1817,
            1756,
            3573,
            1817,
            1756
        ],
        [
            11.769777,
            0,
            12.769777,
            11.769777,
            0,
            12.769777
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301511,
            -58719,
            -51592,
            -258429,
            -333661,
            -265746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300108728,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 2,
            "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)