← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/MIDPRICE/HWMA/6441

Strategy
FIL/USDT/720/MIDPRICE/HWMA/6441
Pair
FIL_USDT
Interval
12h
Score
313701
Daily Profit
0.172861
Profit Factor
1.302129
Profitability
58.115183
Streak
18.003875
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-26 03:05
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312101.3774 186504.262 125597.1154 -106396.4729 125.002 -106521.475
Total P&L (%) 312.1014 186.5043 125.5971 -106.3965 0.125 -106.5215
Avg Daily Profit (%) 0.1729 0.1033 0.0696 0 0.0001 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148076 -103414 -140202 -105337 -4683 -31796
Profit Factor 1.3021 1.379 1.2322 0.2179 1.0076 0.1099
Total Trades 191 96 95 191 96 95
Winning Trades 111 51 60 80 46 34
Losing Trades 80 45 35 111 50 61
Profitability (%) 58.1152 53.125 63.1579 41.8848 47.9167 35.7895
Ratio Avg Win / Avg Loss 0.9385 1.2168 0.7188 0.3024 1.0953 0.1972
Largest Winning Trade 56680 56680 31205 3175 3175 2999
Largest Losing Trade -102183 -36183 -102183 -78084 -2029 -78084
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3392 1706 1686 3392 1706 1686
Profit Streak 18.0039 27.0039 0 0 0 35.5039
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313701 -53582 -100368 -582378 -570891 -585506

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611446400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845134787,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18358,
            "nb": 0.1,
            "nc": 0.38492
        }
    }
}
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": [
        [
            312101.3774003616,
            186504.2620204199,
            125597.1153799419,
            -106396.4729331194,
            125.0020418526,
            -106521.474974972
        ],
        [
            312.101377,
            186.504262,
            125.597115,
            -106.396473,
            0.125002,
            -106.521475
        ],
        [
            0.172861,
            0.103298,
            0.069564,
            0,
            6.9e-5,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148076,
            -103414,
            -140202,
            -105337,
            -4683,
            -31796
        ],
        [
            1.302129,
            1.379021,
            1.232184,
            0.21791,
            1.007639,
            0.109936
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            111,
            51,
            60,
            80,
            46,
            34
        ],
        [
            80,
            45,
            35,
            111,
            50,
            61
        ],
        [
            58.115183,
            53.125,
            63.157895,
            41.884817,
            47.916667,
            35.789474
        ],
        [
            0.938472,
            1.216784,
            0.718774,
            0.302351,
            1.09526,
            0.197238
        ],
        [
            56680,
            56680,
            31205,
            3175,
            3175,
            2999
        ],
        [
            -102183,
            -36183,
            -102183,
            -78084,
            -2029,
            -78084
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3392,
            1706,
            1686,
            3392,
            1706,
            1686
        ],
        [
            18.003875,
            27.003875,
            0,
            0,
            0,
            35.503875
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313701,
            -53582,
            -100368,
            -582378,
            -570891,
            -585506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611446400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845134787,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18358,
            "nb": 0.1,
            "nc": 0.38492
        }
    }
}

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)