← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/SSF/JMA/6893

Strategy
FIL/USDT/720/SSF/JMA/6893
Pair
FIL_USDT
Interval
12h
Score
391428
Daily Profit
0.203003
Profit Factor
1.862662
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 20:36
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 739914.3867 495523.9363 244390.4504 2102506.7783 -1689483.2255 3791990.0039
Total P&L (%) 739.9144 495.5239 244.3905 2102.5068 -1689.4832 3791.99
Avg Daily Profit (%) 0.4098 0.2745 0.1354 0.1714 0 0.203
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86218 -77707 -40723 -4174514 -3954210 -1680672
Profit Factor 3.1823 3.297 2.9818 1.1717 0.7848 1.8627
Total Trades 58 29 29 58 29 29
Winning Trades 23 9 14 23 9 14
Losing Trades 35 20 15 35 20 15
Profitability (%) 39.6552 31.0345 48.2759 39.6552 31.0345 48.2759
Ratio Avg Win / Avg Loss 4.8427 7.3266 3.1948 1.783 1.744 1.9957
Largest Winning Trade 496919 496919 66824 1551284 1551284 1344022
Largest Losing Trade -20439 -20439 -17639 -976316 -976316 -932829
Avg Bars in Trades 60 43 78 60 43 78
Avg Bars in Winners 111 84 129 111 84 129
Avg Bars in Losers 27 25 30 27 25 30
Bars Traded 3531 1259 2272 3531 1259 2272
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 -167887 256680 -7358 -206570 -585430 391428

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": 1603411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821806966,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 16,
            "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": [
        [
            739914.3867137865,
            495523.9363497664,
            244390.4503640203,
            2102506.77833773,
            -1689483.2255148394,
            3791990.003852568
        ],
        [
            739.914387,
            495.523936,
            244.39045,
            2102.506778,
            -1689.483226,
            3791.990004
        ],
        [
            0.409811,
            0.274452,
            0.135359,
            0.171411,
            0,
            0.203003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86218,
            -77707,
            -40723,
            -4174514,
            -3954210,
            -1680672
        ],
        [
            3.182341,
            3.296969,
            2.981812,
            1.171684,
            0.784799,
            1.862662
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            39.655172,
            31.034483,
            48.275862,
            39.655172,
            31.034483,
            48.275862
        ],
        [
            4.842693,
            7.326598,
            3.194798,
            1.782997,
            1.743997,
            1.995709
        ],
        [
            496919,
            496919,
            66824,
            1551284,
            1551284,
            1344022
        ],
        [
            -20439,
            -20439,
            -17639,
            -976316,
            -976316,
            -932829
        ],
        [
            60,
            43,
            78,
            60,
            43,
            78
        ],
        [
            111,
            84,
            129,
            111,
            84,
            129
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            3531,
            1259,
            2272,
            3531,
            1259,
            2272
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167887,
            256680,
            -7358,
            -206570,
            -585430,
            391428
        ]
    ]
}
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": 1603411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821806966,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 16,
            "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)