← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/SWMA/DEMA/9747

Strategy
FIL/USDT/720/SWMA/DEMA/9747
Pair
FIL_USDT
Interval
12h
Score
309714
Daily Profit
0.315350
Profit Factor
1.591358
Profitability
34.713376
Streak
11.667386
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-01 19:01
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571571.6514 288097.835 283473.8164 2325607.83 -739941.1807 3065549.0108
Total P&L (%) 571.5717 288.0978 283.4738 2325.6078 -739.9412 3065.549
Avg Daily Profit (%) 0.3154 0.159 0.1564 0.1761 0 0.1908
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96618 -85213 -43943 -4432164 -3960815 -1377236
Profit Factor 1.5914 1.5233 1.6815 1.0954 0.9461 1.2877
Total Trades 314 157 157 314 157 157
Winning Trades 109 48 61 109 48 61
Losing Trades 205 109 96 205 109 96
Profitability (%) 34.7134 30.5732 38.8535 34.7134 30.5732 38.8535
Ratio Avg Win / Avg Loss 2.9929 3.4591 2.6462 2.0602 2.1484 2.0266
Largest Winning Trade 110267 110267 55027 2001687 2001687 978718
Largest Losing Trade -19344 -19344 -14346 -603247 -603247 -553638
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 20 19 21 20 19 21
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3602 1612 1991 3602 1612 1991
Profit Streak 11.6674 0 14.1674 11.6674 0 14.1674
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309714 101509 260595 -110026 -585010 211825
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334462128,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "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": [
        [
            571571.6514342693,
            288097.8350219153,
            283473.8164123545,
            2325607.830024658,
            -739941.1807308679,
            3065549.010755522
        ],
        [
            571.571651,
            288.097835,
            283.473816,
            2325.60783,
            -739.941181,
            3065.549011
        ],
        [
            0.31535,
            0.158951,
            0.156399,
            0.176081,
            0,
            0.190798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96618,
            -85213,
            -43943,
            -4432164,
            -3960815,
            -1377236
        ],
        [
            1.591358,
            1.523283,
            1.681455,
            1.095411,
            0.946073,
            1.287749
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            109,
            48,
            61,
            109,
            48,
            61
        ],
        [
            205,
            109,
            96,
            205,
            109,
            96
        ],
        [
            34.713376,
            30.573248,
            38.853503,
            34.713376,
            30.573248,
            38.853503
        ],
        [
            2.992921,
            3.459123,
            2.646224,
            2.060176,
            2.148374,
            2.026622
        ],
        [
            110267,
            110267,
            55027,
            2001687,
            2001687,
            978718
        ],
        [
            -19344,
            -19344,
            -14346,
            -603247,
            -603247,
            -553638
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3602,
            1612,
            1991,
            3602,
            1612,
            1991
        ],
        [
            11.667386,
            0,
            14.167386,
            11.667386,
            0,
            14.167386
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309714,
            101509,
            260595,
            -110026,
            -585010,
            211825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334462128,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "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)