← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: IOTA/USDT/720/WMA/SUPERTREND/5879

Strategy
IOTA/USDT/720/WMA/SUPERTREND/5879
Pair
IOTA_USDT
Interval
12h
Score
339503
Daily Profit
0.149729
Profit Factor
1.284685
Profitability
54.347826
Streak
53.222863
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-01 08:20
Expiration Time
2025-12-15 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374846.8912 365689.6033 9157.2879 -24290.5432 -147759.1895 123468.6463
Total P&L (%) 374.8469 365.6896 9.1573 -24.2905 -147.7592 123.4686
Avg Daily Profit (%) 0.1497 0.1461 0.0037 -0.0111 0 0.0321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127007 -89598 -156368 -377863 -424695 -170090
Profit Factor 1.2847 1.5444 1.0142 0.9881 0.8826 1.1593
Total Trades 230 115 115 230 115 115
Winning Trades 125 64 61 125 64 61
Losing Trades 105 51 54 105 51 54
Profitability (%) 54.3478 55.6522 53.0435 54.3478 55.6522 53.0435
Ratio Avg Win / Avg Loss 1.0791 1.2307 0.8978 0.83 0.7033 1.0263
Largest Winning Trade 153275 153275 50983 85213 85213 57681
Largest Losing Trade -61673 -61673 -51771 -207575 -207575 -78777
Avg Bars in Trades 20 24 16 20 24 16
Avg Bars in Winners 18 19 16 18 19 16
Avg Bars in Losers 23 30 16 23 30 16
Bars Traded 4736 2849 1887 4736 2849 1887
Profit Streak 53.2229 0 75.2229 53.2229 0 75.2229
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339503 154601 -558893 -578170 -580015 -193840
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759296055401,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 169,
            "offset": 0,
            "multiplier": 2.28557
        }
    }
}
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": [
        [
            374846.8911986006,
            365689.6032656292,
            9157.287932971,
            -24290.5432179948,
            -147759.1894927814,
            123468.6462747866
        ],
        [
            374.846891,
            365.689603,
            9.157288,
            -24.290543,
            -147.759189,
            123.468646
        ],
        [
            0.149729,
            0.146071,
            0.003658,
            -0.011115,
            0,
            0.032124
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127007,
            -89598,
            -156368,
            -377863,
            -424695,
            -170090
        ],
        [
            1.284685,
            1.544395,
            1.014198,
            0.988054,
            0.882585,
            1.159338
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            54.347826,
            55.652174,
            53.043478,
            54.347826,
            55.652174,
            53.043478
        ],
        [
            1.079135,
            1.23069,
            0.897815,
            0.829965,
            0.70331,
            1.026299
        ],
        [
            153275,
            153275,
            50983,
            85213,
            85213,
            57681
        ],
        [
            -61673,
            -61673,
            -51771,
            -207575,
            -207575,
            -78777
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            23,
            30,
            16,
            23,
            30,
            16
        ],
        [
            4736,
            2849,
            1887,
            4736,
            2849,
            1887
        ],
        [
            53.222863,
            0,
            75.222863,
            53.222863,
            0,
            75.222863
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339503,
            154601,
            -558893,
            -578170,
            -580015,
            -193840
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759296055401,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 169,
            "offset": 0,
            "multiplier": 2.28557
        }
    }
}

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)