← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/120/MIDPRICE/SINWMA/8496

Strategy
ONE/USDT/120/MIDPRICE/SINWMA/8496
Pair
ONE_USDT
Interval
2h
Score
386332
Daily Profit
0.260268
Profit Factor
1.563341
Profitability
55.156951
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 05:50
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536371.3066 542007.677 -5636.3704 68443.5604 2279510.213 -2211066.6526
Total P&L (%) 536.3713 542.0077 -5.6364 68.4436 2279.5102 -2211.0667
Avg Daily Profit (%) 0.2576 0.2603 -0.0027 0.025 0.1523 0
Buy And Hold Return (%) 93.3198 93.3198 93.3198 93.3198 93.3198 93.3198
Max Trade Drawdown -178628 -140653 -200998 -3218120 -1609769 -2423535
Profit Factor 1.2774 1.5633 0.9942 1.0048 1.325 0.6986
Total Trades 445 223 222 445 223 222
Winning Trades 230 123 107 230 123 107
Losing Trades 215 100 115 215 100 115
Profitability (%) 51.6854 55.157 48.1982 51.6854 55.157 48.1982
Ratio Avg Win / Avg Loss 1.1941 1.271 1.0685 0.9392 1.0773 0.7509
Largest Winning Trade 94557 94557 53129 1639954 1639954 316352
Largest Losing Trade -54517 -46465 -54517 -1004618 -738093 -1004618
Avg Bars in Trades 55 49 62 55 49 62
Avg Bars in Winners 53 40 67 53 40 67
Avg Bars in Losers 58 60 57 58 60 57
Bars Traded 24811 11020 13791 24811 11020 13791
Profit Streak 0 0 16.7021 0 0 16.7021
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366655 386332 -578632 -539597 329295 -580299
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579788000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027857735,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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": [
        [
            536371.3066305217,
            542007.676992333,
            -5636.3703618117,
            68443.5604408025,
            2279510.2130199177,
            -2211066.652579116
        ],
        [
            536.371307,
            542.007677,
            -5.63637,
            68.44356,
            2279.510213,
            -2211.066653
        ],
        [
            0.257561,
            0.260268,
            -0.002707,
            0.025042,
            0.152312,
            0
        ],
        [
            93.319838,
            93.319838,
            93.319838,
            93.319838,
            93.319838,
            93.319838
        ],
        [
            -178628,
            -140653,
            -200998,
            -3218120,
            -1609769,
            -2423535
        ],
        [
            1.277409,
            1.563341,
            0.994198,
            1.00477,
            1.325044,
            0.698629
        ],
        [
            445,
            223,
            222,
            445,
            223,
            222
        ],
        [
            230,
            123,
            107,
            230,
            123,
            107
        ],
        [
            215,
            100,
            115,
            215,
            100,
            115
        ],
        [
            51.685393,
            55.156951,
            48.198198,
            51.685393,
            55.156951,
            48.198198
        ],
        [
            1.1941,
            1.271009,
            1.06853,
            0.939241,
            1.077271,
            0.750863
        ],
        [
            94557,
            94557,
            53129,
            1639954,
            1639954,
            316352
        ],
        [
            -54517,
            -46465,
            -54517,
            -1004618,
            -738093,
            -1004618
        ],
        [
            55,
            49,
            62,
            55,
            49,
            62
        ],
        [
            53,
            40,
            67,
            53,
            40,
            67
        ],
        [
            58,
            60,
            57,
            58,
            60,
            57
        ],
        [
            24811,
            11020,
            13791,
            24811,
            11020,
            13791
        ],
        [
            0,
            0,
            16.702057,
            0,
            0,
            16.702057
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366655,
            386332,
            -578632,
            -539597,
            329295,
            -580299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579788000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027857735,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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)