← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/240/SSF/HWMA/5009

Strategy
ONE/USDT/240/SSF/HWMA/5009
Pair
ONE_USDT
Interval
4h
Score
310218
Daily Profit
0.393203
Profit Factor
1.548202
Profitability
35.672515
Streak
0.000000
Best Strategy
Training Data Length
2323.330000
Evaluation Time
2025-10-10 22:43
Expiration Time
2025-12-19 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 913540.1584 834733.9526 78806.2058 204872.099 -54618.1484 259490.2473
Total P&L (%) 913.5402 834.734 78.8062 204.8721 -54.6181 259.4902
Avg Daily Profit (%) 0.3932 0.3593 0.0339 0.048 -0.034 0.0551
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186984 -148614 -227742 -921456 -872146 -264901
Profit Factor 1.5482 1.9737 1.0974 1.057 0.973 1.1653
Total Trades 342 171 171 342 171 171
Winning Trades 122 53 69 122 53 69
Losing Trades 220 118 102 220 118 102
Profitability (%) 35.6725 30.9942 40.3509 35.6725 30.9942 40.3509
Ratio Avg Win / Avg Loss 2.7918 4.3943 1.6222 1.9061 2.1663 1.7225
Largest Winning Trade 535418 535418 57491 616661 616661 130413
Largest Losing Trade -30775 -30775 -30297 -149728 -149728 -101664
Avg Bars in Trades 40 37 43 40 37 43
Avg Bars in Winners 75 76 75 75 76 75
Avg Bars in Losers 20 19 22 20 19 22
Bars Traded 13859 6380 7479 13859 6380 7479
Profit Streak 0 0 22.1549 0 0 22.1549
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310218 219513 -262724 -289313 -585051 -159858
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13940,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559361600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760125381287,
    "expiration_time": 1766134080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 150,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            913540.1583825845,
            834733.9525830273,
            78806.2057995574,
            204872.0989951389,
            -54618.1483546811,
            259490.2473498195
        ],
        [
            913.540158,
            834.733953,
            78.806206,
            204.872099,
            -54.618148,
            259.490247
        ],
        [
            0.393203,
            0.359283,
            0.03392,
            0.047991,
            -0.034,
            0.055088
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186984,
            -148614,
            -227742,
            -921456,
            -872146,
            -264901
        ],
        [
            1.548202,
            1.973691,
            1.097395,
            1.057004,
            0.973011,
            1.165252
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            122,
            53,
            69,
            122,
            53,
            69
        ],
        [
            220,
            118,
            102,
            220,
            118,
            102
        ],
        [
            35.672515,
            30.994152,
            40.350877,
            35.672515,
            30.994152,
            40.350877
        ],
        [
            2.791839,
            4.394256,
            1.622236,
            1.906073,
            2.166327,
            1.722546
        ],
        [
            535418,
            535418,
            57491,
            616661,
            616661,
            130413
        ],
        [
            -30775,
            -30775,
            -30297,
            -149728,
            -149728,
            -101664
        ],
        [
            40,
            37,
            43,
            40,
            37,
            43
        ],
        [
            75,
            76,
            75,
            75,
            76,
            75
        ],
        [
            20,
            19,
            22,
            20,
            19,
            22
        ],
        [
            13859,
            6380,
            7479,
            13859,
            6380,
            7479
        ],
        [
            0,
            0,
            22.154876,
            0,
            0,
            22.154876
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310218,
            219513,
            -262724,
            -289313,
            -585051,
            -159858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13940,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559361600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760125381287,
    "expiration_time": 1766134080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 150,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)