← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/240/WMA/SSF/1223

Strategy
ONE/USDT/240/WMA/SSF/1223
Pair
ONE_USDT
Interval
4h
Score
350299
Daily Profit
0.523957
Profit Factor
2.385413
Profitability
33.088235
Streak
14.002806
Best Strategy
Training Data Length
2318.330000
Evaluation Time
2025-10-05 23:04
Expiration Time
2025-12-14 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1214704.5335 1065284.4413 149420.0922 4667868.1958 1917461.0889 2750407.1069
Total P&L (%) 1214.7045 1065.2844 149.4201 4667.8682 1917.4611 2750.4071
Avg Daily Profit (%) 0.524 0.4595 0.0645 0.1668 0.1297 0.1446
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95401 -84317 -100692 -9744261 -9114948 -4945943
Profit Factor 2.3854 3.4442 1.3389 1.1125 1.0903 1.1356
Total Trades 136 68 68 136 68 68
Winning Trades 45 18 27 45 18 27
Losing Trades 91 50 41 91 50 41
Profitability (%) 33.0882 26.4706 39.7059 33.0882 26.4706 39.7059
Ratio Avg Win / Avg Loss 4.8238 9.5673 2.0331 2.2496 3.0287 1.7244
Largest Winning Trade 431253 431253 84781 7504938 7504938 3389836
Largest Losing Trade -34880 -34880 -30084 -3691492 -2808322 -3691492
Avg Bars in Trades 99 88 109 99 88 109
Avg Bars in Winners 196 189 201 196 189 201
Avg Bars in Losers 50 52 48 50 52 48
Bars Traded 13496 6042 7454 13496 6042 7454
Profit Streak 14.0028 0 24.5028 14.0028 0 24.5028
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350299 -115948 -218355 -93587 -272337 -182741
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13910,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561536000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759694642427,
    "expiration_time": 1765689120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1214704.5334877926,
            1065284.4412914494,
            149420.0921963429,
            4667868.1957639605,
            1917461.088900543,
            2750407.106863414
        ],
        [
            1214.704533,
            1065.284441,
            149.420092,
            4667.868196,
            1917.461089,
            2750.407107
        ],
        [
            0.523957,
            0.459505,
            0.064452,
            0.166832,
            0.129678,
            0.144607
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95401,
            -84317,
            -100692,
            -9744261,
            -9114948,
            -4945943
        ],
        [
            2.385413,
            3.44421,
            1.338866,
            1.11245,
            1.090323,
            1.135611
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            91,
            50,
            41,
            91,
            50,
            41
        ],
        [
            33.088235,
            26.470588,
            39.705882,
            33.088235,
            26.470588,
            39.705882
        ],
        [
            4.823836,
            9.56725,
            2.033093,
            2.249622,
            3.028676,
            1.724446
        ],
        [
            431253,
            431253,
            84781,
            7504938,
            7504938,
            3389836
        ],
        [
            -34880,
            -34880,
            -30084,
            -3691492,
            -2808322,
            -3691492
        ],
        [
            99,
            88,
            109,
            99,
            88,
            109
        ],
        [
            196,
            189,
            201,
            196,
            189,
            201
        ],
        [
            50,
            52,
            48,
            50,
            52,
            48
        ],
        [
            13496,
            6042,
            7454,
            13496,
            6042,
            7454
        ],
        [
            14.002806,
            0,
            24.502806,
            14.002806,
            0,
            24.502806
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350299,
            -115948,
            -218355,
            -93587,
            -272337,
            -182741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13910,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561536000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759694642427,
    "expiration_time": 1765689120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    }
}

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)