← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SXP/USDT/480/WMA/DCM/3077

Strategy
SXP/USDT/480/WMA/DCM/3077
Pair
SXP_USDT
Interval
8h
Score
329968
Daily Profit
0.153771
Profit Factor
1.201316
Profitability
46.791444
Streak
18.464923
Best Strategy
Training Data Length
1908.330000
Evaluation Time
2025-10-10 14:09
Expiration Time
2025-12-06 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293446.3806 195583.3965 97862.9841 -39070.557 264348.4884 -303419.0454
Total P&L (%) 293.4464 195.5834 97.863 -39.0706 264.3485 -303.419
Avg Daily Profit (%) 0.1538 0.1025 0.0513 -0.026 0.0678 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202303 -129429 -93704 -796294 -515418 -463732
Profit Factor 1.2013 1.2533 1.1428 0.9915 1.1132 0.8664
Total Trades 374 187 187 374 187 187
Winning Trades 175 81 94 175 81 94
Losing Trades 199 106 93 199 106 93
Profitability (%) 46.7914 43.3155 50.2674 46.7914 43.3155 50.2674
Ratio Avg Win / Avg Loss 1.3661 1.6401 1.1306 1.1275 1.4568 0.8572
Largest Winning Trade 147404 147404 48208 389401 389401 174083
Largest Losing Trade -34600 -32292 -34600 -207612 -191291 -207612
Avg Bars in Trades 15 16 13 15 16 13
Avg Bars in Winners 17 18 15 17 18 15
Avg Bars in Losers 13 14 11 13 14 11
Bars Traded 5658 3100 2558 5658 3100 2558
Profit Streak 18.4649 18.4649 28.1316 18.4649 18.4649 28.1316
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329968 -56580 -186180 -576652 -199801 -579032
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5725,
    "evaluation_days": 1908.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1596787200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760094569330,
    "expiration_time": 1765029600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 32,
            "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": [
        [
            293446.3806275508,
            195583.3965277144,
            97862.9840998362,
            -39070.5570284968,
            264348.4883627132,
            -303419.0453912097
        ],
        [
            293.446381,
            195.583397,
            97.862984,
            -39.070557,
            264.348488,
            -303.419045
        ],
        [
            0.153771,
            0.102489,
            0.051282,
            -0.025959,
            0.067775,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202303,
            -129429,
            -93704,
            -796294,
            -515418,
            -463732
        ],
        [
            1.201316,
            1.25331,
            1.142756,
            0.991519,
            1.113183,
            0.866394
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            175,
            81,
            94,
            175,
            81,
            94
        ],
        [
            199,
            106,
            93,
            199,
            106,
            93
        ],
        [
            46.791444,
            43.315508,
            50.26738,
            46.791444,
            43.315508,
            50.26738
        ],
        [
            1.366068,
            1.640134,
            1.130599,
            1.127498,
            1.456757,
            0.857177
        ],
        [
            147404,
            147404,
            48208,
            389401,
            389401,
            174083
        ],
        [
            -34600,
            -32292,
            -34600,
            -207612,
            -191291,
            -207612
        ],
        [
            15,
            16,
            13,
            15,
            16,
            13
        ],
        [
            17,
            18,
            15,
            17,
            18,
            15
        ],
        [
            13,
            14,
            11,
            13,
            14,
            11
        ],
        [
            5658,
            3100,
            2558,
            5658,
            3100,
            2558
        ],
        [
            18.464923,
            18.464923,
            28.131589,
            18.464923,
            18.464923,
            28.131589
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329968,
            -56580,
            -186180,
            -576652,
            -199801,
            -579032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5725,
    "evaluation_days": 1908.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1596787200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760094569330,
    "expiration_time": 1765029600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 32,
            "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)