← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEN/USDT/120/JMA/HILO/3981

Strategy
ZEN/USDT/120/JMA/HILO/3981
Pair
ZEN_USDT
Interval
2h
Score
311610
Daily Profit
0.202769
Profit Factor
1.218456
Profitability
45.417515
Streak
10.979306
Best Strategy
Training Data Length
1912.330000
Evaluation Time
2025-10-01 02:30
Expiration Time
2025-12-08 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387760.7208 369064.7953 18695.9255 26316.3645 195928.7063 -169612.3418
Total P&L (%) 387.7607 369.0648 18.6959 26.3164 195.9287 -169.6123
Avg Daily Profit (%) 0.2028 0.193 0.0098 0.0122 0.0568 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143981 -94157 -211319 -173428 -76136 -288674
Profit Factor 1.2185 1.5276 1.0174 1.0185 1.3702 0.8099
Total Trades 491 245 246 491 245 246
Winning Trades 223 105 118 223 105 118
Losing Trades 268 140 128 268 140 128
Profitability (%) 45.4175 42.8571 47.9675 45.4175 42.8571 47.9675
Ratio Avg Win / Avg Loss 1.4643 2.0367 1.1036 1.224 1.8269 0.8785
Largest Winning Trade 129847 129847 37569 82381 82381 38561
Largest Losing Trade -38570 -26284 -38570 -41027 -18503 -41027
Avg Bars in Trades 46 44 47 46 44 47
Avg Bars in Winners 61 58 64 61 58 64
Avg Bars in Losers 33 34 32 33 34 32
Bars Traded 22683 10953 11730 22683 10953 11730
Profit Streak 10.9793 0 11.5626 10.9793 0 11.5626
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311610 291431 -388360 -378690 -117567 -580205
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22948,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595678400000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759275012038,
    "expiration_time": 1765217721600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            387760.7208297409,
            369064.7953303779,
            18695.9254993627,
            26316.3644922231,
            195928.7062575088,
            -169612.3417652859
        ],
        [
            387.760721,
            369.064795,
            18.695925,
            26.316364,
            195.928706,
            -169.612342
        ],
        [
            0.202769,
            0.192992,
            0.009777,
            0.012217,
            0.05675,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143981,
            -94157,
            -211319,
            -173428,
            -76136,
            -288674
        ],
        [
            1.218456,
            1.527552,
            1.017385,
            1.018515,
            1.370176,
            0.809861
        ],
        [
            491,
            245,
            246,
            491,
            245,
            246
        ],
        [
            223,
            105,
            118,
            223,
            105,
            118
        ],
        [
            268,
            140,
            128,
            268,
            140,
            128
        ],
        [
            45.417515,
            42.857143,
            47.96748,
            45.417515,
            42.857143,
            47.96748
        ],
        [
            1.464332,
            2.036736,
            1.103604,
            1.224045,
            1.826901,
            0.878494
        ],
        [
            129847,
            129847,
            37569,
            82381,
            82381,
            38561
        ],
        [
            -38570,
            -26284,
            -38570,
            -41027,
            -18503,
            -41027
        ],
        [
            46,
            44,
            47,
            46,
            44,
            47
        ],
        [
            61,
            58,
            64,
            61,
            58,
            64
        ],
        [
            33,
            34,
            32,
            33,
            34,
            32
        ],
        [
            22683,
            10953,
            11730,
            22683,
            10953,
            11730
        ],
        [
            10.979306,
            0,
            11.562639,
            10.979306,
            0,
            11.562639
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311610,
            291431,
            -388360,
            -378690,
            -117567,
            -580205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22948,
    "evaluation_days": 1912.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595678400000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759275012038,
    "expiration_time": 1765217721600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)