← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: BCH/USDT/720/JMA/ZLMA/3687

Strategy
BCH/USDT/720/JMA/ZLMA/3687
Pair
BCH_USDT
Interval
12h
Score
338622
Daily Profit
0.163065
Profit Factor
1.531722
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2132.500000
Evaluation Time
2025-09-29 08:26
Expiration Time
2025-12-02 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347736.2367 314497.4497 33238.787 81645.6536 560567.9147 -478922.2611
Total P&L (%) 347.7362 314.4975 33.2388 81.6457 560.5679 -478.9223
Avg Daily Profit (%) 0.1631 0.1475 0.0156 0.028 0.0886 0
Buy And Hold Return (%) 59.7531 59.7531 59.7531 59.7531 59.7531 59.7531
Max Trade Drawdown -92419 -41878 -130897 -625156 -94023 -766184
Profit Factor 1.5317 2.3384 1.0793 1.0493 2.4078 0.6195
Total Trades 104 52 52 104 52 52
Winning Trades 52 30 22 52 30 22
Losing Trades 52 22 30 52 22 30
Profitability (%) 50 57.6923 42.3077 50 57.6923 42.3077
Ratio Avg Win / Avg Loss 1.5317 1.7148 1.4718 1.0493 1.7657 0.8448
Largest Winning Trade 76980 76980 41187 264405 264405 100737
Largest Losing Trade -80632 -39458 -80632 -576781 -63488 -576781
Avg Bars in Trades 38 32 44 38 32 44
Avg Bars in Winners 37 32 43 37 32 43
Avg Bars in Losers 40 33 45 40 33 45
Bars Traded 4033 1698 2334 4033 1698 2334
Profit Streak 0 217.2268 0 0 217.2268 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338622 -170573 -654114 -373320 -247409 -763824
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4265,
    "evaluation_days": 2132.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1579003200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123597566,
    "expiration_time": 1764631440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 96,
            "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": [
        [
            347736.2367477076,
            314497.4496982323,
            33238.7870494754,
            81645.6535865115,
            560567.9147205073,
            -478922.2611339961
        ],
        [
            347.736237,
            314.49745,
            33.238787,
            81.645654,
            560.567915,
            -478.922261
        ],
        [
            0.163065,
            0.147478,
            0.015587,
            0.027994,
            0.08857,
            0
        ],
        [
            59.753122,
            59.753122,
            59.753122,
            59.753122,
            59.753122,
            59.753122
        ],
        [
            -92419,
            -41878,
            -130897,
            -625156,
            -94023,
            -766184
        ],
        [
            1.531722,
            2.338406,
            1.079328,
            1.049275,
            2.407768,
            0.61952
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            50,
            57.692308,
            42.307692,
            50,
            57.692308,
            42.307692
        ],
        [
            1.531722,
            1.714831,
            1.471812,
            1.049275,
            1.765696,
            0.8448
        ],
        [
            76980,
            76980,
            41187,
            264405,
            264405,
            100737
        ],
        [
            -80632,
            -39458,
            -80632,
            -576781,
            -63488,
            -576781
        ],
        [
            38,
            32,
            44,
            38,
            32,
            44
        ],
        [
            37,
            32,
            43,
            37,
            32,
            43
        ],
        [
            40,
            33,
            45,
            40,
            33,
            45
        ],
        [
            4033,
            1698,
            2334,
            4033,
            1698,
            2334
        ],
        [
            0,
            217.226824,
            0,
            0,
            217.226824,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338622,
            -170573,
            -654114,
            -373320,
            -247409,
            -763824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4265,
    "evaluation_days": 2132.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1579003200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123597566,
    "expiration_time": 1764631440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 96,
            "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)