← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/120/PWMA/SUPERTREND/2643

Strategy
FIL/USDT/120/PWMA/SUPERTREND/2643
Pair
FIL_USDT
Interval
2h
Score
331497
Daily Profit
0.240201
Profit Factor
1.396645
Profitability
43.820225
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:12
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433442.4124 270432.5577 163009.8547 173043.4833 -313479.2221 486522.7054
Total P&L (%) 433.4424 270.4326 163.0099 173.0435 -313.4792 486.5227
Avg Daily Profit (%) 0.2402 0.1499 0.0903 0.0557 0 0.0981
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120257 -130122 -92691 -1237039 -1213770 -738263
Profit Factor 1.3966 1.4275 1.3543 1.0224 0.9285 1.1459
Total Trades 356 178 178 356 178 178
Winning Trades 156 68 88 156 68 88
Losing Trades 200 110 90 200 110 90
Profitability (%) 43.8202 38.2022 49.4382 43.8202 38.2022 49.4382
Ratio Avg Win / Avg Loss 1.7906 2.3091 1.3851 1.3108 1.502 1.1719
Largest Winning Trade 236270 236270 56977 652681 652681 404003
Largest Losing Trade -30805 -19332 -30805 -324412 -239942 -324412
Avg Bars in Trades 60 56 63 60 56 63
Avg Bars in Winners 78 75 80 78 75 80
Avg Bars in Losers 45 45 46 45 45 46
Bars Traded 21390 10132 11258 21390 10132 11258
Profit Streak 0 0 11.0507 0 0 11.0507
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331497 171994 -71145 -314982 -582211 -121306
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604066400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000377441,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 168,
            "offset": 0,
            "multiplier": 2.54936
        }
    }
}
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": [
        [
            433442.4123660598,
            270432.5576721568,
            163009.8546939039,
            173043.4832885204,
            -313479.2221254584,
            486522.7054139782
        ],
        [
            433.442412,
            270.432558,
            163.009855,
            173.043483,
            -313.479222,
            486.522705
        ],
        [
            0.240201,
            0.149866,
            0.090335,
            0.05568,
            0,
            0.098083
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120257,
            -130122,
            -92691,
            -1237039,
            -1213770,
            -738263
        ],
        [
            1.396645,
            1.427464,
            1.354272,
            1.022412,
            0.928521,
            1.145865
        ],
        [
            356,
            178,
            178,
            356,
            178,
            178
        ],
        [
            156,
            68,
            88,
            156,
            68,
            88
        ],
        [
            200,
            110,
            90,
            200,
            110,
            90
        ],
        [
            43.820225,
            38.202247,
            49.438202,
            43.820225,
            38.202247,
            49.438202
        ],
        [
            1.790571,
            2.309132,
            1.385051,
            1.310784,
            1.50202,
            1.171908
        ],
        [
            236270,
            236270,
            56977,
            652681,
            652681,
            404003
        ],
        [
            -30805,
            -19332,
            -30805,
            -324412,
            -239942,
            -324412
        ],
        [
            60,
            56,
            63,
            60,
            56,
            63
        ],
        [
            78,
            75,
            80,
            78,
            75,
            80
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            21390,
            10132,
            11258,
            21390,
            10132,
            11258
        ],
        [
            0,
            0,
            11.050665,
            0,
            0,
            11.050665
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331497,
            171994,
            -71145,
            -314982,
            -582211,
            -121306
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604066400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000377441,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 168,
            "offset": 0,
            "multiplier": 2.54936
        }
    }
}

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)