← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/5/SMA/RMA/6330

Strategy
FIL/USDT/5/SMA/RMA/6330
Pair
FIL_USDT
Interval
5m
Score
420059
Daily Profit
0.497165
Profit Factor
2.021205
Profitability
66.666667
Streak
4.210937
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 19:28
Expiration Time
2025-12-25 18:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 40260.6997 -2898.2214 43158.9211 36450.682 -5156.1534 41606.8354
Total P&L (%) 40.2607 -2.8982 43.1589 36.4507 -5.1562 41.6068
Avg Daily Profit (%) 0.4638 -0.0334 0.4972 0.3587 -0.061 0.4015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30270 -21985 -12964 -29246 -22674 -11525
Profit Factor 1.4337 0.9427 2.0212 1.4155 0.8928 2.0499
Total Trades 90 45 45 90 45 45
Winning Trades 56 26 30 56 26 30
Losing Trades 34 19 15 34 19 15
Profitability (%) 62.2222 57.7778 66.6667 62.2222 57.7778 66.6667
Ratio Avg Win / Avg Loss 0.8704 0.6889 1.0106 0.8594 0.6524 1.025
Largest Winning Trade 36090 5857 36090 36186 5039 36186
Largest Losing Trade -10061 -10061 -8608 -9294 -9294 -7489
Avg Bars in Trades 273 266 281 273 266 281
Avg Bars in Winners 183 170 195 183 170 195
Avg Bars in Losers 422 396 454 422 396 454
Bars Traded 24648 11974 12673 24648 11974 12673
Profit Streak 2.8637 2.8637 4.2109 2.8637 2.8637 4.2109
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 239617 -582926 420059 191081 -582926 387665
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752700200000,
    "first_datapoint_time": 1752736800000,
    "last_datapoint_time": 1760199900000,
    "evaluation_time": 1760200124968,
    "expiration_time": 1766679900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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": [
        [
            40260.6997247403,
            -2898.2213714655,
            43158.9210962059,
            36450.6820366978,
            -5156.1533607346,
            41606.8353974324
        ],
        [
            40.2607,
            -2.898221,
            43.158921,
            36.450682,
            -5.156153,
            41.606835
        ],
        [
            0.46378,
            -0.033386,
            0.497165,
            0.358657,
            -0.060963,
            0.401546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30270,
            -21985,
            -12964,
            -29246,
            -22674,
            -11525
        ],
        [
            1.433672,
            0.942694,
            2.021205,
            1.415498,
            0.892801,
            2.049912
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            62.222222,
            57.777778,
            66.666667,
            62.222222,
            57.777778,
            66.666667
        ],
        [
            0.870444,
            0.688891,
            1.010602,
            0.859409,
            0.652432,
            1.024956
        ],
        [
            36090,
            5857,
            36090,
            36186,
            5039,
            36186
        ],
        [
            -10061,
            -10061,
            -8608,
            -9294,
            -9294,
            -7489
        ],
        [
            273,
            266,
            281,
            273,
            266,
            281
        ],
        [
            183,
            170,
            195,
            183,
            170,
            195
        ],
        [
            422,
            396,
            454,
            422,
            396,
            454
        ],
        [
            24648,
            11974,
            12673,
            24648,
            11974,
            12673
        ],
        [
            2.863715,
            2.863715,
            4.210937,
            2.863715,
            2.863715,
            4.210937
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            239617,
            -582926,
            420059,
            191081,
            -582926,
            387665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752700200000,
    "first_datapoint_time": 1752736800000,
    "last_datapoint_time": 1760199900000,
    "evaluation_time": 1760200124968,
    "expiration_time": 1766679900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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)