← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: IOTA/USDT/720/SSF/HWMA/7047

Strategy
IOTA/USDT/720/SSF/HWMA/7047
Pair
IOTA_USDT
Interval
12h
Score
345008
Daily Profit
0.171046
Profit Factor
1.378375
Profitability
46.411483
Streak
19.010899
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-10-08 03:15
Expiration Time
2025-12-21 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427872.4022 393047.8369 34824.5653 72486.983 121493.6766 -49006.6937
Total P&L (%) 427.8724 393.0478 34.8246 72.487 121.4937 -49.0067
Avg Daily Profit (%) 0.171 0.1571 0.0139 0.0218 0.0318 -0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115316 -106401 -145152 -168194 -159357 -129055
Profit Factor 1.3784 1.7595 1.0568 1.0584 1.2181 0.9285
Total Trades 209 104 105 209 104 105
Winning Trades 97 44 53 97 44 53
Losing Trades 112 60 52 112 60 52
Profitability (%) 46.4115 42.3077 50.4762 46.4115 42.3077 50.4762
Ratio Avg Win / Avg Loss 1.5915 2.3993 1.0368 1.222 1.6611 0.9109
Largest Winning Trade 219937 219937 44466 124613 124613 66920
Largest Losing Trade -44237 -24983 -44237 -88065 -46398 -88065
Avg Bars in Trades 23 24 23 23 24 23
Avg Bars in Winners 33 34 32 33 34 32
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 4979 2506 2473 4979 2506 2473
Profit Streak 19.0109 0 151.5109 19.0109 0 151.5109
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345008 273593 -333513 -319536 -152709 -579300
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882541677,
    "expiration_time": 1766322288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14965,
            "nc": 0.1
        }
    }
}
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": [
        [
            427872.4021640138,
            393047.8369021298,
            34824.5652618842,
            72486.982975812,
            121493.6766302796,
            -49006.6936544675
        ],
        [
            427.872402,
            393.047837,
            34.824565,
            72.486983,
            121.493677,
            -49.006694
        ],
        [
            0.171046,
            0.157125,
            0.013921,
            0.021795,
            0.031795,
            -0.026919
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115316,
            -106401,
            -145152,
            -168194,
            -159357,
            -129055
        ],
        [
            1.378375,
            1.75945,
            1.056785,
            1.058365,
            1.218131,
            0.928457
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            97,
            44,
            53,
            97,
            44,
            53
        ],
        [
            112,
            60,
            52,
            112,
            60,
            52
        ],
        [
            46.411483,
            42.307692,
            50.47619,
            46.411483,
            42.307692,
            50.47619
        ],
        [
            1.591526,
            2.399251,
            1.036845,
            1.222029,
            1.661088,
            0.910938
        ],
        [
            219937,
            219937,
            44466,
            124613,
            124613,
            66920
        ],
        [
            -44237,
            -24983,
            -44237,
            -88065,
            -46398,
            -88065
        ],
        [
            23,
            24,
            23,
            23,
            24,
            23
        ],
        [
            33,
            34,
            32,
            33,
            34,
            32
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            4979,
            2506,
            2473,
            4979,
            2506,
            2473
        ],
        [
            19.010899,
            0,
            151.510899,
            19.010899,
            0,
            151.510899
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345008,
            273593,
            -333513,
            -319536,
            -152709,
            -579300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882541677,
    "expiration_time": 1766322288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14965,
            "nc": 0.1
        }
    }
}

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)