← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/480/MIDPRICE/HWMA/9595

Strategy
ALGO/USDT/480/MIDPRICE/HWMA/9595
Pair
ALGO_USDT
Interval
8h
Score
407553
Daily Profit
0.172588
Profit Factor
1.244901
Profitability
49.827586
Streak
12.258557
Best Strategy
Training Data Length
2303.000000
Evaluation Time
2025-10-11 01:12
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267452.5172 223741.5739 43710.9433 -68317.9563 5205171.3469 -5273489.3032
Total P&L (%) 267.4525 223.7416 43.7109 -68.318 5205.1713 -5273.4893
Avg Daily Profit (%) 0.1161 0.0972 0.019 -0.0499 0.1726 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -388690 -170348 -311407 -14625684 -7646173 -10653316
Profit Factor 1.0834 1.1413 1.0269 0.9986 1.2449 0.8145
Total Trades 1160 580 580 1160 580 580
Winning Trades 579 289 290 579 289 290
Losing Trades 581 291 290 581 291 290
Profitability (%) 49.9138 49.8276 50 49.9138 49.8276 50
Ratio Avg Win / Avg Loss 1.0871 1.1492 1.0269 1.0021 1.2535 0.8145
Largest Winning Trade 45569 42043 45569 3580804 1483734 3580804
Largest Losing Trade -51001 -32124 -51001 -2101617 -2101617 -1882447
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 6889 3438 3451 6889 3438 3451
Profit Streak 10.2586 12.2586 10.2586 10.2586 12.2586 10.2586
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158844 -124582 -356474 -571167 407553 -576924
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6909,
    "evaluation_days": 2303,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561507200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760134339321,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6659,
            "nc": 0.99079
        }
    }
}
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": [
        [
            267452.5171580223,
            223741.5738646546,
            43710.943293367,
            -68317.9563103501,
            5205171.346850128,
            -5273489.303160489
        ],
        [
            267.452517,
            223.741574,
            43.710943,
            -68.317956,
            5205.171347,
            -5273.489303
        ],
        [
            0.116132,
            0.097152,
            0.01898,
            -0.049897,
            0.172588,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -388690,
            -170348,
            -311407,
            -14625684,
            -7646173,
            -10653316
        ],
        [
            1.083366,
            1.141313,
            1.026901,
            0.998625,
            1.244901,
            0.814503
        ],
        [
            1160,
            580,
            580,
            1160,
            580,
            580
        ],
        [
            579,
            289,
            290,
            579,
            289,
            290
        ],
        [
            581,
            291,
            290,
            581,
            291,
            290
        ],
        [
            49.913793,
            49.827586,
            50,
            49.913793,
            49.827586,
            50
        ],
        [
            1.087108,
            1.149211,
            1.026901,
            1.002074,
            1.253516,
            0.814503
        ],
        [
            45569,
            42043,
            45569,
            3580804,
            1483734,
            3580804
        ],
        [
            -51001,
            -32124,
            -51001,
            -2101617,
            -2101617,
            -1882447
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            6889,
            3438,
            3451,
            6889,
            3438,
            3451
        ],
        [
            10.258557,
            12.258557,
            10.258557,
            10.258557,
            12.258557,
            10.258557
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158844,
            -124582,
            -356474,
            -571167,
            407553,
            -576924
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6909,
    "evaluation_days": 2303,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561507200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760134339321,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6659,
            "nc": 0.99079
        }
    }
}

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)