← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/60/KCL/PWMA/1203

Strategy
ALGO/USDT/60/KCL/PWMA/1203
Pair
ALGO_USDT
Interval
1h
Score
337193
Daily Profit
0.172499
Profit Factor
1.450600
Profitability
47.674419
Streak
11.023619
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 05:34
Expiration Time
2025-12-23 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163552.0772 179687.0087 -16134.9315 -24517.129 1532.5777 -26049.7067
Total P&L (%) 163.5521 179.687 -16.1349 -24.5171 1.5326 -26.0497
Avg Daily Profit (%) 0.157 0.1725 -0.0155 -0.027 0.0015 -0.029
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97174 -89503 -55388 -112939 -99106 -60243
Profit Factor 1.3138 1.4506 0.8683 0.948 1.0043 0.7676
Total Trades 172 86 86 172 86 86
Winning Trades 87 41 46 87 41 46
Losing Trades 85 45 40 85 45 40
Profitability (%) 50.5814 47.6744 53.4884 50.5814 47.6744 53.4884
Ratio Avg Win / Avg Loss 1.2836 1.5921 0.755 0.9262 1.1022 0.6675
Largest Winning Trade 180530 180530 8068 75965 75965 8605
Largest Losing Trade -39801 -39801 -11922 -45869 -45869 -15600
Avg Bars in Trades 143 260 25 143 260 25
Avg Bars in Winners 141 272 24 141 272 24
Avg Bars in Losers 144 249 27 144 249 27
Bars Traded 24633 22407 2226 24633 22407 2226
Profit Streak 0 11.0236 0 0 11.0236 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302323 337193 -580372 -579801 -572612 -580372
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669975200000,
    "first_datapoint_time": 1670781600000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759977240680,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "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": [
        [
            163552.0772148825,
            179687.0087497362,
            -16134.9315348536,
            -24517.1289781139,
            1532.5777442438,
            -26049.7067223577
        ],
        [
            163.552077,
            179.687009,
            -16.134932,
            -24.517129,
            1.532578,
            -26.049707
        ],
        [
            0.157009,
            0.172499,
            -0.015489,
            -0.026998,
            0.00146,
            -0.028966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97174,
            -89503,
            -55388,
            -112939,
            -99106,
            -60243
        ],
        [
            1.313757,
            1.4506,
            0.868284,
            0.948035,
            1.004261,
            0.767616
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            50.581395,
            47.674419,
            53.488372,
            50.581395,
            47.674419,
            53.488372
        ],
        [
            1.283555,
            1.592122,
            0.755029,
            0.926241,
            1.102237,
            0.667492
        ],
        [
            180530,
            180530,
            8068,
            75965,
            75965,
            8605
        ],
        [
            -39801,
            -39801,
            -11922,
            -45869,
            -45869,
            -15600
        ],
        [
            143,
            260,
            25,
            143,
            260,
            25
        ],
        [
            141,
            272,
            24,
            141,
            272,
            24
        ],
        [
            144,
            249,
            27,
            144,
            249,
            27
        ],
        [
            24633,
            22407,
            2226,
            24633,
            22407,
            2226
        ],
        [
            0,
            11.023619,
            0,
            0,
            11.023619,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302323,
            337193,
            -580372,
            -579801,
            -572612,
            -580372
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669975200000,
    "first_datapoint_time": 1670781600000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759977240680,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "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)