← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/ZLMA/HWMA/5229

Strategy
FIL/USDT/720/ZLMA/HWMA/5229
Pair
FIL_USDT
Interval
12h
Score
433985
Daily Profit
0.167408
Profit Factor
2.074362
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 04:27
Expiration Time
2025-12-02 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 621323.3982 355572.2916 265751.1067 1941342.4918 -56393.8797 1997736.3715
Total P&L (%) 621.3234 355.5723 265.7511 1941.3425 -56.3939 1997.7364
Avg Daily Profit (%) 0.3415 0.1954 0.1461 0.1659 -0.0456 0.1674
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87233 -131407 -28581 -1687774 -1670924 -691775
Profit Factor 2.5409 2.1617 3.7356 1.3214 0.9865 2.0744
Total Trades 79 39 40 79 39 40
Winning Trades 31 10 21 31 10 21
Losing Trades 48 29 19 48 29 19
Profitability (%) 39.2405 25.641 52.5 39.2405 25.641 52.5
Ratio Avg Win / Avg Loss 3.9343 6.2689 3.3799 2.046 2.8609 1.8768
Largest Winning Trade 296329 296329 61973 1213940 1213940 1156965
Largest Losing Trade -29023 -29023 -17511 -476271 -458246 -476271
Avg Bars in Trades 42 47 37 42 47 37
Avg Bars in Winners 66 101 50 66 101 50
Avg Bars in Losers 26 28 23 26 28 23
Bars Traded 3358 1852 1506 3358 1852 1506
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21370 -15274 329630 -26389 -604969 433985
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1612008000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759973272969,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "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": [
        [
            621323.3982234752,
            355572.2915548888,
            265751.1066685865,
            1941342.4917810676,
            -56393.8797028239,
            1997736.3714838913
        ],
        [
            621.323398,
            355.572292,
            265.751107,
            1941.342492,
            -56.39388,
            1997.736371
        ],
        [
            0.34148,
            0.195423,
            0.146057,
            0.165908,
            -0.045605,
            0.167408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87233,
            -131407,
            -28581,
            -1687774,
            -1670924,
            -691775
        ],
        [
            2.540888,
            2.161699,
            3.735627,
            1.321392,
            0.986512,
            2.074362
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            31,
            10,
            21,
            31,
            10,
            21
        ],
        [
            48,
            29,
            19,
            48,
            29,
            19
        ],
        [
            39.240506,
            25.641026,
            52.5,
            39.240506,
            25.641026,
            52.5
        ],
        [
            3.934279,
            6.268926,
            3.379853,
            2.046026,
            2.860884,
            1.876803
        ],
        [
            296329,
            296329,
            61973,
            1213940,
            1213940,
            1156965
        ],
        [
            -29023,
            -29023,
            -17511,
            -476271,
            -458246,
            -476271
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            66,
            101,
            50,
            66,
            101,
            50
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            3358,
            1852,
            1506,
            3358,
            1852,
            1506
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21370,
            -15274,
            329630,
            -26389,
            -604969,
            433985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1612008000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759973272969,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "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)