← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/120/DCM/JMA/6816

Strategy
ALGO/USDT/120/DCM/JMA/6816
Pair
ALGO_USDT
Interval
2h
Score
365901
Daily Profit
0.239419
Profit Factor
1.302806
Profitability
48.224299
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-09-30 09:30
Expiration Time
2025-12-14 07:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 498729.0034 429079.0854 69649.918 255777.5632 248097.0511 7680.5121
Total P&L (%) 498.729 429.0791 69.6499 255.7776 248.0971 7.6805
Avg Daily Profit (%) 0.2394 0.206 0.0334 0.0609 0.0599 0.0036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126207 -161441 -121503 -392865 -226459 -239577
Profit Factor 1.3028 1.5405 1.0816 1.1017 1.2149 1.0056
Total Trades 535 268 267 535 268 267
Winning Trades 258 122 136 258 122 136
Losing Trades 277 146 131 277 146 131
Profitability (%) 48.2243 45.5224 50.9363 48.2243 45.5224 50.9363
Ratio Avg Win / Avg Loss 1.3987 1.8435 1.0419 1.1828 1.4539 0.9687
Largest Winning Trade 155119 155119 46294 115334 96927 115334
Largest Losing Trade -55353 -23955 -55353 -132739 -74601 -132739
Avg Bars in Trades 46 44 48 46 44 48
Avg Bars in Winners 47 41 52 47 41 52
Avg Bars in Losers 45 46 43 45 46 43
Bars Traded 24736 11871 12865 24736 11871 12865
Profit Streak 0 0 80.9381 0 0 80.9381
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365901 339906 -276548 -218149 -114276 -567414
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579168800000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759213852335,
    "expiration_time": 1765691222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "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": [
        [
            498729.0034316295,
            429079.0853977172,
            69649.9180339121,
            255777.5631965901,
            248097.0510891913,
            7680.5121073984
        ],
        [
            498.729003,
            429.079085,
            69.649918,
            255.777563,
            248.097051,
            7.680512
        ],
        [
            0.239419,
            0.205983,
            0.033436,
            0.060944,
            0.059896,
            0.003552
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126207,
            -161441,
            -121503,
            -392865,
            -226459,
            -239577
        ],
        [
            1.302806,
            1.540474,
            1.081641,
            1.101655,
            1.214899,
            1.005641
        ],
        [
            535,
            268,
            267,
            535,
            268,
            267
        ],
        [
            258,
            122,
            136,
            258,
            122,
            136
        ],
        [
            277,
            146,
            131,
            277,
            146,
            131
        ],
        [
            48.224299,
            45.522388,
            50.93633,
            48.224299,
            45.522388,
            50.93633
        ],
        [
            1.398749,
            1.843518,
            1.041874,
            1.182784,
            1.453895,
            0.968668
        ],
        [
            155119,
            155119,
            46294,
            115334,
            96927,
            115334
        ],
        [
            -55353,
            -23955,
            -55353,
            -132739,
            -74601,
            -132739
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            47,
            41,
            52,
            47,
            41,
            52
        ],
        [
            45,
            46,
            43,
            45,
            46,
            43
        ],
        [
            24736,
            11871,
            12865,
            24736,
            11871,
            12865
        ],
        [
            0,
            0,
            80.938106,
            0,
            0,
            80.938106
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365901,
            339906,
            -276548,
            -218149,
            -114276,
            -567414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579168800000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759213852335,
    "expiration_time": 1765691222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "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)