← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/360/HWMA/SSF/5042

Strategy
ALGO/USDT/360/HWMA/SSF/5042
Pair
ALGO_USDT
Interval
6h
Score
366264
Daily Profit
0.165920
Profit Factor
1.520197
Profitability
50.387597
Streak
25.385179
Best Strategy
Training Data Length
2299.250000
Evaluation Time
2025-10-07 06:14
Expiration Time
2025-12-15 01:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381491.7184 425160.394 -43668.6756 -79418.6218 -25483.8841 -53934.7377
Total P&L (%) 381.4917 425.1604 -43.6687 -79.4186 -25.4839 -53.9347
Avg Daily Profit (%) 0.1659 0.1849 -0.019 -0.0687 -0.0128 -0.0337
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168986 -87409 -132307 -206629 -115437 -194562
Profit Factor 1.5202 2.3553 0.8959 0.8951 0.9166 0.8805
Total Trades 129 65 64 129 65 64
Winning Trades 65 27 38 65 27 38
Losing Trades 64 38 26 64 38 26
Profitability (%) 50.3876 41.5385 59.375 50.3876 41.5385 59.375
Ratio Avg Win / Avg Loss 1.4968 3.3148 0.613 0.8813 1.2901 0.6024
Largest Winning Trade 381961 381961 51873 69885 64436 69885
Largest Losing Trade -72494 -62220 -72494 -109815 -39610 -109815
Avg Bars in Trades 66 58 74 66 58 74
Avg Bars in Winners 84 83 84 84 83 84
Avg Bars in Losers 47 40 58 47 40 58
Bars Traded 8558 3819 4739 8558 3819 4739
Profit Streak 25.3852 25.3852 76.1352 25.3852 25.3852 76.1352
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366264 -122728 -718185 -579363 -713817 -718185
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566367200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806879494,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 241,
            "na": 0.67216,
            "nb": 0.1862,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            381491.7183650045,
            425160.3939947095,
            -43668.6756297045,
            -79418.6217615075,
            -25483.8840543751,
            -53934.7377071323
        ],
        [
            381.491718,
            425.160394,
            -43.668676,
            -79.418622,
            -25.483884,
            -53.934738
        ],
        [
            0.16592,
            0.184913,
            -0.018993,
            -0.068729,
            -0.012793,
            -0.033706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168986,
            -87409,
            -132307,
            -206629,
            -115437,
            -194562
        ],
        [
            1.520197,
            2.355274,
            0.895941,
            0.895069,
            0.916631,
            0.880461
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            65,
            27,
            38,
            65,
            27,
            38
        ],
        [
            64,
            38,
            26,
            64,
            38,
            26
        ],
        [
            50.387597,
            41.538462,
            59.375,
            50.387597,
            41.538462,
            59.375
        ],
        [
            1.49681,
            3.31483,
            0.613012,
            0.881299,
            1.290073,
            0.602421
        ],
        [
            381961,
            381961,
            51873,
            69885,
            64436,
            69885
        ],
        [
            -72494,
            -62220,
            -72494,
            -109815,
            -39610,
            -109815
        ],
        [
            66,
            58,
            74,
            66,
            58,
            74
        ],
        [
            84,
            83,
            84,
            84,
            83,
            84
        ],
        [
            47,
            40,
            58,
            47,
            40,
            58
        ],
        [
            8558,
            3819,
            4739,
            8558,
            3819,
            4739
        ],
        [
            25.385179,
            25.385179,
            76.135179,
            25.385179,
            25.385179,
            76.135179
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366264,
            -122728,
            -718185,
            -579363,
            -713817,
            -718185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566367200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806879494,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 241,
            "na": 0.67216,
            "nb": 0.1862,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    }
}

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)