← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALICE/USDT/240/JMA/SSF/5903

Strategy
ALICE/USDT/240/JMA/SSF/5903
Pair
ALICE_USDT
Interval
4h
Score
415009
Daily Profit
0.252424
Profit Factor
1.642153
Profitability
50.458716
Streak
0.000000
Best Strategy
Training Data Length
1666.830000
Evaluation Time
2025-10-07 03:35
Expiration Time
2025-11-25 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420747.8964 164192.8351 256555.0613 446488.6154 -552536.28 999024.8954
Total P&L (%) 420.7479 164.1928 256.5551 446.4886 -552.5363 999.0249
Avg Daily Profit (%) 0.2524 0.0985 0.1539 0.1019 0 0.1439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164145 -112767 -106490 -1847390 -1548409 -1256328
Profit Factor 1.6422 1.4394 1.9114 1.0618 0.8618 1.31
Total Trades 109 54 55 109 54 55
Winning Trades 55 22 33 55 22 33
Losing Trades 54 32 22 54 32 22
Profitability (%) 50.4587 40.7407 60 50.4587 40.7407 60
Ratio Avg Win / Avg Loss 1.6123 2.0936 1.2742 1.0425 1.2536 0.8733
Largest Winning Trade 93071 93071 62055 514533 514533 397129
Largest Losing Trade -46686 -43261 -46686 -698900 -698900 -670143
Avg Bars in Trades 90 91 88 90 91 88
Avg Bars in Winners 80 80 80 80 80 80
Avg Bars in Losers 100 99 101 100 99 101
Bars Traded 9825 4951 4874 9825 4951 4874
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 415009 -243074 -169013 -209050 -762767 -180790
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 1666.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617984000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759797306940,
    "expiration_time": 1764101232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "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": [
        [
            420747.896425289,
            164192.8351436548,
            256555.0612816344,
            446488.6154244598,
            -552536.2799587008,
            999024.8953831615
        ],
        [
            420.747896,
            164.192835,
            256.555061,
            446.488615,
            -552.53628,
            999.024895
        ],
        [
            0.252424,
            0.098506,
            0.153918,
            0.101943,
            0,
            0.14391
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164145,
            -112767,
            -106490,
            -1847390,
            -1548409,
            -1256328
        ],
        [
            1.642153,
            1.439361,
            1.911366,
            1.061827,
            0.861835,
            1.310021
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            50.458716,
            40.740741,
            60,
            50.458716,
            40.740741,
            60
        ],
        [
            1.612296,
            2.093616,
            1.274244,
            1.042521,
            1.253579,
            0.873347
        ],
        [
            93071,
            93071,
            62055,
            514533,
            514533,
            397129
        ],
        [
            -46686,
            -43261,
            -46686,
            -698900,
            -698900,
            -670143
        ],
        [
            90,
            91,
            88,
            90,
            91,
            88
        ],
        [
            80,
            80,
            80,
            80,
            80,
            80
        ],
        [
            100,
            99,
            101,
            100,
            99,
            101
        ],
        [
            9825,
            4951,
            4874,
            9825,
            4951,
            4874
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415009,
            -243074,
            -169013,
            -209050,
            -762767,
            -180790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 1666.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617984000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759797306940,
    "expiration_time": 1764101232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "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)