← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: AR/USDT/120/SINWMA/WMA/1761

Strategy
AR/USDT/120/SINWMA/WMA/1761
Pair
AR_USDT
Interval
2h
Score
483985
Daily Profit
0.588649
Profit Factor
2.468018
Profitability
42.574257
Streak
0.000000
Best Strategy
Training Data Length
1599.170000
Evaluation Time
2025-09-29 22:07
Expiration Time
2025-11-26 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 941349.8244 771093.6536 170256.1708 1510195.096 627303.3581 882891.7379
Total P&L (%) 941.3498 771.0937 170.2562 1510.1951 627.3034 882.8917
Avg Daily Profit (%) 0.5886 0.4822 0.1065 0.1739 0.1242 0.143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99868 -79185 -62620 -717104 -877007 -622050
Profit Factor 2.468 3.0126 1.6596 1.3735 1.2534 1.5632
Total Trades 101 51 50 101 51 50
Winning Trades 43 16 27 43 16 27
Losing Trades 58 35 23 58 35 23
Profitability (%) 42.5743 31.3725 54 42.5743 31.3725 54
Ratio Avg Win / Avg Loss 3.329 6.5901 1.4138 1.8527 2.7418 1.3316
Largest Winning Trade 508830 508830 68241 833661 833661 321188
Largest Losing Trade -39984 -27042 -39984 -258001 -247155 -258001
Avg Bars in Trades 186 164 208 186 164 208
Avg Bars in Winners 309 317 304 309 317 304
Avg Bars in Losers 95 94 95 95 94 95
Bars Traded 18834 8395 10439 18834 8395 10439
Profit Streak 0 0 51.2139 0 0 51.2139
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483985 -171373 -227793 246249 -213520 -178991
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19190,
    "evaluation_days": 1599.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622498400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759172876919,
    "expiration_time": 1764142848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 75,
            "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": [
        [
            941349.8244330791,
            771093.653645468,
            170256.1707876113,
            1510195.0959953142,
            627303.3580680921,
            882891.737927222
        ],
        [
            941.349824,
            771.093654,
            170.256171,
            1510.195096,
            627.303358,
            882.891738
        ],
        [
            0.588649,
            0.482184,
            0.106465,
            0.173925,
            0.124152,
            0.143009
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99868,
            -79185,
            -62620,
            -717104,
            -877007,
            -622050
        ],
        [
            2.468018,
            3.012608,
            1.659634,
            1.373524,
            1.253407,
            1.563206
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            43,
            16,
            27,
            43,
            16,
            27
        ],
        [
            58,
            35,
            23,
            58,
            35,
            23
        ],
        [
            42.574257,
            31.372549,
            54,
            42.574257,
            31.372549,
            54
        ],
        [
            3.328955,
            6.590079,
            1.413763,
            1.852661,
            2.741827,
            1.33162
        ],
        [
            508830,
            508830,
            68241,
            833661,
            833661,
            321188
        ],
        [
            -39984,
            -27042,
            -39984,
            -258001,
            -247155,
            -258001
        ],
        [
            186,
            164,
            208,
            186,
            164,
            208
        ],
        [
            309,
            317,
            304,
            309,
            317,
            304
        ],
        [
            95,
            94,
            95,
            95,
            94,
            95
        ],
        [
            18834,
            8395,
            10439,
            18834,
            8395,
            10439
        ],
        [
            0,
            0,
            51.213853,
            0,
            0,
            51.213853
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483985,
            -171373,
            -227793,
            246249,
            -213520,
            -178991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19190,
    "evaluation_days": 1599.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622498400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759172876919,
    "expiration_time": 1764142848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 75,
            "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)