← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CHZ/USDT/120/SINWMA/JMA/9879

Strategy
CHZ/USDT/120/SINWMA/JMA/9879
Pair
CHZ_USDT
Interval
2h
Score
628916
Daily Profit
1.109302
Profit Factor
4.037395
Profitability
41.322314
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 02:30
Expiration Time
2025-12-22 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2311042.974 2236311.1721 74731.8019 2327887.468 2437557.3179 -109669.8499
Total P&L (%) 2311.043 2236.3112 74.7318 2327.8875 2437.5573 -109.6699
Avg Daily Profit (%) 1.1093 1.0734 0.0359 0.1532 0.1553 0
Buy And Hold Return (%) 214.5941 214.5941 214.5941 214.5941 214.5941 214.5941
Max Trade Drawdown -113756 -81974 -83372 -6217623 -3086142 -5859336
Profit Factor 4.0374 7.497 1.1794 1.1072 1.24 0.9905
Total Trades 121 60 61 121 60 61
Winning Trades 50 24 26 50 24 26
Losing Trades 71 36 35 71 36 35
Profitability (%) 41.3223 40 42.623 41.3223 40 42.623
Ratio Avg Win / Avg Loss 5.7331 11.2455 1.5876 1.5722 1.86 1.3334
Largest Winning Trade 2083129 2083129 49277 2707687 2707687 2453670
Largest Losing Trade -40239 -27710 -40239 -2407785 -1345516 -2407785
Avg Bars in Trades 202 195 209 202 195 209
Avg Bars in Winners 344 340 347 344 340 347
Avg Bars in Losers 102 99 106 102 99 106
Bars Traded 24523 11753 12770 24523 11753 12770
Profit Streak 0 50.2296 0 0 50.2296 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 628916 -150425 -497703 -96937 -163872 -743938
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579809600000,
    "first_datapoint_time": 1581559200000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879841506,
    "expiration_time": 1766354400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 244,
            "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": [
        [
            2311042.9739827523,
            2236311.1720750197,
            74731.8019077337,
            2327887.467954237,
            2437557.3178750537,
            -109669.8499208157
        ],
        [
            2311.042974,
            2236.311172,
            74.731802,
            2327.887468,
            2437.557318,
            -109.66985
        ],
        [
            1.109302,
            1.073431,
            0.035871,
            0.153219,
            0.155343,
            0
        ],
        [
            214.594108,
            214.594108,
            214.594108,
            214.594108,
            214.594108,
            214.594108
        ],
        [
            -113756,
            -81974,
            -83372,
            -6217623,
            -3086142,
            -5859336
        ],
        [
            4.037395,
            7.497025,
            1.17936,
            1.107177,
            1.240028,
            0.990517
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            41.322314,
            40,
            42.622951,
            41.322314,
            40,
            42.622951
        ],
        [
            5.7331,
            11.245537,
            1.5876,
            1.572191,
            1.860042,
            1.333388
        ],
        [
            2083129,
            2083129,
            49277,
            2707687,
            2707687,
            2453670
        ],
        [
            -40239,
            -27710,
            -40239,
            -2407785,
            -1345516,
            -2407785
        ],
        [
            202,
            195,
            209,
            202,
            195,
            209
        ],
        [
            344,
            340,
            347,
            344,
            340,
            347
        ],
        [
            102,
            99,
            106,
            102,
            99,
            106
        ],
        [
            24523,
            11753,
            12770,
            24523,
            11753,
            12770
        ],
        [
            0,
            50.229647,
            0,
            0,
            50.229647,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            628916,
            -150425,
            -497703,
            -96937,
            -163872,
            -743938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579809600000,
    "first_datapoint_time": 1581559200000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879841506,
    "expiration_time": 1766354400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 244,
            "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)