← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/240/SWMA/MIDPRICE/9198

Strategy
FIL/USDT/240/SWMA/MIDPRICE/9198
Pair
FIL_USDT
Interval
4h
Score
378657
Daily Profit
0.267226
Profit Factor
1.567785
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-11 18:39
Expiration Time
2025-12-05 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486886.3666 298755.0653 188131.3012 207680.4414 -365157.1984 572837.6398
Total P&L (%) 486.8864 298.7551 188.1313 207.6804 -365.1572 572.8376
Avg Daily Profit (%) 0.2672 0.164 0.1033 0.0617 0 0.1047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136150 -168082 -60637 -1081958 -1102520 -437093
Profit Factor 1.5678 1.5037 1.7115 1.043 0.8889 1.3712
Total Trades 168 84 84 168 84 84
Winning Trades 78 33 45 78 33 45
Losing Trades 90 51 39 90 51 39
Profitability (%) 46.4286 39.2857 53.5714 46.4286 39.2857 53.5714
Ratio Avg Win / Avg Loss 1.809 2.3239 1.4833 1.2035 1.3738 1.1884
Largest Winning Trade 286397 286397 39171 599956 599956 316507
Largest Losing Trade -36087 -36087 -27515 -344920 -259960 -344920
Avg Bars in Trades 62 85 40 62 85 40
Avg Bars in Winners 81 119 53 81 119 53
Avg Bars in Losers 46 63 25 46 63 25
Bars Traded 10527 7149 3378 10527 7149 3378
Profit Streak 0 0 82.9858 0 0 82.9858
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378657 189251 -51501 -284277 -583607 -50793
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10932,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605196800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760197169417,
    "expiration_time": 1764906624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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": [
        [
            486886.3665730465,
            298755.0653436972,
            188131.3012293493,
            207680.4413781401,
            -365157.1984114982,
            572837.639789639
        ],
        [
            486.886367,
            298.755065,
            188.131301,
            207.680441,
            -365.157198,
            572.83764
        ],
        [
            0.267226,
            0.163971,
            0.103255,
            0.061704,
            0,
            0.104683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136150,
            -168082,
            -60637,
            -1081958,
            -1102520,
            -437093
        ],
        [
            1.567785,
            1.503709,
            1.711518,
            1.042994,
            0.888919,
            1.371212
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            90,
            51,
            39,
            90,
            51,
            39
        ],
        [
            46.428571,
            39.285714,
            53.571429,
            46.428571,
            39.285714,
            53.571429
        ],
        [
            1.808983,
            2.323913,
            1.483316,
            1.203455,
            1.373784,
            1.188383
        ],
        [
            286397,
            286397,
            39171,
            599956,
            599956,
            316507
        ],
        [
            -36087,
            -36087,
            -27515,
            -344920,
            -259960,
            -344920
        ],
        [
            62,
            85,
            40,
            62,
            85,
            40
        ],
        [
            81,
            119,
            53,
            81,
            119,
            53
        ],
        [
            46,
            63,
            25,
            46,
            63,
            25
        ],
        [
            10527,
            7149,
            3378,
            10527,
            7149,
            3378
        ],
        [
            0,
            0,
            82.985757,
            0,
            0,
            82.985757
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378657,
            189251,
            -51501,
            -284277,
            -583607,
            -50793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10932,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605196800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760197169417,
    "expiration_time": 1764906624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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)