← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/SUPERTREND/SINWMA/2498

Strategy
FIL/USDT/720/SUPERTREND/SINWMA/2498
Pair
FIL_USDT
Interval
12h
Score
378508
Daily Profit
0.230810
Profit Factor
1.582795
Profitability
51.587302
Streak
0.000000
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 14:26
Expiration Time
2025-11-22 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417766.3246 234464.2519 183302.0727 579091.8145 26690.5043 552401.3102
Total P&L (%) 417.7663 234.4643 183.3021 579.0918 26.6905 552.4013
Avg Daily Profit (%) 0.2308 0.1295 0.1013 0.1059 0.0131 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133033 -72870 -89981 -1728304 -1008697 -1161055
Profit Factor 1.5828 1.715 1.4713 1.1019 1.0101 1.1825
Total Trades 126 63 63 126 63 63
Winning Trades 65 34 31 65 34 31
Losing Trades 61 29 32 61 29 32
Profitability (%) 51.5873 53.9683 49.2063 51.5873 53.9683 49.2063
Ratio Avg Win / Avg Loss 1.4854 1.4628 1.5188 1.0341 0.8615 1.2206
Largest Winning Trade 66425 49868 66425 591145 460886 591145
Largest Losing Trade -42998 -23576 -42998 -408637 -315755 -408637
Avg Bars in Trades 27 14 40 27 14 40
Avg Bars in Winners 34 11 58 34 11 58
Avg Bars in Losers 20 18 22 20 18 22
Bars Traded 3472 926 2546 3472 926 2546
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 378508 -163838 -202523 -158779 -535801 -220940
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145176277,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 2.87781
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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": [
        [
            417766.324606399,
            234464.2519220375,
            183302.0726843618,
            579091.8144976888,
            26690.5043200611,
            552401.3101776276
        ],
        [
            417.766325,
            234.464252,
            183.302073,
            579.091814,
            26.690504,
            552.40131
        ],
        [
            0.23081,
            0.129538,
            0.101272,
            0.10589,
            0.013071,
            0.103672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133033,
            -72870,
            -89981,
            -1728304,
            -1008697,
            -1161055
        ],
        [
            1.582795,
            1.714987,
            1.47133,
            1.101939,
            1.010058,
            1.182487
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            51.587302,
            53.968254,
            49.206349,
            51.587302,
            53.968254,
            49.206349
        ],
        [
            1.485392,
            1.462783,
            1.518792,
            1.034127,
            0.86152,
            1.220632
        ],
        [
            66425,
            49868,
            66425,
            591145,
            460886,
            591145
        ],
        [
            -42998,
            -23576,
            -42998,
            -408637,
            -315755,
            -408637
        ],
        [
            27,
            14,
            40,
            27,
            14,
            40
        ],
        [
            34,
            11,
            58,
            34,
            11,
            58
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            3472,
            926,
            2546,
            3472,
            926,
            2546
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378508,
            -163838,
            -202523,
            -158779,
            -535801,
            -220940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145176277,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 2.87781
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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)