← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/720/ZLMA/KCB/6287

Strategy
FIL/USDT/720/ZLMA/KCB/6287
Pair
FIL_USDT
Interval
12h
Score
370311
Daily Profit
0.275277
Profit Factor
1.699755
Profitability
40.650407
Streak
50.108664
Best Strategy
Training Data Length
1819.000000
Evaluation Time
2025-10-08 05:36
Expiration Time
2025-12-01 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 500728.6844 322052.9947 178675.6898 266663.5667 142010.9071 124652.6597
Total P&L (%) 500.7287 322.053 178.6757 266.6636 142.0109 124.6527
Avg Daily Profit (%) 0.2753 0.177 0.0982 0.0715 0.0486 0.0445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186903 -160122 -77474 -1055131 -795287 -547080
Profit Factor 1.6998 1.7317 1.6487 1.09 1.0823 1.1007
Total Trades 123 61 62 123 61 62
Winning Trades 50 15 35 50 15 35
Losing Trades 73 46 27 73 46 27
Profitability (%) 40.6504 24.5902 56.4516 40.6504 24.5902 56.4516
Ratio Avg Win / Avg Loss 2.4816 5.3105 1.2719 1.5914 3.3191 0.8491
Largest Winning Trade 297962 297962 51438 623934 623934 394779
Largest Losing Trade -41564 -37823 -41564 -324207 -324207 -301964
Avg Bars in Trades 28 35 21 28 35 21
Avg Bars in Winners 35 49 29 35 49 29
Avg Bars in Losers 23 30 11 23 30 11
Bars Traded 3497 2137 1360 3497 2137 1360
Profit Streak 50.1087 50.1087 151.6087 50.1087 50.1087 151.6087
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370311 -182307 -211479 -219570 -449886 -396545
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890988583,
    "expiration_time": 1764596448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            500728.6844319309,
            322052.9946792938,
            178675.689752637,
            266663.5667268688,
            142010.9070614181,
            124652.6596654507
        ],
        [
            500.728684,
            322.052995,
            178.67569,
            266.663567,
            142.010907,
            124.65266
        ],
        [
            0.275277,
            0.177049,
            0.098227,
            0.071453,
            0.0486,
            0.044506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186903,
            -160122,
            -77474,
            -1055131,
            -795287,
            -547080
        ],
        [
            1.699755,
            1.731674,
            1.648744,
            1.089997,
            1.082319,
            1.100697
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            50,
            15,
            35,
            50,
            15,
            35
        ],
        [
            73,
            46,
            27,
            73,
            46,
            27
        ],
        [
            40.650407,
            24.590164,
            56.451613,
            40.650407,
            24.590164,
            56.451613
        ],
        [
            2.481643,
            5.310468,
            1.271888,
            1.591396,
            3.319113,
            0.849109
        ],
        [
            297962,
            297962,
            51438,
            623934,
            623934,
            394779
        ],
        [
            -41564,
            -37823,
            -41564,
            -324207,
            -324207,
            -301964
        ],
        [
            28,
            35,
            21,
            28,
            35,
            21
        ],
        [
            35,
            49,
            29,
            35,
            49,
            29
        ],
        [
            23,
            30,
            11,
            23,
            30,
            11
        ],
        [
            3497,
            2137,
            1360,
            3497,
            2137,
            1360
        ],
        [
            50.108664,
            50.108664,
            151.608664,
            50.108664,
            50.108664,
            151.608664
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370311,
            -182307,
            -211479,
            -219570,
            -449886,
            -396545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890988583,
    "expiration_time": 1764596448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)