KA-kandidaatin tiedot

Suorituskyvyn yhteenveto

Lyhyen aikavälin tuotto

-0.77%

Long-vertailu

-23.86%

Short-vertailu

23.46%

Hinnan muutos

-23.66%

Projisointikierrokset

20

Long-keskiarvo Short-keskiarvo L 11 · S 9 · P 0 Hinnan keskiarvo Vertailu 113,967.080000

Tämä kuvio

Kuvaus tarkasta kynttiläikkunasta, asetuksista ja kirjatuista tuloksista.

Ikkunan pituus (kynttilää) 280

Harjoitusjakso 2022-05-02 19:00 → 2022-05-26 01:00

Hinnan vaihteluväli 38,696.050000 → 29,542.150000

Vertailuperustan tulokset L -23.86% | S 23.46% | Δ -23.66%

Synteettinen kuvio käyttää tätä ikkunaa, tuottaa yllä olevan lyhyen tuoton ja projisoi samaa ikkunakokoa eteenpäin alla olevaan kehityskaareen.

Kuvion treidaus

Ohjeistus kuvion ja vertailuperustojen suhteesta. Säädä omaa riskinhallintaasi varten.

Sisäänmenoidea Signaali on ristiriitainen. Odota lisävahvistusta ennen toimeenpanoa.

Poistumisidea Short-treideissä sulje, jos short-vertailu nousee plussalle tai projisoinnit kiristyvät nollan yläpuolelle.

Riskiohje Mitoita positio vertailutuoton suuruuden mukaan ja rajaa riski sen murto-osaan.

Bias Kevyt long-etu: kuvio voittaa long-vertailun selvemmin kuin shortin.

Strategiamuistiinpanot

Luvut kuvaavat, miten synteettinen kuvio vertautuu yksinkertaisiin long-/short-vertailuihin samalla jaksolla.

— Näin tilannekuva muodostetaan:

Ota tuore kynttiläikkuna ja laske synteettisen kuvion tuotto.
Mittaa, mitä yksinkertainen long, short ja raakahinta tekivät samalla jaksolla.
Siirry seuraaviin ikkunoihin ja tarkastele, miten instrumentti jatkoi liikettä.

Kuvio vs. long-vertailu: 23.08%
Kuvio vs. short-vertailu: -24.23%
Kohde-etuuden hinnan muutos ikkunassa: -23.66%
Projektioikkunat: long positiivinen 11 | short positiivinen 9 | hinta positiivinen 0
Projektioiden keskiarvotuotot — long: 0.13%, short: -0.53%, hinta: -39.25%

Kevyt long-etu: kuvio voittaa long-vertailun selvemmin kuin shortin.

Lue KA-arvioinnin dokumentaatio

Tuottotrajektori

Lyhyen aikavälin synteettinen strategia vs. long/short-vertailut seuraavissa ikkunoissa.

Metatiedot

Paketit 23845

Pisteet -0.007727

Luotu 2025-09-29 19:15:15

Päivitetty 2025-09-29 19:15:15

interval 2h

packets 23845

start_index 8892

window_size 280

start_time 1651507200000

end_index 9171

end_time 1653516000000

short_term_return -0.007727

comparison_count 20

comparison_long_positive 11

comparison_short_positive 9

comparison_long_average 0.001321

comparison_short_average -0.005321

comparison_price_positive 0

comparison_price_average -0.392539

price_return -0.23655902863471

Projisointikierrokset

Pari	Aikaväli	Ikkuna	Long-tuotto	Short-tuotto	Jakso
BTC_USDT	2h	280	-35.01%	34.61%	2022-05-26 03:00 → 2022-06-18 09:00
BTC_USDT	2h	280	5.92%	-6.32%	2022-06-18 11:00 → 2022-07-11 17:00
BTC_USDT	2h	280	11.44%	-11.84%	2022-07-11 19:00 → 2022-08-04 01:00
BTC_USDT	2h	280	-11.35%	10.95%	2022-08-04 03:00 → 2022-08-27 09:00
BTC_USDT	2h	280	-6.07%	5.67%	2022-08-27 11:00 → 2022-09-19 17:00
BTC_USDT	2h	280	0.19%	-0.59%	2022-09-19 19:00 → 2022-10-13 01:00
BTC_USDT	2h	280	11.44%	-11.84%	2022-10-13 03:00 → 2022-11-05 08:00
BTC_USDT	2h	280	-24.70%	24.30%	2022-11-05 10:00 → 2022-11-28 16:00
BTC_USDT	2h	280	4.00%	-4.40%	2022-11-28 18:00 → 2022-12-22 00:00
BTC_USDT	2h	280	24.01%	-24.41%	2022-12-22 02:00 → 2023-01-14 08:00
BTC_USDT	2h	280	10.06%	-10.46%	2023-01-14 10:00 → 2023-02-06 16:00
BTC_USDT	2h	280	2.34%	-2.74%	2023-02-06 18:00 → 2023-03-02 00:00
BTC_USDT	2h	280	16.12%	-16.52%	2023-03-02 02:00 → 2023-03-25 08:00
BTC_USDT	2h	280	6.61%	-7.01%	2023-03-25 10:00 → 2023-04-17 17:00
BTC_USDT	2h	280	-6.19%	5.79%	2023-04-17 19:00 → 2023-05-11 01:00
BTC_USDT	2h	280	-1.74%	1.34%	2023-05-11 03:00 → 2023-06-03 09:00
BTC_USDT	2h	280	11.74%	-12.14%	2023-06-03 11:00 → 2023-06-26 17:00
BTC_USDT	2h	280	-1.88%	1.48%	2023-06-26 19:00 → 2023-07-20 01:00
BTC_USDT	2h	280	-1.83%	1.43%	2023-07-20 03:00 → 2023-08-12 09:00
BTC_USDT	2h	280	-12.46%	12.06%	2023-08-12 11:00 → 2023-09-04 17:00

Raakatiedot

Metatiedot (JSON)

{"interval": "2h", "packets": 23845, "start_index": 8892, "window_size": 280, "start_time": 1651507200000, "end_index": 9171, "end_time": 1653516000000, "short_term_return": -0.007727, "comparison_count": 20, "comparison_long_positive": 11, "comparison_short_positive": 9, "comparison_long_average": 0.001321, "comparison_short_average": -0.005321, "comparison_price_positive": 0, "comparison_price_average": -0.392539, "price_return": -0.23655902863470563}

Perustelut (JSON)

{"short_term_return": -0.007727, "long_return": -0.238559, "short_return": 0.234559, "price_return": -0.236559, "comparison_count": 20, "comparison_long_positive": 11, "comparison_short_positive": 9, "comparison_long_average": 0.001321, "comparison_short_average": -0.005321, "comparison_price_average": -0.392539}

Simulaatio (JSON)

{"start_time": 1651507200000, "end_time": 1653516000000, "window_size": 280, "trades_executed": 2, "commission": 0.001, "short_term_return": -0.007727, "long_return": -0.238559, "short_return": 0.234559, "base_start_price": 38696.05, "base_end_price": 29542.15, "comparison": [{"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.350098, "short_return": 0.346098, "price_return": -0.502311, "start_time": 1653523200000, "end_time": 1655532000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.059212, "short_return": -0.063212, "price_return": -0.471847, "start_time": 1655539200000, "end_time": 1657548000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.114359, "short_return": -0.118359, "price_return": -0.410318, "start_time": 1657555200000, "end_time": 1659564000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.113525, "short_return": 0.109525, "price_return": -0.476116, "start_time": 1659571200000, "end_time": 1661580000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.060679, "short_return": 0.056679, "price_return": -0.506914, "start_time": 1661587200000, "end_time": 1663596000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.001893, "short_return": -0.005893, "price_return": -0.504975, "start_time": 1663603200000, "end_time": 1665612000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.114383, "short_return": -0.118383, "price_return": -0.447375, "start_time": 1665619200000, "end_time": 1667628000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.24697, "short_return": 0.24297, "price_return": -0.582741, "start_time": 1667635200000, "end_time": 1669644000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.040017, "short_return": -0.044017, "price_return": -0.56521, "start_time": 1669651200000, "end_time": 1671660000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.240066, "short_return": -0.244066, "price_return": -0.459961, "start_time": 1671667200000, "end_time": 1673676000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.100598, "short_return": -0.104598, "price_return": -0.404554, "start_time": 1673683200000, "end_time": 1675692000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.023436, "short_return": -0.027436, "price_return": -0.38937, "start_time": 1675699200000, "end_time": 1677708000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.161167, "short_return": -0.165167, "price_return": -0.289711, "start_time": 1677715200000, "end_time": 1679724000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.066143, "short_return": -0.070143, "price_return": -0.24131, "start_time": 1679731200000, "end_time": 1681740000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.061934, "short_return": 0.057934, "price_return": -0.286781, "start_time": 1681747200000, "end_time": 1683756000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.017375, "short_return": 0.013375, "price_return": -0.297747, "start_time": 1683763200000, "end_time": 1685772000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": 0.117421, "short_return": -0.121421, "price_return": -0.213883, "start_time": 1685779200000, "end_time": 1687788000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.018779, "short_return": 0.014779, "price_return": -0.227073, "start_time": 1687795200000, "end_time": 1689804000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.018307, "short_return": 0.014307, "price_return": -0.239677, "start_time": 1689811200000, "end_time": 1691820000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 280, "long_return": -0.124606, "short_return": 0.120606, "price_return": -0.332898, "start_time": 1691827200000, "end_time": 1693836000000}]}