PATTERN-5337
Suorituskyvyn yhteenveto
Lyhyen aikavälin tuotto
-5.01%
Long-vertailu
22.56%
Short-vertailu
-22.96%
Hinnan muutos
22.76%
Projisointikierrokset
20
Long-keskiarvo
Short-keskiarvo
L 12 · S 7 · P 20
Hinnan keskiarvo
Vertailu 113,967.080000
Tämä kuvio
Kuvaus tarkasta kynttiläikkunasta, asetuksista ja kirjatuista tuloksista.
216
2024-07-05 13:00 → 2024-07-23 11:00
54,528.000000 → 66,938.200000
L 22.56% | S -22.96% | Δ 22.76%
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.
Short-etu: kuvio päihittää short-vertailun. Etsi käännettä ikkunan huipun läheltä.
Short-treideissä sulje, jos short-vertailu nousee plussalle tai projisoinnit kiristyvät nollan yläpuolelle.
Mitoita positio vertailutuoton suuruuden mukaan ja rajaa riski sen murto-osaan.
Kevyt short-etu: kuvio päihittää short-vertailun enemmän kuin longin.
Strategiamuistiinpanot
Luvut kuvaavat, miten synteettinen kuvio vertautuu yksinkertaisiin long-/short-vertailuihin samalla jaksolla.
- 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: -27.57%
- Kuvio vs. short-vertailu: 17.95%
- Kohde-etuuden hinnan muutos ikkunassa: 22.76%
- Projektioikkunat: long positiivinen 12 | short positiivinen 7 | hinta positiivinen 20
- Projektioiden keskiarvotuotot — long: 3.11%, short: -3.51%, hinta: 61.82%
Kevyt short-etu: kuvio päihittää short-vertailun enemmän kuin longin.
Tuottotrajektori
Metatiedot
Projisointikierrokset
Pari | Aikaväli | Ikkuna | Long-tuotto | Short-tuotto | Jakso |
---|---|---|---|---|---|
BTC_USDT | 2h | 216 | -9.23% | 8.83% | 2024-07-23 13:00 → 2024-08-10 11:00 |
BTC_USDT | 2h | 216 | -1.34% | 0.94% | 2024-08-10 13:00 → 2024-08-28 11:00 |
BTC_USDT | 2h | 216 | -0.51% | 0.11% | 2024-08-28 13:00 → 2024-09-15 11:00 |
BTC_USDT | 2h | 216 | 0.97% | -1.37% | 2024-09-15 13:00 → 2024-10-03 11:00 |
BTC_USDT | 2h | 216 | 12.41% | -12.81% | 2024-10-03 13:00 → 2024-10-21 11:00 |
BTC_USDT | 2h | 216 | 10.87% | -11.27% | 2024-10-21 13:00 → 2024-11-08 10:00 |
BTC_USDT | 2h | 216 | 22.94% | -23.34% | 2024-11-08 12:00 → 2024-11-26 10:00 |
BTC_USDT | 2h | 216 | 8.39% | -8.79% | 2024-11-26 12:00 → 2024-12-14 10:00 |
BTC_USDT | 2h | 216 | -8.21% | 7.81% | 2024-12-14 12:00 → 2025-01-01 10:00 |
BTC_USDT | 2h | 216 | 12.52% | -12.92% | 2025-01-01 12:00 → 2025-01-19 10:00 |
BTC_USDT | 2h | 216 | -6.55% | 6.15% | 2025-01-19 12:00 → 2025-02-06 10:00 |
BTC_USDT | 2h | 216 | -3.09% | 2.69% | 2025-02-06 12:00 → 2025-02-24 10:00 |
BTC_USDT | 2h | 216 | -13.76% | 13.36% | 2025-02-24 12:00 → 2025-03-14 10:00 |
BTC_USDT | 2h | 216 | 1.72% | -2.12% | 2025-03-14 12:00 → 2025-04-01 11:00 |
BTC_USDT | 2h | 216 | 0.95% | -1.35% | 2025-04-01 13:00 → 2025-04-19 11:00 |
BTC_USDT | 2h | 216 | 13.45% | -13.85% | 2025-04-19 13:00 → 2025-05-07 11:00 |
BTC_USDT | 2h | 216 | 10.27% | -10.67% | 2025-05-07 13:00 → 2025-05-25 11:00 |
BTC_USDT | 2h | 216 | 0.15% | -0.55% | 2025-05-25 13:00 → 2025-06-12 11:00 |
BTC_USDT | 2h | 216 | -0.23% | -0.17% | 2025-06-12 13:00 → 2025-06-30 11:00 |
BTC_USDT | 2h | 216 | 10.40% | -10.80% | 2025-06-30 13:00 → 2025-07-18 11:00 |
Raakatiedot
Metatiedot (JSON)
{"interval": "2h", "packets": 23845, "start_index": 18429, "window_size": 216, "start_time": 1720173600000, "end_index": 18644, "end_time": 1721721600000, "short_term_return": -0.050061, "comparison_count": 20, "comparison_long_positive": 12, "comparison_short_positive": 7, "comparison_long_average": 0.031063, "comparison_short_average": -0.035063, "comparison_price_positive": 20, "comparison_price_average": 0.618215, "price_return": 0.22759316314553985}
Perustelut (JSON)
{"short_term_return": -0.050061, "long_return": 0.225593, "short_return": -0.229593, "price_return": 0.227593, "comparison_count": 20, "comparison_long_positive": 12, "comparison_short_positive": 7, "comparison_long_average": 0.031063, "comparison_short_average": -0.035063, "comparison_price_average": 0.618215}
Simulaatio (JSON)
{"start_time": 1720173600000, "end_time": 1721721600000, "window_size": 216, "trades_executed": 5, "commission": 0.001, "short_term_return": -0.050061, "long_return": 0.225593, "short_return": -0.229593, "base_start_price": 54528.0, "base_end_price": 66938.2, "comparison": [{"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.092258, "short_return": 0.088258, "price_return": 0.116793, "start_time": 1721728800000, "end_time": 1723276800000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.013435, "short_return": 0.009435, "price_return": 0.104022, "start_time": 1723284000000, "end_time": 1724832000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.005058, "short_return": 0.001058, "price_return": 0.100646, "start_time": 1724839200000, "end_time": 1726387200000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.009738, "short_return": -0.013738, "price_return": 0.113565, "start_time": 1726394400000, "end_time": 1727942400000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.124111, "short_return": -0.128111, "price_return": 0.253998, "start_time": 1727949600000, "end_time": 1729497600000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.108704, "short_return": -0.112704, "price_return": 0.39282, "start_time": 1729504800000, "end_time": 1731052800000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.229369, "short_return": -0.233369, "price_return": 0.715075, "start_time": 1731060000000, "end_time": 1732608000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.083882, "short_return": -0.087882, "price_return": 0.862369, "start_time": 1732615200000, "end_time": 1734163200000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.082139, "short_return": 0.078139, "price_return": 0.713121, "start_time": 1734170400000, "end_time": 1735718400000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.125249, "short_return": -0.129249, "price_return": 0.931114, "start_time": 1735725600000, "end_time": 1737273600000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.065489, "short_return": 0.061489, "price_return": 0.80851, "start_time": 1737280800000, "end_time": 1738828800000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.030887, "short_return": 0.026887, "price_return": 0.756268, "start_time": 1738836000000, "end_time": 1740384000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.137636, "short_return": 0.133636, "price_return": 0.518055, "start_time": 1740391200000, "end_time": 1741939200000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.017154, "short_return": -0.021154, "price_return": 0.547132, "start_time": 1741946400000, "end_time": 1743494400000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.009452, "short_return": -0.013452, "price_return": 0.56485, "start_time": 1743501600000, "end_time": 1745049600000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.134535, "short_return": -0.138535, "price_return": 0.778506, "start_time": 1745056800000, "end_time": 1746604800000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.102696, "short_return": -0.106696, "price_return": 0.964709, "start_time": 1746612000000, "end_time": 1748160000000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.001507, "short_return": -0.005507, "price_return": 0.971599, "start_time": 1748167200000, "end_time": 1749715200000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": -0.002266, "short_return": -0.001734, "price_return": 0.971075, "start_time": 1749722400000, "end_time": 1751270400000}, {"trading_pair": "BTC_USDT", "interval": "2h", "window_size": 216, "long_return": 0.104032, "short_return": -0.108032, "price_return": 1.180073, "start_time": 1751277600000, "end_time": 1752825600000}]}