PATTERN-3121
Suorituskyvyn yhteenveto
Lyhyen aikavälin tuotto
-2.32%
Long-vertailu
-1.83%
Short-vertailu
1.43%
Hinnan muutos
-1.63%
Projisointikierrokset
20
Long-keskiarvo
Short-keskiarvo
L 11 · S 9 · P 11
Hinnan keskiarvo
Vertailu 1,007.300000
Tämä kuvio
Kuvaus tarkasta kynttiläikkunasta, asetuksista ja kirjatuista tuloksista.
284
2024-05-08 19:00 → 2024-05-20 14:00
582.500000 → 573.000000
L -1.83% | S 1.43% | Δ -1.63%
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.
Avaa short, kun hinta palautuu vertailuvastustasolle.
Short-treideissä sulje, jos short-vertailu nousee plussalle tai projisoinnit kiristyvät nollan yläpuolelle.
Mitoita positio vertailutuoton suuruuden mukaan ja rajaa riski sen murto-osaan.
Kuvio jää molemmista vertailuista — harkitse suojausta tai shorttia.
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: -0.49%
- Kuvio vs. short-vertailu: -3.75%
- Kohde-etuuden hinnan muutos ikkunassa: -1.63%
- Projektioikkunat: long positiivinen 11 | short positiivinen 9 | hinta positiivinen 11
- Projektioiden keskiarvotuotot — long: 1.02%, short: -1.42%, hinta: 4.07%
Kuvio jää molemmista vertailuista — harkitse suojausta tai shorttia.
Tuottotrajektori
Metatiedot
Projisointikierrokset
Pari | Aikaväli | Ikkuna | Long-tuotto | Short-tuotto | Jakso |
---|---|---|---|---|---|
BNB_USDT | 1h | 284 | 3.68% | -4.08% | 2024-05-20 15:00 → 2024-06-01 10:00 |
BNB_USDT | 1h | 284 | 1.77% | -2.17% | 2024-06-01 11:00 → 2024-06-13 06:00 |
BNB_USDT | 1h | 284 | -6.59% | 6.19% | 2024-06-13 07:00 → 2024-06-25 02:00 |
BNB_USDT | 1h | 284 | -7.51% | 7.11% | 2024-06-25 03:00 → 2024-07-06 22:00 |
BNB_USDT | 1h | 284 | 7.17% | -7.57% | 2024-07-06 23:00 → 2024-07-18 18:00 |
BNB_USDT | 1h | 284 | 1.25% | -1.65% | 2024-07-18 19:00 → 2024-07-30 14:00 |
BNB_USDT | 1h | 284 | -7.19% | 6.79% | 2024-07-30 15:00 → 2024-08-11 10:00 |
BNB_USDT | 1h | 284 | 8.91% | -9.31% | 2024-08-11 11:00 → 2024-08-23 06:00 |
BNB_USDT | 1h | 284 | -11.11% | 10.71% | 2024-08-23 07:00 → 2024-09-04 02:00 |
BNB_USDT | 1h | 284 | 7.12% | -7.52% | 2024-09-04 03:00 → 2024-09-15 22:00 |
BNB_USDT | 1h | 284 | 9.16% | -9.56% | 2024-09-15 23:00 → 2024-09-27 18:00 |
BNB_USDT | 1h | 284 | -4.42% | 4.02% | 2024-09-27 19:00 → 2024-10-09 14:00 |
BNB_USDT | 1h | 284 | 4.22% | -4.62% | 2024-10-09 15:00 → 2024-10-21 10:00 |
BNB_USDT | 1h | 284 | -5.78% | 5.38% | 2024-10-21 11:00 → 2024-11-02 05:00 |
BNB_USDT | 1h | 284 | 7.71% | -8.11% | 2024-11-02 06:00 → 2024-11-14 01:00 |
BNB_USDT | 1h | 284 | 3.46% | -3.86% | 2024-11-14 02:00 → 2024-11-25 21:00 |
BNB_USDT | 1h | 284 | 17.17% | -17.57% | 2024-11-25 22:00 → 2024-12-07 17:00 |
BNB_USDT | 1h | 284 | -6.96% | 6.56% | 2024-12-07 18:00 → 2024-12-19 13:00 |
BNB_USDT | 1h | 284 | -0.63% | 0.23% | 2024-12-19 14:00 → 2024-12-31 09:00 |
BNB_USDT | 1h | 284 | -0.94% | 0.54% | 2024-12-31 10:00 → 2025-01-12 05:00 |
Raakatiedot
Metatiedot (JSON)
{"interval": "1h", "packets": 13499, "start_index": 1282, "window_size": 284, "start_time": 1715184000000, "end_index": 1565, "end_time": 1716202800000, "short_term_return": -0.023202, "comparison_count": 20, "comparison_long_positive": 11, "comparison_short_positive": 9, "comparison_long_average": 0.010247, "comparison_short_average": -0.014247, "comparison_price_positive": 11, "comparison_price_average": 0.040705, "price_return": -0.01630901287553648}
Perustelut (JSON)
{"short_term_return": -0.023202, "long_return": -0.018309, "short_return": 0.014309, "price_return": -0.016309, "comparison_count": 20, "comparison_long_positive": 11, "comparison_short_positive": 9, "comparison_long_average": 0.010247, "comparison_short_average": -0.014247, "comparison_price_average": 0.040705}
Simulaatio (JSON)
{"start_time": 1715184000000, "end_time": 1716202800000, "window_size": 284, "trades_executed": 6, "commission": 0.001, "short_term_return": -0.023202, "long_return": -0.018309, "short_return": 0.014309, "base_start_price": 582.5, "base_end_price": 573.0, "comparison": [{"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.03675, "short_return": -0.04075, "price_return": 0.021631, "start_time": 1716206400000, "end_time": 1717225200000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.017657, "short_return": -0.021657, "price_return": 0.041888, "start_time": 1717228800000, "end_time": 1718247600000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.065931, "short_return": 0.061931, "price_return": -0.024721, "start_time": 1718251200000, "end_time": 1719270000000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.075051, "short_return": 0.071051, "price_return": -0.095966, "start_time": 1719273600000, "end_time": 1720292400000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.071666, "short_return": -0.075666, "price_return": -0.029185, "start_time": 1720296000000, "end_time": 1721314800000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.0125, "short_return": -0.0165, "price_return": -0.015107, "start_time": 1721318400000, "end_time": 1722337200000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.071897, "short_return": 0.067897, "price_return": -0.083948, "start_time": 1722340800000, "end_time": 1723359600000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.089079, "short_return": -0.093079, "price_return": -0.000515, "start_time": 1723363200000, "end_time": 1724382000000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.111069, "short_return": 0.107069, "price_return": -0.109528, "start_time": 1724385600000, "end_time": 1725404400000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.071246, "short_return": -0.075246, "price_return": -0.04412, "start_time": 1725408000000, "end_time": 1726426800000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.09157, "short_return": -0.09557, "price_return": 0.045322, "start_time": 1726430400000, "end_time": 1727449200000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.0442, "short_return": 0.0402, "price_return": 0.001373, "start_time": 1727452800000, "end_time": 1728471600000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.042231, "short_return": -0.046231, "price_return": 0.045665, "start_time": 1728475200000, "end_time": 1729494000000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.05782, "short_return": 0.05382, "price_return": -0.012704, "start_time": 1729497600000, "end_time": 1730516400000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.077068, "short_return": -0.081068, "price_return": 0.065545, "start_time": 1730520000000, "end_time": 1731538800000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.034621, "short_return": -0.038621, "price_return": 0.104567, "start_time": 1731542400000, "end_time": 1732561200000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": 0.171731, "short_return": -0.175731, "price_return": 0.296464, "start_time": 1732564800000, "end_time": 1733583600000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.069559, "short_return": 0.065559, "price_return": 0.208876, "start_time": 1733587200000, "end_time": 1734606000000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.006275, "short_return": 0.002275, "price_return": 0.203708, "start_time": 1734609600000, "end_time": 1735628400000}, {"trading_pair": "BNB_USDT", "interval": "1h", "window_size": 284, "long_return": -0.009373, "short_return": 0.005373, "price_return": 0.19485, "start_time": 1735632000000, "end_time": 1736650800000}]}