← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: AAVE/USDT/720/HWMA/MIDPOINT/3219

Strategy
AAVE/USDT/720/HWMA/MIDPOINT/3219
Pair
AAVE_USDT
Interval
12h
Score
716799
Daily Profit
0.203482
Profit Factor
4.738660
Profitability
81.081081
Streak
150.608523
Best Strategy
Training Data Length
1818.500000
Evaluation Time
2025-10-07 05:36
Expiration Time
2025-11-30 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442682.8822 264406.691 178276.1912 2681620.9549 3930863.7056 -1249242.7508
Total P&L (%) 442.6829 264.4067 178.2762 2681.621 3930.8637 -1249.2428
Avg Daily Profit (%) 0.2434 0.1454 0.098 0.183 0.2035 0
Buy And Hold Return (%) 249.4641 249.4641 249.4641 249.4641 249.4641 249.4641
Max Trade Drawdown -70292 -64323 -75298 -2743608 -501933 -3126153
Profit Factor 2.7673 3.5681 2.2085 1.492 4.7387 0.716
Total Trades 74 37 37 74 37 37
Winning Trades 60 30 30 60 30 30
Losing Trades 14 7 7 14 7 7
Profitability (%) 81.0811 81.0811 81.0811 81.0811 81.0811 81.0811
Ratio Avg Win / Avg Loss 0.6457 0.8326 0.5153 0.3481 1.1057 0.1671
Largest Winning Trade 28974 28974 27593 899957 899957 343632
Largest Losing Trade -55191 -43318 -55191 -2041931 -501933 -2041931
Avg Bars in Trades 45 50 40 45 50 40
Avg Bars in Winners 27 28 26 27 28 26
Avg Bars in Losers 120 141 98 120 141 98
Bars Traded 3335 1851 1484 3335 1851 1484
Profit Streak 69.1085 150.6085 69.1085 69.1085 150.6085 69.1085
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60970 -136766 -221477 -55591 716799 -575809
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3637,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609632000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804576375,
    "expiration_time": 1764508752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.12974,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "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": [
        [
            442682.8822159042,
            264406.6910163345,
            178276.1911995696,
            2681620.954855274,
            3930863.705629041,
            -1249242.7507737668
        ],
        [
            442.682882,
            264.406691,
            178.276191,
            2681.620955,
            3930.863706,
            -1249.242751
        ],
        [
            0.243433,
            0.145398,
            0.098035,
            0.183044,
            0.203482,
            0
        ],
        [
            249.464077,
            249.464077,
            249.464077,
            249.464077,
            249.464077,
            249.464077
        ],
        [
            -70292,
            -64323,
            -75298,
            -2743608,
            -501933,
            -3126153
        ],
        [
            2.767349,
            3.568121,
            2.208479,
            1.491992,
            4.73866,
            0.716025
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            14,
            7,
            7,
            14,
            7,
            7
        ],
        [
            81.081081,
            81.081081,
            81.081081,
            81.081081,
            81.081081,
            81.081081
        ],
        [
            0.645715,
            0.832561,
            0.515312,
            0.348131,
            1.105687,
            0.167073
        ],
        [
            28974,
            28974,
            27593,
            899957,
            899957,
            343632
        ],
        [
            -55191,
            -43318,
            -55191,
            -2041931,
            -501933,
            -2041931
        ],
        [
            45,
            50,
            40,
            45,
            50,
            40
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            120,
            141,
            98,
            120,
            141,
            98
        ],
        [
            3335,
            1851,
            1484,
            3335,
            1851,
            1484
        ],
        [
            69.108523,
            150.608523,
            69.108523,
            69.108523,
            150.608523,
            69.108523
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60970,
            -136766,
            -221477,
            -55591,
            716799,
            -575809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3637,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609632000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804576375,
    "expiration_time": 1764508752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.12974,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "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)