← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/DCM/PSAR/6076

Strategy
WAVES/USDT/120/DCM/PSAR/6076
Pair
WAVES_USDT
Interval
2h
Score
323065
Daily Profit
0.202141
Profit Factor
1.353648
Profitability
48.757764
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:20
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 255869.5698 327064.3218 -71194.752 -47293.8602 103601.3558 -150895.2161
Total P&L (%) 255.8696 327.0643 -71.1948 -47.2939 103.6014 -150.8952
Avg Daily Profit (%) 0.1581 0.2021 -0.044 -0.0396 0.044 0
Buy And Hold Return (%) 25.7009 25.7009 25.7009 25.7009 25.7009 25.7009
Max Trade Drawdown -139700 -102755 -217444 -140793 -88562 -201739
Profit Factor 1.1393 1.3536 0.922 0.968 1.1404 0.7966
Total Trades 644 322 322 644 322 322
Winning Trades 306 157 149 306 157 149
Losing Trades 338 165 173 338 165 173
Profitability (%) 47.5155 48.7578 46.2733 47.5155 48.7578 46.2733
Ratio Avg Win / Avg Loss 1.2584 1.4226 1.0705 1.0693 1.1985 0.9249
Largest Winning Trade 119350 119350 53607 50320 50320 29330
Largest Losing Trade -34739 -30202 -34739 -44455 -31943 -44455
Avg Bars in Trades 29 25 34 29 25 34
Avg Bars in Winners 35 29 42 35 29 42
Avg Bars in Losers 24 20 26 24 20 26
Bars Traded 19074 8072 11002 19074 8072 11002
Profit Streak 0 0 492.2225 0 0 492.2225
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57385 323065 -578471 -576435 -201551 -580138
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195222350,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            255869.5698415355,
            327064.321828198,
            -71194.7519866626,
            -47293.8602313307,
            103601.3558361276,
            -150895.2160674582
        ],
        [
            255.86957,
            327.064322,
            -71.194752,
            -47.29386,
            103.601356,
            -150.895216
        ],
        [
            0.158139,
            0.202141,
            -0.044002,
            -0.039574,
            0.043952,
            0
        ],
        [
            25.700935,
            25.700935,
            25.700935,
            25.700935,
            25.700935,
            25.700935
        ],
        [
            -139700,
            -102755,
            -217444,
            -140793,
            -88562,
            -201739
        ],
        [
            1.139275,
            1.353648,
            0.921963,
            0.968038,
            1.14041,
            0.796588
        ],
        [
            644,
            322,
            322,
            644,
            322,
            322
        ],
        [
            306,
            157,
            149,
            306,
            157,
            149
        ],
        [
            338,
            165,
            173,
            338,
            165,
            173
        ],
        [
            47.515528,
            48.757764,
            46.273292,
            47.515528,
            48.757764,
            46.273292
        ],
        [
            1.258415,
            1.422624,
            1.070467,
            1.06927,
            1.19852,
            0.924898
        ],
        [
            119350,
            119350,
            53607,
            50320,
            50320,
            29330
        ],
        [
            -34739,
            -30202,
            -34739,
            -44455,
            -31943,
            -44455
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            35,
            29,
            42,
            35,
            29,
            42
        ],
        [
            24,
            20,
            26,
            24,
            20,
            26
        ],
        [
            19074,
            8072,
            11002,
            19074,
            8072,
            11002
        ],
        [
            0,
            0,
            492.222481,
            0,
            0,
            492.222481
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57385,
            323065,
            -578471,
            -576435,
            -201551,
            -580138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195222350,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)