← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/HMA/DEMA/4288

Strategy
WAVES/USDT/120/HMA/DEMA/4288
Pair
WAVES_USDT
Interval
2h
Score
334422
Daily Profit
0.259828
Profit Factor
1.624925
Profitability
44.339623
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:09
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 420402.0097 414173.3906 6228.6192 135446.9663 506859.8878 -371412.9214
Total P&L (%) 420.402 414.1734 6.2286 135.447 506.8599 -371.4129
Avg Daily Profit (%) 0.2598 0.256 0.0039 0.0529 0.1115 0
Buy And Hold Return (%) 11.6994 11.6994 11.6994 11.6994 11.6994 11.6994
Max Trade Drawdown -144677 -121039 -110211 -1234552 -871471 -882908
Profit Factor 1.6249 2.5015 1.0157 1.0359 1.3114 0.8272
Total Trades 106 53 53 106 53 53
Winning Trades 47 26 21 47 26 21
Losing Trades 59 27 32 59 27 32
Profitability (%) 44.3396 49.0566 39.6226 44.3396 49.0566 39.6226
Ratio Avg Win / Avg Loss 2.0398 2.5977 1.5477 1.3003 1.3618 1.2606
Largest Winning Trade 117382 117382 56786 535473 535473 334847
Largest Losing Trade -63962 -54330 -63962 -625294 -474733 -625294
Avg Bars in Trades 176 171 180 176 171 180
Avg Bars in Winners 270 253 290 270 253 290
Avg Bars in Losers 100 92 107 100 92 107
Bars Traded 18659 9094 9565 18659 9094 9565
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334422 -167554 -739694 -305228 -223986 -763202

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758924561880,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 93,
            "offset": 196
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "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": [
        [
            420402.0097306811,
            414173.3905536057,
            6228.6191770752,
            135446.9663199178,
            506859.8877659328,
            -371412.9214460152
        ],
        [
            420.40201,
            414.173391,
            6.228619,
            135.446966,
            506.859888,
            -371.412921
        ],
        [
            0.259828,
            0.255979,
            0.00385,
            0.052938,
            0.111504,
            0
        ],
        [
            11.699367,
            11.699367,
            11.699367,
            11.699367,
            11.699367,
            11.699367
        ],
        [
            -144677,
            -121039,
            -110211,
            -1234552,
            -871471,
            -882908
        ],
        [
            1.624925,
            2.501507,
            1.015694,
            1.035855,
            1.311407,
            0.827245
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            44.339623,
            49.056604,
            39.622642,
            44.339623,
            49.056604,
            39.622642
        ],
        [
            2.0398,
            2.597718,
            1.547724,
            1.300329,
            1.361846,
            1.260564
        ],
        [
            117382,
            117382,
            56786,
            535473,
            535473,
            334847
        ],
        [
            -63962,
            -54330,
            -63962,
            -625294,
            -474733,
            -625294
        ],
        [
            176,
            171,
            180,
            176,
            171,
            180
        ],
        [
            270,
            253,
            290,
            270,
            253,
            290
        ],
        [
            100,
            92,
            107,
            100,
            92,
            107
        ],
        [
            18659,
            9094,
            9565,
            18659,
            9094,
            9565
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334422,
            -167554,
            -739694,
            -305228,
            -223986,
            -763202
        ]
    ]
}
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": 1580860800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758924561880,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 93,
            "offset": 196
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "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)