← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/OHLC4/RMA/3189

Strategy
WAVES/USDT/120/OHLC4/RMA/3189
Pair
WAVES_USDT
Interval
2h
Score
413799
Daily Profit
0.259372
Profit Factor
1.604869
Profitability
48.076923
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
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 376563.5435 419664.0887 -43100.5452 -45949.3374 546475.8234 -592425.1608
Total P&L (%) 376.5635 419.6641 -43.1005 -45.9493 546.4758 -592.4252
Avg Daily Profit (%) 0.2327 0.2594 -0.0266 -0.038 0.1154 0
Buy And Hold Return (%) 21.6231 21.6231 21.6231 21.6231 21.6231 21.6231
Max Trade Drawdown -145163 -142778 -214087 -566166 -246320 -700099
Profit Factor 1.2518 1.6049 0.9462 0.9859 1.3993 0.6876
Total Trades 624 312 312 624 312 312
Winning Trades 301 150 151 301 150 151
Losing Trades 323 162 161 323 162 161
Profitability (%) 48.2372 48.0769 48.3974 48.2372 48.0769 48.3974
Ratio Avg Win / Avg Loss 1.3433 1.7333 1.0089 1.058 1.5112 0.7331
Largest Winning Trade 107825 107825 42906 289526 289526 150469
Largest Losing Trade -73941 -49275 -73941 -179081 -81213 -179081
Avg Bars in Trades 30 34 26 30 34 26
Avg Bars in Winners 35 40 31 35 40 31
Avg Bars in Losers 25 28 22 25 28 22
Bars Traded 19026 10677 8348 19026 10677 8348
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 369537 413799 -578380 -576536 -36370 -580047
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111570077,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 220
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 194,
            "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": [
        [
            376563.5434920134,
            419664.0886963684,
            -43100.5452043549,
            -45949.3374123787,
            546475.823378649,
            -592425.1607910282
        ],
        [
            376.563543,
            419.664089,
            -43.100545,
            -45.949337,
            546.475823,
            -592.425161
        ],
        [
            0.232734,
            0.259372,
            -0.026638,
            -0.038018,
            0.115417,
            0
        ],
        [
            21.623149,
            21.623149,
            21.623149,
            21.623149,
            21.623149,
            21.623149
        ],
        [
            -145163,
            -142778,
            -214087,
            -566166,
            -246320,
            -700099
        ],
        [
            1.251847,
            1.604869,
            0.946218,
            0.985927,
            1.399258,
            0.687608
        ],
        [
            624,
            312,
            312,
            624,
            312,
            312
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            323,
            162,
            161,
            323,
            162,
            161
        ],
        [
            48.237179,
            48.076923,
            48.397436,
            48.237179,
            48.076923,
            48.397436
        ],
        [
            1.343344,
            1.733259,
            1.008882,
            1.057988,
            1.511199,
            0.733145
        ],
        [
            107825,
            107825,
            42906,
            289526,
            289526,
            150469
        ],
        [
            -73941,
            -49275,
            -73941,
            -179081,
            -81213,
            -179081
        ],
        [
            30,
            34,
            26,
            30,
            34,
            26
        ],
        [
            35,
            40,
            31,
            35,
            40,
            31
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            19026,
            10677,
            8348,
            19026,
            10677,
            8348
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369537,
            413799,
            -578380,
            -576536,
            -36370,
            -580047
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111570077,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 220
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 194,
            "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)