← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/SSF/OHLC4/5241

Strategy
WAVES/USDT/120/SSF/OHLC4/5241
Pair
WAVES_USDT
Interval
2h
Score
343162
Daily Profit
0.195156
Profit Factor
1.300649
Profitability
43.584521
Streak
484.940261
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 23:33
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 203005.5139 315761.6601 -112756.1462 -81129.1113 12319.6509 -93448.7622
Total P&L (%) 203.0055 315.7617 -112.7561 -81.1291 12.3197 -93.4488
Avg Daily Profit (%) 0.1255 0.1952 -0.0697 -0.103 0.0072 -0.1683
Buy And Hold Return (%) 23.7635 23.7635 23.7635 23.7635 23.7635 23.7635
Max Trade Drawdown -189123 -100129 -307384 -177027 -110216 -127330
Profit Factor 1.0947 1.3006 0.8969 0.8771 1.035 0.6973
Total Trades 981 491 490 981 491 490
Winning Trades 414 214 200 414 214 200
Losing Trades 567 277 290 567 277 290
Profitability (%) 42.2018 43.5845 40.8163 42.2018 43.5845 40.8163
Ratio Avg Win / Avg Loss 1.4992 1.6836 1.3005 1.2013 1.3397 1.0112
Largest Winning Trade 96987 96987 58881 85527 85527 13288
Largest Losing Trade -48738 -39140 -48738 -51321 -51321 -22877
Avg Bars in Trades 19 19 19 19 19 19
Avg Bars in Winners 25 25 25 25 25 25
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 19287 9664 9623 19287 9664 9623
Profit Streak 484.9403 484.9403 486.6903 484.9403 484.9403 486.6903
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137756 343162 -579439 -574971 -530238 -579439
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578816000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760042038560,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 12
        }
    }
}
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": [
        [
            203005.5139041014,
            315761.6600544924,
            -112756.1461503906,
            -81129.1113157955,
            12319.6508549008,
            -93448.7621706963
        ],
        [
            203.005514,
            315.76166,
            -112.756146,
            -81.129111,
            12.319651,
            -93.448762
        ],
        [
            0.125467,
            0.195156,
            -0.069689,
            -0.103009,
            0.007181,
            -0.168308
        ],
        [
            23.763515,
            23.763515,
            23.763515,
            23.763515,
            23.763515,
            23.763515
        ],
        [
            -189123,
            -100129,
            -307384,
            -177027,
            -110216,
            -127330
        ],
        [
            1.09468,
            1.300649,
            0.896919,
            0.877143,
            1.03504,
            0.697345
        ],
        [
            981,
            491,
            490,
            981,
            491,
            490
        ],
        [
            414,
            214,
            200,
            414,
            214,
            200
        ],
        [
            567,
            277,
            290,
            567,
            277,
            290
        ],
        [
            42.201835,
            43.584521,
            40.816327,
            42.201835,
            43.584521,
            40.816327
        ],
        [
            1.499236,
            1.683551,
            1.300532,
            1.201305,
            1.339747,
            1.01115
        ],
        [
            96987,
            96987,
            58881,
            85527,
            85527,
            13288
        ],
        [
            -48738,
            -39140,
            -48738,
            -51321,
            -51321,
            -22877
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            19287,
            9664,
            9623,
            19287,
            9664,
            9623
        ],
        [
            484.940261,
            484.940261,
            486.690261,
            484.940261,
            484.940261,
            486.690261
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137756,
            343162,
            -579439,
            -574971,
            -530238,
            -579439
        ]
    ]
}
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": 1578816000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760042038560,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 12
        }
    }
}

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)