← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/240/ALMA/WMA/7448

Strategy
WAVES/USDT/240/ALMA/WMA/7448
Pair
WAVES_USDT
Interval
4h
Score
345802
Daily Profit
0.168145
Profit Factor
2.193213
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 15:58
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371293.0233 332255.3519 39037.6714 21202.2399 1260014.894 -1238812.654
Total P&L (%) 371.293 332.2554 39.0377 21.2022 1260.0149 -1238.8127
Avg Daily Profit (%) 0.1879 0.1681 0.0198 0.0097 0.1322 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205301 -160525 -84388 -2161576 -734538 -1775927
Profit Factor 1.6572 2.1932 1.1363 1.0052 2.0889 0.5752
Total Trades 79 40 39 79 40 39
Winning Trades 36 18 18 36 18 18
Losing Trades 43 22 21 43 22 21
Profitability (%) 45.5696 45 46.1538 45.5696 45 46.1538
Ratio Avg Win / Avg Loss 1.9794 2.6806 1.3256 1.2007 2.5531 0.6711
Largest Winning Trade 165828 165828 64656 869233 744796 869233
Largest Losing Trade -79712 -51528 -79712 -1775927 -453438 -1775927
Avg Bars in Trades 146 136 155 146 136 155
Avg Bars in Winners 227 218 236 227 218 236
Avg Bars in Losers 78 70 87 78 70 87
Bars Traded 11560 5477 6083 11560 5477 6083
Profit Streak 0 0 657.0409 0 0 657.0409
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22344 345802 -239940 -433719 -14099 -581295

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805131229,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 170,
            "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": [
        [
            371293.023299861,
            332255.3518623693,
            39037.6714374918,
            21202.2399285668,
            1260014.8939608654,
            -1238812.654032299
        ],
        [
            371.293023,
            332.255352,
            39.037671,
            21.20224,
            1260.014894,
            -1238.812654
        ],
        [
            0.187901,
            0.168145,
            0.019756,
            0.009732,
            0.132176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205301,
            -160525,
            -84388,
            -2161576,
            -734538,
            -1775927
        ],
        [
            1.657197,
            2.193213,
            1.136252,
            1.005205,
            2.088874,
            0.575248
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            45.56962,
            45,
            46.153846,
            45.56962,
            45,
            46.153846
        ],
        [
            1.97943,
            2.680594,
            1.325628,
            1.200661,
            2.553069,
            0.671122
        ],
        [
            165828,
            165828,
            64656,
            869233,
            744796,
            869233
        ],
        [
            -79712,
            -51528,
            -79712,
            -1775927,
            -453438,
            -1775927
        ],
        [
            146,
            136,
            155,
            146,
            136,
            155
        ],
        [
            227,
            218,
            236,
            227,
            218,
            236
        ],
        [
            78,
            70,
            87,
            78,
            70,
            87
        ],
        [
            11560,
            5477,
            6083,
            11560,
            5477,
            6083
        ],
        [
            0,
            0,
            657.040871,
            0,
            0,
            657.040871
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22344,
            345802,
            -239940,
            -433719,
            -14099,
            -581295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805131229,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 170,
            "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)