← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/240/SSF/BBM/8247

Strategy
WAVES/USDT/240/SSF/BBM/8247
Pair
WAVES_USDT
Interval
4h
Score
308876
Daily Profit
0.253010
Profit Factor
2.445122
Profitability
39.130435
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-06 12:01
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 553591.8093 499947.4123 53644.397 273530.2605 674279.5766 -400749.3161
Total P&L (%) 553.5918 499.9474 53.6444 273.5303 674.2796 -400.7493
Avg Daily Profit (%) 0.2802 0.253 0.0271 0.0667 0.1036 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -270121 -183432 -95950 -4902802 -4044405 -2359968
Profit Factor 1.8201 2.4451 1.163 1.0263 1.1206 0.9166
Total Trades 91 46 45 91 46 45
Winning Trades 36 18 18 36 18 18
Losing Trades 55 28 27 55 28 27
Profitability (%) 39.5604 39.1304 40 39.5604 39.1304 40
Ratio Avg Win / Avg Loss 2.7807 3.8035 1.7445 1.568 1.7431 1.3749
Largest Winning Trade 203270 203270 59782 1889653 1699293 1889653
Largest Losing Trade -54653 -54653 -47884 -2760325 -2760325 -920259
Avg Bars in Trades 127 121 133 127 121 133
Avg Bars in Winners 198 177 219 198 177 219
Avg Bars in Losers 81 85 76 81 85 76
Bars Traded 11592 5590 6001 11592 5590 6001
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 300918 308876 -201626 -298151 -145157 -582934
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759741263030,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 77,
            "offset": 0,
            "std": 2.59542
        }
    }
}
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": [
        [
            553591.8092744121,
            499947.4123029392,
            53644.396971473,
            273530.2604820837,
            674279.5765808213,
            -400749.3160987372
        ],
        [
            553.591809,
            499.947412,
            53.644397,
            273.53026,
            674.279577,
            -400.749316
        ],
        [
            0.280158,
            0.25301,
            0.027148,
            0.066714,
            0.103635,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -270121,
            -183432,
            -95950,
            -4902802,
            -4044405,
            -2359968
        ],
        [
            1.820087,
            2.445122,
            1.163011,
            1.026305,
            1.120565,
            0.916608
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            39.56044,
            39.130435,
            40,
            39.56044,
            39.130435,
            40
        ],
        [
            2.780689,
            3.803523,
            1.744516,
            1.567966,
            1.743101,
            1.374913
        ],
        [
            203270,
            203270,
            59782,
            1889653,
            1699293,
            1889653
        ],
        [
            -54653,
            -54653,
            -47884,
            -2760325,
            -2760325,
            -920259
        ],
        [
            127,
            121,
            133,
            127,
            121,
            133
        ],
        [
            198,
            177,
            219,
            198,
            177,
            219
        ],
        [
            81,
            85,
            76,
            81,
            85,
            76
        ],
        [
            11592,
            5590,
            6001,
            11592,
            5590,
            6001
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300918,
            308876,
            -201626,
            -298151,
            -145157,
            -582934
        ]
    ]
}
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": 1548892800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759741263030,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 77,
            "offset": 0,
            "std": 2.59542
        }
    }
}

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)