← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/360/DCM/ZLMA/1535

Strategy
WAVES/USDT/360/DCM/ZLMA/1535
Pair
WAVES_USDT
Interval
6h
Score
518112
Daily Profit
0.239361
Profit Factor
2.869015
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 19:21
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501198.3567 473155.9967 28042.36 347233.0188 398823.2307 -51590.2119
Total P&L (%) 501.1984 473.156 28.0424 347.233 398.8232 -51.5902
Avg Daily Profit (%) 0.2535 0.2394 0.0142 0.0758 0.0813 -0.0367
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129643 -51339 -179801 -353172 -307975 -464901
Profit Factor 1.9232 2.869 1.0968 1.2086 1.4807 0.9382
Total Trades 66 33 33 66 33 33
Winning Trades 35 19 16 35 19 16
Losing Trades 31 14 17 31 14 17
Profitability (%) 53.0303 57.5758 48.4848 53.0303 57.5758 48.4848
Ratio Avg Win / Avg Loss 1.7034 2.114 1.1653 1.0705 1.0911 0.9969
Largest Winning Trade 147999 147999 76786 254539 207515 254539
Largest Losing Trade -50861 -49896 -50861 -196895 -196895 -193183
Avg Bars in Trades 111 84 139 111 84 139
Avg Bars in Winners 128 85 179 128 85 179
Avg Bars in Losers 93 83 101 93 83 101
Bars Traded 7389 2787 4602 7389 2787 4602
Profit Streak 0 0 578.9315 0 0 578.9315
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115959 518112 -291268 -220314 -82217 -580808
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1553061600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508480878,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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": [
        [
            501198.3567143437,
            473155.9966850526,
            28042.3600292912,
            347233.0188288674,
            398823.2307249326,
            -51590.2118960655
        ],
        [
            501.198357,
            473.155997,
            28.04236,
            347.233019,
            398.823231,
            -51.590212
        ],
        [
            0.253547,
            0.239361,
            0.014186,
            0.075805,
            0.081332,
            -0.036693
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129643,
            -51339,
            -179801,
            -353172,
            -307975,
            -464901
        ],
        [
            1.923204,
            2.869015,
            1.096787,
            1.208602,
            1.480748,
            0.938214
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            53.030303,
            57.575758,
            48.484848,
            53.030303,
            57.575758,
            48.484848
        ],
        [
            1.70341,
            2.114011,
            1.165336,
            1.070476,
            1.091078,
            0.996853
        ],
        [
            147999,
            147999,
            76786,
            254539,
            207515,
            254539
        ],
        [
            -50861,
            -49896,
            -50861,
            -196895,
            -196895,
            -193183
        ],
        [
            111,
            84,
            139,
            111,
            84,
            139
        ],
        [
            128,
            85,
            179,
            128,
            85,
            179
        ],
        [
            93,
            83,
            101,
            93,
            83,
            101
        ],
        [
            7389,
            2787,
            4602,
            7389,
            2787,
            4602
        ],
        [
            0,
            0,
            578.931492,
            0,
            0,
            578.931492
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115959,
            518112,
            -291268,
            -220314,
            -82217,
            -580808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1553061600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508480878,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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)