← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/360/SSF/WMA/8817

Strategy
WAVES/USDT/360/SSF/WMA/8817
Pair
WAVES_USDT
Interval
6h
Score
327313
Daily Profit
0.197379
Profit Factor
1.367166
Profitability
50.359712
Streak
490.046892
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 04:07
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 390169.1639 424818.1852 -34649.0213 -1031355.3591 1397310.3962 -2428665.7553
Total P&L (%) 390.1692 424.8182 -34.649 -1031.3554 1397.3104 -2428.6658
Avg Daily Profit (%) 0.1974 0.2149 -0.0175 0 0.137 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -276148 -109009 -311745 -2314173 -828649 -2848750
Profit Factor 1.3672 1.9296 0.9428 0.8435 1.6296 0.4442
Total Trades 139 69 70 139 69 70
Winning Trades 70 33 37 66 36 30
Losing Trades 69 36 33 73 33 40
Profitability (%) 50.3597 47.8261 52.8571 47.482 52.1739 42.8571
Ratio Avg Win / Avg Loss 1.3476 2.105 0.8409 0.9329 1.4938 0.5923
Largest Winning Trade 121776 121776 54813 529079 529079 253729
Largest Losing Trade -215284 -69190 -215284 -1139463 -385261 -1139463
Avg Bars in Trades 55 61 50 55 61 50
Avg Bars in Winners 55 58 52 60 63 56
Avg Bars in Losers 56 63 48 51 58 46
Bars Traded 7756 4220 3536 7756 4220 3536
Profit Streak 490.0469 0 547.0469 0 567.7969 0
Trades During Streak 1 0 2 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327313 -91390 -673628 -581389 -108191 -678013

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": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848851497,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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": [
        [
            390169.1638976334,
            424818.185161494,
            -34649.0212638607,
            -1031355.3590816839,
            1397310.3962217243,
            -2428665.7553034085
        ],
        [
            390.169164,
            424.818185,
            -34.649021,
            -1031.355359,
            1397.310396,
            -2428.665755
        ],
        [
            0.197379,
            0.214907,
            -0.017528,
            0,
            0.136998,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -276148,
            -109009,
            -311745,
            -2314173,
            -828649,
            -2848750
        ],
        [
            1.367166,
            1.929618,
            0.942792,
            0.843476,
            1.629557,
            0.444191
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            70,
            33,
            37,
            66,
            36,
            30
        ],
        [
            69,
            36,
            33,
            73,
            33,
            40
        ],
        [
            50.359712,
            47.826087,
            52.857143,
            47.482014,
            52.173913,
            42.857143
        ],
        [
            1.347635,
            2.105037,
            0.840869,
            0.932936,
            1.49376,
            0.592254
        ],
        [
            121776,
            121776,
            54813,
            529079,
            529079,
            253729
        ],
        [
            -215284,
            -69190,
            -215284,
            -1139463,
            -385261,
            -1139463
        ],
        [
            55,
            61,
            50,
            55,
            61,
            50
        ],
        [
            55,
            58,
            52,
            60,
            63,
            56
        ],
        [
            56,
            63,
            48,
            51,
            58,
            46
        ],
        [
            7756,
            4220,
            3536,
            7756,
            4220,
            3536
        ],
        [
            490.046892,
            0,
            547.046892,
            0,
            567.796892,
            0
        ],
        [
            1,
            0,
            2,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327313,
            -91390,
            -673628,
            -581389,
            -108191,
            -678013
        ]
    ]
}
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": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848851497,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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)