← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/720/ALMA/SUPERTREND/9705

Strategy
WAVES/USDT/720/ALMA/SUPERTREND/9705
Pair
WAVES_USDT
Interval
12h
Score
526129
Daily Profit
0.213843
Profit Factor
2.391990
Profitability
56.818182
Streak
785.925871
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 13:13
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470236.9479 422874.4416 47362.5063 153423.8864 -444830.5796 598254.4659
Total P&L (%) 470.2369 422.8744 47.3625 153.4239 -444.8306 598.2545
Avg Daily Profit (%) 0.2378 0.2138 0.024 0.047 0 0.0983
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -266548 -164903 -101644 -4231779 -2909812 -1324545
Profit Factor 1.6974 2.392 1.1278 1.0249 0.8787 1.2394
Total Trades 88 44 44 88 44 44
Winning Trades 47 25 22 47 25 22
Losing Trades 41 19 22 41 19 22
Profitability (%) 53.4091 56.8182 50 53.4091 56.8182 50
Ratio Avg Win / Avg Loss 1.4807 1.8179 1.1278 0.8941 0.6678 1.2394
Largest Winning Trade 137201 137201 74264 1844355 1121243 1844355
Largest Losing Trade -80457 -28141 -80457 -823249 -823249 -543586
Avg Bars in Trades 42 45 38 42 45 38
Avg Bars in Winners 51 50 52 51 50 52
Avg Bars in Losers 31 40 24 31 40 24
Bars Traded 3706 2020 1686 3706 2020 1686
Profit Streak 591.4259 785.9259 591.4259 591.4259 785.9259 591.4259
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434149 526129 -241692 -322898 -578459 -60934
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795280,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 2.28361
        }
    }
}
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": [
        [
            470236.94786956,
            422874.4415987908,
            47362.5062707692,
            153423.8863550548,
            -444830.5795515397,
            598254.4659065948
        ],
        [
            470.236948,
            422.874442,
            47.362506,
            153.423886,
            -444.83058,
            598.254466
        ],
        [
            0.237794,
            0.213843,
            0.023951,
            0.047035,
            0,
            0.098325
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -266548,
            -164903,
            -101644,
            -4231779,
            -2909812,
            -1324545
        ],
        [
            1.697422,
            2.39199,
            1.127848,
            1.024889,
            0.878652,
            1.239428
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            53.409091,
            56.818182,
            50,
            53.409091,
            56.818182,
            50
        ],
        [
            1.48073,
            1.817912,
            1.127848,
            0.894052,
            0.667776,
            1.239428
        ],
        [
            137201,
            137201,
            74264,
            1844355,
            1121243,
            1844355
        ],
        [
            -80457,
            -28141,
            -80457,
            -823249,
            -823249,
            -543586
        ],
        [
            42,
            45,
            38,
            42,
            45,
            38
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            31,
            40,
            24,
            31,
            40,
            24
        ],
        [
            3706,
            2020,
            1686,
            3706,
            2020,
            1686
        ],
        [
            591.425871,
            785.925871,
            591.425871,
            591.425871,
            785.925871,
            591.425871
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434149,
            526129,
            -241692,
            -322898,
            -578459,
            -60934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795280,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 2.28361
        }
    }
}

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)