← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/720/BBM/MIDPRICE/1967

Strategy
WAVES/USDT/720/BBM/MIDPRICE/1967
Pair
WAVES_USDT
Interval
12h
Score
527949
Daily Profit
0.244434
Profit Factor
4.229093
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 19:34
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 653967.8135 483367.9937 170599.8199 6052477.3403 1907414.3233 4145063.0171
Total P&L (%) 653.9678 483.368 170.5998 6052.4773 1907.4143 4145.063
Avg Daily Profit (%) 0.3307 0.2444 0.0863 0.2085 0.1518 0.1897
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65009 -61872 -102534 -2510911 -2278964 -982092
Profit Factor 3.0194 4.2291 1.9796 2.0811 1.5368 3.0266
Total Trades 69 35 34 69 35 34
Winning Trades 32 17 15 32 17 15
Losing Trades 37 18 19 37 18 19
Profitability (%) 46.3768 48.5714 44.1176 46.3768 48.5714 44.1176
Ratio Avg Win / Avg Loss 3.4911 4.4779 2.5075 2.4063 1.6272 3.8337
Largest Winning Trade 124968 124968 67373 1501520 1320992 1501520
Largest Losing Trade -25917 -23374 -25917 -803043 -803043 -688483
Avg Bars in Trades 55 49 61 55 49 61
Avg Bars in Winners 89 75 105 89 75 105
Avg Bars in Losers 25 24 26 25 24 26
Bars Traded 3809 1723 2086 3809 1723 2086
Profit Streak 0 0 490.6905 0 0 490.6905
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92764 527949 -75739 -95619 349298 432394

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": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904460349,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 87,
            "offset": 0,
            "std": 1.38726
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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": [
        [
            653967.8135476831,
            483367.993665332,
            170599.8198823511,
            6052477.3403441,
            1907414.3232515932,
            4145063.0170925083
        ],
        [
            653.967814,
            483.367994,
            170.59982,
            6052.47734,
            1907.414323,
            4145.063017
        ],
        [
            0.330704,
            0.244434,
            0.08627,
            0.208533,
            0.151793,
            0.189729
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65009,
            -61872,
            -102534,
            -2510911,
            -2278964,
            -982092
        ],
        [
            3.019367,
            4.229093,
            1.979579,
            2.081104,
            1.536826,
            3.026642
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            46.376812,
            48.571429,
            44.117647,
            46.376812,
            48.571429,
            44.117647
        ],
        [
            3.491143,
            4.477863,
            2.507467,
            2.406277,
            1.627227,
            3.833746
        ],
        [
            124968,
            124968,
            67373,
            1501520,
            1320992,
            1501520
        ],
        [
            -25917,
            -23374,
            -25917,
            -803043,
            -803043,
            -688483
        ],
        [
            55,
            49,
            61,
            55,
            49,
            61
        ],
        [
            89,
            75,
            105,
            89,
            75,
            105
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            3809,
            1723,
            2086,
            3809,
            1723,
            2086
        ],
        [
            0,
            0,
            490.690513,
            0,
            0,
            490.690513
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92764,
            527949,
            -75739,
            -95619,
            349298,
            432394
        ]
    ]
}
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": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904460349,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 87,
            "offset": 0,
            "std": 1.38726
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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)