← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/720/T3/HMA/8927

Strategy
WAVES/USDT/720/T3/HMA/8927
Pair
WAVES_USDT
Interval
12h
Score
331189
Daily Profit
0.308981
Profit Factor
1.994418
Profitability
40.217391
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-01 17:33
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 611009.6742 498117.0757 112892.5986 730735.398 215630.1779 515105.2201
Total P&L (%) 611.0097 498.1171 112.8926 730.7354 215.6302 515.1052
Avg Daily Profit (%) 0.309 0.2519 0.0571 0.1071 0.0581 0.0919
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91243 -91757 -136013 -459116 -504851 -339715
Profit Factor 1.9944 2.33 1.4706 1.3214 1.1346 1.7668
Total Trades 92 46 46 92 46 46
Winning Trades 37 16 21 37 16 21
Losing Trades 55 30 25 55 30 25
Profitability (%) 40.2174 34.7826 45.6522 40.2174 34.7826 45.6522
Ratio Avg Win / Avg Loss 2.9647 4.3687 1.7507 1.9643 2.1274 2.1033
Largest Winning Trade 203758 203758 68608 321337 321337 284532
Largest Losing Trade -51643 -45735 -51643 -459116 -459116 -163365
Avg Bars in Trades 42 42 41 42 42 41
Avg Bars in Winners 68 70 67 68 70 67
Avg Bars in Losers 24 27 20 24 27 20
Bars Traded 3870 1943 1927 3870 1943 1927
Profit Streak 0 0 654.1068 0 0 654.1068
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331189 239663 -115109 -51797 -192446 -67156
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": 1550016000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329224618,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 53,
            "offset": 0,
            "a": 0.77586
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 16,
            "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": [
        [
            611009.674224476,
            498117.0756698018,
            112892.5985546742,
            730735.3980451241,
            215630.1779250655,
            515105.2201200587
        ],
        [
            611.009674,
            498.117076,
            112.892599,
            730.735398,
            215.630178,
            515.10522
        ],
        [
            0.308981,
            0.251892,
            0.057089,
            0.107119,
            0.058141,
            0.091907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91243,
            -91757,
            -136013,
            -459116,
            -504851,
            -339715
        ],
        [
            1.994418,
            2.329973,
            1.470567,
            1.321433,
            1.134635,
            1.766779
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            40.217391,
            34.782609,
            45.652174,
            40.217391,
            34.782609,
            45.652174
        ],
        [
            2.964676,
            4.3687,
            1.750675,
            1.964292,
            2.12744,
            2.103308
        ],
        [
            203758,
            203758,
            68608,
            321337,
            321337,
            284532
        ],
        [
            -51643,
            -45735,
            -51643,
            -459116,
            -459116,
            -163365
        ],
        [
            42,
            42,
            41,
            42,
            42,
            41
        ],
        [
            68,
            70,
            67,
            68,
            70,
            67
        ],
        [
            24,
            27,
            20,
            24,
            27,
            20
        ],
        [
            3870,
            1943,
            1927,
            3870,
            1943,
            1927
        ],
        [
            0,
            0,
            654.106766,
            0,
            0,
            654.106766
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331189,
            239663,
            -115109,
            -51797,
            -192446,
            -67156
        ]
    ]
}
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": 1550016000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329224618,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 53,
            "offset": 0,
            "a": 0.77586
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 16,
            "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)