← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/KCB/DEMA/6065

Strategy
WAVES/USDT/120/KCB/DEMA/6065
Pair
WAVES_USDT
Interval
2h
Score
393106
Daily Profit
0.463600
Profit Factor
2.334589
Profitability
39.560440
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:10
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 750105.4554 647427.6208 102677.8346 2853269.9852 1767206.5571 1086063.4281
Total P&L (%) 750.1055 647.4276 102.6778 2853.27 1767.2066 1086.0634
Avg Daily Profit (%) 0.4636 0.4001 0.0635 0.2095 0.1811 0.153
Buy And Hold Return (%) 23.8347 23.8347 23.8347 23.8347 23.8347 23.8347
Max Trade Drawdown -64391 -86453 -86447 -1001694 -1354818 -808321
Profit Factor 2.3346 3.2152 1.3806 1.423 1.4791 1.3553
Total Trades 91 46 45 91 46 45
Winning Trades 36 16 20 36 16 20
Losing Trades 55 30 25 55 30 25
Profitability (%) 39.5604 34.7826 44.4444 39.5604 34.7826 44.4444
Ratio Avg Win / Avg Loss 3.5667 6.0284 1.7257 2.174 2.7732 1.6941
Largest Winning Trade 216341 216341 70960 1063246 1063246 862630
Largest Losing Trade -55842 -28701 -55842 -590995 -438213 -590995
Avg Bars in Trades 208 203 213 208 203 213
Avg Bars in Winners 390 421 365 390 421 365
Avg Bars in Losers 89 87 92 89 87 92
Bars Traded 18975 9354 9621 18975 9354 9621
Profit Streak 0 0 551.0072 0 0 551.0072
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393106 361776 -109964 224931 155550 275687
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579636800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946220333,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "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": [
        [
            750105.4553902027,
            647427.6207779907,
            102677.8346122122,
            2853269.9851637944,
            1767206.557110285,
            1086063.4280535094
        ],
        [
            750.105455,
            647.427621,
            102.677835,
            2853.269985,
            1767.206557,
            1086.063428
        ],
        [
            0.4636,
            0.400141,
            0.06346,
            0.209459,
            0.181068,
            0.152974
        ],
        [
            23.834734,
            23.834734,
            23.834734,
            23.834734,
            23.834734,
            23.834734
        ],
        [
            -64391,
            -86453,
            -86447,
            -1001694,
            -1354818,
            -808321
        ],
        [
            2.334589,
            3.21517,
            1.380599,
            1.422985,
            1.479061,
            1.35531
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            39.56044,
            34.782609,
            44.444444,
            39.56044,
            34.782609,
            44.444444
        ],
        [
            3.566734,
            6.028445,
            1.725748,
            2.174005,
            2.77324,
            1.694137
        ],
        [
            216341,
            216341,
            70960,
            1063246,
            1063246,
            862630
        ],
        [
            -55842,
            -28701,
            -55842,
            -590995,
            -438213,
            -590995
        ],
        [
            208,
            203,
            213,
            208,
            203,
            213
        ],
        [
            390,
            421,
            365,
            390,
            421,
            365
        ],
        [
            89,
            87,
            92,
            89,
            87,
            92
        ],
        [
            18975,
            9354,
            9621,
            18975,
            9354,
            9621
        ],
        [
            0,
            0,
            551.00718,
            0,
            0,
            551.00718
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393106,
            361776,
            -109964,
            224931,
            155550,
            275687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579636800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946220333,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "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)