← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/360/DCM/BBU/7291

Strategy
WAVES/USDT/360/DCM/BBU/7291
Pair
WAVES_USDT
Interval
6h
Score
460281
Daily Profit
0.278787
Profit Factor
1.737716
Profitability
54.867257
Streak
494.069655
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:40
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 551092.3473 431876.2641 119216.0832 609715.6266 -271989.6893 881705.3159
Total P&L (%) 551.0923 431.8763 119.2161 609.7156 -271.9897 881.7053
Avg Daily Profit (%) 0.2788 0.2185 0.0603 0.0992 0 0.1156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137295 -163171 -86558 -1547029 -1855452 -272502
Profit Factor 1.7377 1.8453 1.5049 1.114 0.9361 1.8068
Total Trades 113 56 57 113 56 57
Winning Trades 62 28 34 62 28 34
Losing Trades 51 28 23 51 28 23
Profitability (%) 54.8673 50 59.6491 54.8673 50 59.6491
Ratio Avg Win / Avg Loss 1.4294 1.8453 1.018 0.9163 0.9361 1.2223
Largest Winning Trade 108246 108246 51265 762685 762685 370991
Largest Losing Trade -48354 -48354 -41854 -741727 -741727 -242313
Avg Bars in Trades 66 113 20 66 113 20
Avg Bars in Winners 51 86 22 51 86 22
Avg Bars in Losers 85 141 18 85 141 18
Bars Traded 7551 6372 1179 7551 6372 1179
Profit Streak 494.0697 500.5697 494.0697 494.0697 500.5697 494.0697
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460281 -168190 -289001 -155090 -760249 -213861

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": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894018188,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 140,
            "offset": 0,
            "std": 1.09463
        }
    }
}
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": [
        [
            551092.3472579307,
            431876.2640700976,
            119216.083187833,
            609715.6265998778,
            -271989.6893058498,
            881705.3159057274
        ],
        [
            551.092347,
            431.876264,
            119.216083,
            609.715627,
            -271.989689,
            881.705316
        ],
        [
            0.278787,
            0.218478,
            0.060309,
            0.099186,
            0,
            0.115616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137295,
            -163171,
            -86558,
            -1547029,
            -1855452,
            -272502
        ],
        [
            1.737716,
            1.845347,
            1.504855,
            1.113958,
            0.936116,
            1.806836
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            54.867257,
            50,
            59.649123,
            54.867257,
            50,
            59.649123
        ],
        [
            1.429411,
            1.845347,
            1.01799,
            0.91632,
            0.936116,
            1.222271
        ],
        [
            108246,
            108246,
            51265,
            762685,
            762685,
            370991
        ],
        [
            -48354,
            -48354,
            -41854,
            -741727,
            -741727,
            -242313
        ],
        [
            66,
            113,
            20,
            66,
            113,
            20
        ],
        [
            51,
            86,
            22,
            51,
            86,
            22
        ],
        [
            85,
            141,
            18,
            85,
            141,
            18
        ],
        [
            7551,
            6372,
            1179,
            7551,
            6372,
            1179
        ],
        [
            494.069655,
            500.569655,
            494.069655,
            494.069655,
            500.569655,
            494.069655
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460281,
            -168190,
            -289001,
            -155090,
            -760249,
            -213861
        ]
    ]
}
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": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894018188,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 140,
            "offset": 0,
            "std": 1.09463
        }
    }
}

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)