← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/480/SINWMA/JMA/2573

Strategy
WAVES/USDT/480/SINWMA/JMA/2573
Pair
WAVES_USDT
Interval
8h
Score
446091
Daily Profit
0.288540
Profit Factor
1.476748
Profitability
56.544503
Streak
479.630483
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 570442.9044 490812.1663 79630.7381 1122.6551 332083.1318 -330960.4767
Total P&L (%) 570.4429 490.8122 79.6307 1.1227 332.0831 -330.9605
Avg Daily Profit (%) 0.2885 0.2483 0.0403 0.0006 0.0741 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206888 -106568 -204821 -1404388 -428914 -1172062
Profit Factor 1.4767 1.8909 1.1233 1.0003 1.1876 0.8729
Total Trades 191 95 96 191 95 96
Winning Trades 108 52 56 108 52 56
Losing Trades 83 43 40 83 43 40
Profitability (%) 56.5445 54.7368 58.3333 56.5445 54.7368 58.3333
Ratio Avg Win / Avg Loss 1.1349 1.5636 0.8024 0.7687 0.982 0.6235
Largest Winning Trade 251113 251113 43618 390420 359446 390420
Largest Losing Trade -81937 -40653 -81937 -807469 -212037 -807469
Avg Bars in Trades 30 30 30 30 30 30
Avg Bars in Winners 31 30 32 31 30 32
Avg Bars in Losers 29 30 28 29 30 28
Bars Traded 5857 2892 2965 5857 2892 2965
Profit Streak 479.6305 0 579.9638 479.6305 0 579.9638
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446091 429717 -223449 -577309 -109637 -578611

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870473746,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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": [
        [
            570442.904412548,
            490812.1663438793,
            79630.7380686692,
            1122.6550550959,
            332083.1317837953,
            -330960.4767286989
        ],
        [
            570.442904,
            490.812166,
            79.630738,
            1.122655,
            332.083132,
            -330.960477
        ],
        [
            0.28854,
            0.248261,
            0.040279,
            0.000565,
            0.074051,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206888,
            -106568,
            -204821,
            -1404388,
            -428914,
            -1172062
        ],
        [
            1.476748,
            1.890866,
            1.123345,
            1.000257,
            1.187559,
            0.87289
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            83,
            43,
            40,
            83,
            43,
            40
        ],
        [
            56.544503,
            54.736842,
            58.333333,
            56.544503,
            54.736842,
            58.333333
        ],
        [
            1.134908,
            1.563601,
            0.80239,
            0.768716,
            0.98202,
            0.623493
        ],
        [
            251113,
            251113,
            43618,
            390420,
            359446,
            390420
        ],
        [
            -81937,
            -40653,
            -81937,
            -807469,
            -212037,
            -807469
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            31,
            30,
            32,
            31,
            30,
            32
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            5857,
            2892,
            2965,
            5857,
            2892,
            2965
        ],
        [
            479.630483,
            0,
            579.963816,
            479.630483,
            0,
            579.963816
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446091,
            429717,
            -223449,
            -577309,
            -109637,
            -578611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870473746,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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)