← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/720/BBM/SUPERTREND/3378

Strategy
WAVES/USDT/720/BBM/SUPERTREND/3378
Pair
WAVES_USDT
Interval
12h
Score
314863
Daily Profit
0.152362
Profit Factor
1.369466
Profitability
55.462185
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:57
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 301296.4211 294780.7769 6515.6442 -68030.0554 218661.8962 -286691.9516
Total P&L (%) 301.2964 294.7808 6.5156 -68.0301 218.6619 -286.692
Avg Daily Profit (%) 0.1524 0.1491 0.0033 -0.0577 0.0586 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127324 -53398 -262297 -303464 -54841 -474461
Profit Factor 1.3695 2.2496 1.0112 0.9226 2.1217 0.5812
Total Trades 119 60 59 119 60 59
Winning Trades 66 32 34 66 32 34
Losing Trades 53 28 25 53 28 25
Profitability (%) 55.4622 53.3333 57.6271 55.4622 53.3333 57.6271
Ratio Avg Win / Avg Loss 1.0997 1.9684 0.7436 0.7409 1.8565 0.4273
Largest Winning Trade 77991 77991 75393 95810 87814 95810
Largest Losing Trade -88610 -27742 -88610 -173598 -50034 -173598
Avg Bars in Trades 32 23 41 32 23 41
Avg Bars in Winners 41 33 49 41 33 49
Avg Bars in Losers 20 11 30 20 11 30
Bars Traded 3837 1389 2448 3837 1389 2448
Profit Streak 0 0 573.1232 0 0 573.1232
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314863 -158238 -738751 -579754 -279075 -755510

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": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855441826,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 77,
            "offset": 0,
            "std": 2.02582
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 4,
            "offset": 0,
            "multiplier": 2.93903
        }
    }
}
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": [
        [
            301296.4210501298,
            294780.7768834911,
            6515.6441666388,
            -68030.0553798617,
            218661.8962035021,
            -286691.9515833638
        ],
        [
            301.296421,
            294.780777,
            6.515644,
            -68.030055,
            218.661896,
            -286.691952
        ],
        [
            0.152362,
            0.149067,
            0.003295,
            -0.057651,
            0.058625,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127324,
            -53398,
            -262297,
            -303464,
            -54841,
            -474461
        ],
        [
            1.369466,
            2.249643,
            1.011242,
            0.922646,
            2.121677,
            0.58118
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            55.462185,
            53.333333,
            57.627119,
            55.462185,
            53.333333,
            57.627119
        ],
        [
            1.099723,
            1.968438,
            0.74356,
            0.740913,
            1.856468,
            0.427338
        ],
        [
            77991,
            77991,
            75393,
            95810,
            87814,
            95810
        ],
        [
            -88610,
            -27742,
            -88610,
            -173598,
            -50034,
            -173598
        ],
        [
            32,
            23,
            41,
            32,
            23,
            41
        ],
        [
            41,
            33,
            49,
            41,
            33,
            49
        ],
        [
            20,
            11,
            30,
            20,
            11,
            30
        ],
        [
            3837,
            1389,
            2448,
            3837,
            1389,
            2448
        ],
        [
            0,
            0,
            573.123169,
            0,
            0,
            573.123169
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314863,
            -158238,
            -738751,
            -579754,
            -279075,
            -755510
        ]
    ]
}
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": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855441826,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 77,
            "offset": 0,
            "std": 2.02582
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 4,
            "offset": 0,
            "multiplier": 2.93903
        }
    }
}

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)