← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/720/MIDPOINT/HWMA/2514

Strategy
WAVES/USDT/720/MIDPOINT/HWMA/2514
Pair
WAVES_USDT
Interval
12h
Score
315656
Daily Profit
0.156048
Profit Factor
1.209444
Profitability
50.761421
Streak
480.358529
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-25 11:36
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 308585.4585 381948.4139 -73362.9555 -99378.0729 136221.792 -235599.8648
Total P&L (%) 308.5855 381.9484 -73.363 -99.3781 136.2218 -235.5999
Avg Daily Profit (%) 0.156 0.1931 -0.0371 -0.2566 0.0435 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231735 -120357 -317267 -266639 -78112 -301401
Profit Factor 1.2094 1.5469 0.9053 0.8023 1.9847 0.3532
Total Trades 197 98 99 197 98 99
Winning Trades 100 44 56 100 44 56
Losing Trades 97 54 43 97 54 43
Profitability (%) 50.7614 44.898 56.5657 50.7614 44.898 56.5657
Ratio Avg Win / Avg Loss 1.1732 1.8985 0.6952 0.7782 2.4358 0.2712
Largest Winning Trade 114657 114657 60317 80449 80449 43692
Largest Losing Trade -96043 -46891 -96043 -256373 -17913 -256373
Avg Bars in Trades 19 19 19 19 19 19
Avg Bars in Winners 20 20 21 20 20 21
Avg Bars in Losers 18 19 18 18 19 18
Bars Traded 3910 1947 1962 3910 1947 1962
Profit Streak 480.3585 0 489.8585 480.3585 0 489.8585
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315656 297617 -579354 -578785 -133062 -579354

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": 1548936000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789376954,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.27053
        }
    }
}
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": [
        [
            308585.4584755381,
            381948.4139440698,
            -73362.9554685317,
            -99378.0728558478,
            136221.7919744719,
            -235599.8648303199
        ],
        [
            308.585458,
            381.948414,
            -73.362955,
            -99.378073,
            136.221792,
            -235.599865
        ],
        [
            0.156048,
            0.193147,
            -0.037099,
            -0.256566,
            0.043479,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231735,
            -120357,
            -317267,
            -266639,
            -78112,
            -301401
        ],
        [
            1.209444,
            1.546904,
            0.905335,
            0.802264,
            1.984691,
            0.353175
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            97,
            54,
            43,
            97,
            54,
            43
        ],
        [
            50.761421,
            44.897959,
            56.565657,
            50.761421,
            44.897959,
            56.565657
        ],
        [
            1.173161,
            1.898473,
            0.695168,
            0.778196,
            2.435757,
            0.271188
        ],
        [
            114657,
            114657,
            60317,
            80449,
            80449,
            43692
        ],
        [
            -96043,
            -46891,
            -96043,
            -256373,
            -17913,
            -256373
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            3910,
            1947,
            1962,
            3910,
            1947,
            1962
        ],
        [
            480.358529,
            0,
            489.858529,
            480.35853,
            0,
            489.85853
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315656,
            297617,
            -579354,
            -578785,
            -133062,
            -579354
        ]
    ]
}
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": 1548936000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789376954,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.27053
        }
    }
}

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)