← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/480/MIDPRICE/JMA/6416

Strategy
WAVES/USDT/480/MIDPRICE/JMA/6416
Pair
WAVES_USDT
Interval
8h
Score
472528
Daily Profit
0.212198
Profit Factor
2.533969
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-08 02:07
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 338262.7523 419515.2014 -81252.4491 -45850.4466 63027.5136 -108877.9603
Total P&L (%) 338.2628 419.5152 -81.2524 -45.8504 63.0275 -108.878
Avg Daily Profit (%) 0.1711 0.2122 -0.0411 -0.031 0.0247 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144449 -60888 -256136 -175262 -94381 -197841
Profit Factor 1.5388 2.534 0.7707 0.9201 1.2141 0.6101
Total Trades 60 30 30 60 30 30
Winning Trades 34 19 15 34 19 15
Losing Trades 26 11 15 26 11 15
Profitability (%) 56.6667 63.3333 50 56.6667 63.3333 50
Ratio Avg Win / Avg Loss 1.1768 1.467 0.7707 0.7036 0.7029 0.6101
Largest Winning Trade 90473 85788 90473 80988 80988 67301
Largest Losing Trade -61699 -57319 -61699 -94381 -94381 -59689
Avg Bars in Trades 92 70 114 92 70 114
Avg Bars in Winners 106 80 141 106 80 141
Avg Bars in Losers 73 54 87 73 54 87
Bars Traded 5541 2121 3420 5541 2121 3420
Profit Streak 0 0 580.9633 0 0 580.9633
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163718 472528 -580242 -753413 -160731 -580242
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553328000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759878433259,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 151,
            "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": [
        [
            338262.7523235942,
            419515.2013813004,
            -81252.4490577062,
            -45850.4466325894,
            63027.5136429965,
            -108877.960275586
        ],
        [
            338.262752,
            419.515201,
            -81.252449,
            -45.850447,
            63.027514,
            -108.87796
        ],
        [
            0.171099,
            0.212198,
            -0.041099,
            -0.031023,
            0.024725,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144449,
            -60888,
            -256136,
            -175262,
            -94381,
            -197841
        ],
        [
            1.53884,
            2.533969,
            0.770653,
            0.920079,
            1.214078,
            0.610149
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            56.666667,
            63.333333,
            50,
            56.666667,
            63.333333,
            50
        ],
        [
            1.17676,
            1.467035,
            0.770653,
            0.70359,
            0.702887,
            0.610149
        ],
        [
            90473,
            85788,
            90473,
            80988,
            80988,
            67301
        ],
        [
            -61699,
            -57319,
            -61699,
            -94381,
            -94381,
            -59689
        ],
        [
            92,
            70,
            114,
            92,
            70,
            114
        ],
        [
            106,
            80,
            141,
            106,
            80,
            141
        ],
        [
            73,
            54,
            87,
            73,
            54,
            87
        ],
        [
            5541,
            2121,
            3420,
            5541,
            2121,
            3420
        ],
        [
            0,
            0,
            580.963348,
            0,
            0,
            580.963348
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163718,
            472528,
            -580242,
            -753413,
            -160731,
            -580242
        ]
    ]
}
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": 1553328000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759878433259,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 151,
            "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)