← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/360/ALMA/PWMA/3540

Strategy
WAVES/USDT/360/ALMA/PWMA/3540
Pair
WAVES_USDT
Interval
6h
Score
446903
Daily Profit
0.151663
Profit Factor
2.459440
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-09 01:26
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 344141.2919 299799.0976 44342.1943 93601.625 491884.4733 -398282.8483
Total P&L (%) 344.1413 299.7991 44.3422 93.6016 491.8845 -398.2828
Avg Daily Profit (%) 0.1741 0.1517 0.0224 0.0334 0.09 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117185 -91616 -138187 -604595 -444929 -792644
Profit Factor 1.617 2.4594 1.1259 1.0384 1.5663 0.7459
Total Trades 78 39 39 78 39 39
Winning Trades 41 21 20 41 21 20
Losing Trades 37 18 19 37 18 19
Profitability (%) 52.5641 53.8462 51.2821 52.5641 53.8462 51.2821
Ratio Avg Win / Avg Loss 1.4593 2.1081 1.0696 0.9371 1.3426 0.7086
Largest Winning Trade 98685 98685 64651 242899 231353 242899
Largest Losing Trade -60853 -43267 -60853 -452939 -222863 -452939
Avg Bars in Trades 99 87 110 99 87 110
Avg Bars in Winners 146 122 173 146 122 173
Avg Bars in Losers 46 47 45 46 47 45
Bars Traded 7731 3413 4318 7731 3413 4318
Profit Streak 0 0 711.6851 0 0 711.6851
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29095 446903 -245303 -366613 -70585 -579260
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": 1550664000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759962396304,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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": [
        [
            344141.2919104713,
            299799.0976283559,
            44342.1942821155,
            93601.6249993296,
            491884.4732995599,
            -398282.84830023
        ],
        [
            344.141292,
            299.799098,
            44.342194,
            93.601625,
            491.884473,
            -398.282848
        ],
        [
            0.174094,
            0.151663,
            0.022432,
            0.033426,
            0.089993,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117185,
            -91616,
            -138187,
            -604595,
            -444929,
            -792644
        ],
        [
            1.617016,
            2.45944,
            1.125854,
            1.038422,
            1.566312,
            0.745925
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            52.564103,
            53.846154,
            51.282051,
            52.564103,
            53.846154,
            51.282051
        ],
        [
            1.459258,
            2.108092,
            1.069561,
            0.937112,
            1.342553,
            0.708628
        ],
        [
            98685,
            98685,
            64651,
            242899,
            231353,
            242899
        ],
        [
            -60853,
            -43267,
            -60853,
            -452939,
            -222863,
            -452939
        ],
        [
            99,
            87,
            110,
            99,
            87,
            110
        ],
        [
            146,
            122,
            173,
            146,
            122,
            173
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            7731,
            3413,
            4318,
            7731,
            3413,
            4318
        ],
        [
            0,
            0,
            711.685142,
            0,
            0,
            711.685142
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29095,
            446903,
            -245303,
            -366613,
            -70585,
            -579260
        ]
    ]
}
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": 1550664000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759962396304,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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)