← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/360/JMA/DEMA/1441

Strategy
WAVES/USDT/360/JMA/DEMA/1441
Pair
WAVES_USDT
Interval
6h
Score
477670
Daily Profit
0.373764
Profit Factor
2.071215
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 18:10
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 738838.2076 580601.03 158237.1776 2247677.0757 594480.0171 1653197.0586
Total P&L (%) 738.8382 580.601 158.2372 2247.6771 594.48 1653.1971
Avg Daily Profit (%) 0.3738 0.2937 0.08 0.1598 0.0981 0.145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129653 -129742 -142791 -4657870 -4027387 -1234168
Profit Factor 2.0712 2.7198 1.4494 1.219 1.0944 1.4165
Total Trades 90 45 45 90 45 45
Winning Trades 44 21 23 44 21 23
Losing Trades 46 24 22 46 24 22
Profitability (%) 48.8889 46.6667 51.1111 48.8889 46.6667 51.1111
Ratio Avg Win / Avg Loss 2.1654 3.1084 1.3864 1.2744 1.2508 1.3549
Largest Winning Trade 242272 242272 71446 2300877 2279516 2300877
Largest Losing Trade -51776 -50357 -51776 -2780374 -2780374 -853622
Avg Bars in Trades 83 77 89 83 77 89
Avg Bars in Winners 121 104 136 121 104 136
Avg Bars in Losers 47 53 41 47 53 41
Bars Traded 7523 3479 4045 7523 3479 4045
Profit Streak 0 0 652.8825 0 0 652.8825
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477670 460720 -83910 255271 -179479 104225
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": 1552759200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759417851675,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 38,
            "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": [
        [
            738838.2075668259,
            580601.0299800354,
            158237.1775867905,
            2247677.0756839016,
            594480.0171226434,
            1653197.0585612578
        ],
        [
            738.838208,
            580.60103,
            158.237178,
            2247.677076,
            594.480017,
            1653.197059
        ],
        [
            0.373764,
            0.293715,
            0.080049,
            0.159784,
            0.098087,
            0.144991
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129653,
            -129742,
            -142791,
            -4657870,
            -4027387,
            -1234168
        ],
        [
            2.071215,
            2.71984,
            1.449372,
            1.218989,
            1.094441,
            1.416506
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            48.888889,
            46.666667,
            51.111111,
            48.888889,
            46.666667,
            51.111111
        ],
        [
            2.165361,
            3.108388,
            1.386356,
            1.274397,
            1.25079,
            1.354919
        ],
        [
            242272,
            242272,
            71446,
            2300877,
            2279516,
            2300877
        ],
        [
            -51776,
            -50357,
            -51776,
            -2780374,
            -2780374,
            -853622
        ],
        [
            83,
            77,
            89,
            83,
            77,
            89
        ],
        [
            121,
            104,
            136,
            121,
            104,
            136
        ],
        [
            47,
            53,
            41,
            47,
            53,
            41
        ],
        [
            7523,
            3479,
            4045,
            7523,
            3479,
            4045
        ],
        [
            0,
            0,
            652.882542,
            0,
            0,
            652.882542
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477670,
            460720,
            -83910,
            255271,
            -179479,
            104225
        ]
    ]
}
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": 1552759200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759417851675,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 38,
            "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)