← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/360/MIDPRICE/HILO/4532

Strategy
WAVES/USDT/360/MIDPRICE/HILO/4532
Pair
WAVES_USDT
Interval
6h
Score
487698
Daily Profit
0.311123
Profit Factor
1.952252
Profitability
54.032258
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 09:35
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 615012.2253 482292.1529 132720.0724 2155275.4127 1691813.9233 463461.4893
Total P&L (%) 615.0122 482.2922 132.7201 2155.2754 1691.8139 463.4615
Avg Daily Profit (%) 0.3111 0.244 0.0671 0.1578 0.1461 0.0875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97746 -46965 -203196 -893317 -611712 -1504206
Profit Factor 1.9523 2.7644 1.3563 1.3868 1.673 1.1516
Total Trades 124 62 62 124 62 62
Winning Trades 67 35 32 67 35 32
Losing Trades 57 27 30 57 27 30
Profitability (%) 54.0323 56.4516 51.6129 54.0323 56.4516 51.6129
Ratio Avg Win / Avg Loss 1.6609 2.1325 1.2715 1.1798 1.2906 1.0796
Largest Winning Trade 106167 106167 81116 537475 492250 537475
Largest Losing Trade -62079 -33011 -62079 -484948 -469474 -484948
Avg Bars in Trades 62 40 83 62 40 83
Avg Bars in Winners 79 49 113 79 49 113
Avg Bars in Losers 41 29 51 41 29 51
Bars Traded 7695 2523 5172 7695 2523 5172
Profit Streak 0 0 558.2748 0 0 558.2748
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487698 -140071 -255869 329139 -148883 -282949
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": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759646139235,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            615012.2253098816,
            482292.1528719374,
            132720.0724379439,
            2155275.4126736326,
            1691813.9233327238,
            463461.489340908
        ],
        [
            615.012225,
            482.292153,
            132.720072,
            2155.275413,
            1691.813923,
            463.461489
        ],
        [
            0.311123,
            0.243982,
            0.067141,
            0.15775,
            0.146094,
            0.087501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97746,
            -46965,
            -203196,
            -893317,
            -611712,
            -1504206
        ],
        [
            1.952252,
            2.764411,
            1.35629,
            1.386835,
            1.673,
            1.151571
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            54.032258,
            56.451613,
            51.612903,
            54.032258,
            56.451613,
            51.612903
        ],
        [
            1.660871,
            2.132545,
            1.271522,
            1.179845,
            1.2906,
            1.079598
        ],
        [
            106167,
            106167,
            81116,
            537475,
            492250,
            537475
        ],
        [
            -62079,
            -33011,
            -62079,
            -484948,
            -469474,
            -484948
        ],
        [
            62,
            40,
            83,
            62,
            40,
            83
        ],
        [
            79,
            49,
            113,
            79,
            49,
            113
        ],
        [
            41,
            29,
            51,
            41,
            29,
            51
        ],
        [
            7695,
            2523,
            5172,
            7695,
            2523,
            5172
        ],
        [
            0,
            0,
            558.27476,
            0,
            0,
            558.27476
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487698,
            -140071,
            -255869,
            329139,
            -148883,
            -282949
        ]
    ]
}
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": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759646139235,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)