machine learning HMM in BTCUSDT 1d

Hmm in BTCUSDT 1d trading. mode_name: hmm_model params: ‘sl_method’: ‘percent_0.08’ ‘ts_method’: ‘percent_0.08’ ‘tp_method’: ‘percent_0.23’

==========BTCUSDT_1d==========
策略名称: 		stg_name:DRG_MLDaily_HMM,window_size:120, atr:120, is_use_percent_of_equity:False,
is_sl:True, is_tp:False, sl_method: percent_0.08, tp_method: percent_0.23
运行天数: 		1500.00天
年化收益率: 		34.52%, LINEAR: 39.53%
夏普比率: 		1.232
运行时间区间: 		2021-03-14 08:00:00 ~ 2025-04-22 08:00:00
总交易次数: 		73
---|最大连续盈利次数: 	4
---|最大连续亏损次数: 	10
---|盈利次数: 		22
---|亏损次数: 		51
---|胜率: 		30.14%
---|最大回撤: 		-70.67%

盈亏: 		9538.21
---|最大盈利金额: 	4626.36
---|最大亏损金额: 	-446.06
---|盈利金额: 		15710.30
---|亏损金额: 		-6172.10

每笔平均盈利: 		130.66
---|盈利单平均盈利: 		714.105
---|亏损单平均亏损: 		-121.021

盈亏比(总金额): 		2.545
盈亏比(单笔平均): 		5.901
+++++BTCUSDT_1d+++++
2021-03-14 08:00:00, Long, 54059.492597891774, 0.18461161066075563
2021-03-15 08:00:00, Long TS, 55605.2, 0.18461161066075563
win
2021-03-29 08:00:00, Long, 57635.47, 0.04328935809840711
2021-04-07 08:00:00, Long Close, 55953.45, 0.04328935809840711
loss
2021-04-15 08:00:00, Long, 61019.27329428417, 0.06133314193944309
2021-04-18 08:00:00, Long SL, 58107.1816, 0.06133314193944309
loss
2021-04-30 08:00:00, Long, 57694.27, 0.043245239085267916
2021-05-04 08:00:00, Long SL, 53078.7284, 0.043245239085267916
loss
2021-05-05 08:00:00, Long, 57436.11, 0.043439614904282345
2021-05-10 08:00:00, Long Close, 55816.14, 0.043439614904282345
loss
2021-05-11 08:00:00, Long, 56670.02, 0.04402685052872753
2021-05-12 08:00:00, Long SL, 52136.4184, 0.04402685052872753
loss
2021-05-18 08:00:00, Short, 45381.51727357355, -0.08246757655631151
2021-05-19 08:00:00, Short TS, 36690.09, -0.08246757655631151
win
2021-06-21 08:00:00, Short, 31608.93, -0.07893346911774615
2021-06-22 08:00:00, Short TS, 32509.56, -0.07893346911774615
loss
2021-06-22 08:00:00, Short, 32509.56, -0.07674673234580842
2021-06-23 08:00:00, Short Close, 33678.07, -0.07674673234580842
loss
2021-06-25 08:00:00, Short, 31584.45, -0.07899464768264129
2021-06-26 08:00:00, Short Close, 32283.65, -0.07899464768264129
loss
2021-08-03 08:00:00, Short, 38207.05, -0.06530214973414591
2021-08-05 08:00:00, Short SL, 41263.61400000001, -0.06530214973414591
loss
2021-09-04 08:00:00, Long, 47368.86774248153, 0.289694780643729
2021-09-07 08:00:00, Long SL, 45922.3888, 0.289694780643729
loss
2021-09-15 08:00:00, Long, 48121.41, 0.051848075523971554
2021-09-20 08:00:00, Long SL, 44271.6972, 0.051848075523971554
loss
2021-10-19 08:00:00, Long, 55752.623671706955, 0.2237565100695118
2021-10-21 08:00:00, Long Close, 62193.15, 0.2237565100695118
win
2021-11-09 08:00:00, Long, 64415.55040635961, 0.05809938324505119
2021-11-16 08:00:00, Long SL, 61591.847200000004, 0.05809938324505119
loss
2021-12-04 08:00:00, Short, 49152.47, -0.05076047043007198
2021-12-11 08:00:00, Short Close, 49389.99, -0.05076047043007198
loss
2021-12-13 08:00:00, Short, 46702.75, -0.05342303183431382
2021-12-23 08:00:00, Short SL, 50438.97, -0.05342303183431382
loss
2022-01-20 08:00:00, Short, 43125.7240604183, -0.20248955676120187
2022-01-24 08:00:00, Short TS, 36660.35, -0.20248955676120187
win
2022-01-24 08:00:00, Short, 36660.35, -0.06805724713484733
2022-01-31 08:00:00, Short TS, 38466.9, -0.06805724713484733
loss
2022-02-23 08:00:00, Short, 39075.30151523882, -0.12770227756410193
2022-02-24 08:00:00, Short TS, 38327.21, -0.12770227756410193
win
2022-03-07 08:00:00, Short, 37988.0, -0.06567870116879014
2022-03-09 08:00:00, Short SL, 41027.04, -0.06567870116879014
loss
2022-03-10 08:00:00, Short, 39422.0, -0.06328959717924001
2022-03-16 08:00:00, Short TS, 41114.0, -0.06328959717924001
loss
2022-03-28 08:00:00, Long, 47122.21, 0.052947484848439835
2022-04-06 08:00:00, Long SL, 43352.4332, 0.052947484848439835
loss
2022-04-11 08:00:00, Short, 39530.45, -0.06311596503454932
2022-04-21 08:00:00, Short SL, 42692.886, -0.06311596503454932
loss
2022-05-10 08:00:00, Short, 34383.7628111809, -0.14512678636723703
2022-05-12 08:00:00, Short TS, 29029.75, -0.14512678636723703
win
2022-05-12 08:00:00, Short, 29029.75, -0.08594639981398393
2022-05-15 08:00:00, Short SL, 31352.13, -0.08594639981398393
loss
2022-06-13 08:00:00, Short, 22487.41, -0.11095108329505265
2022-06-15 08:00:00, Short TS, 22583.72, -0.11095108329505265
loss
2022-06-18 08:00:00, Short, 21235.632514277502, -0.1762369803434758
2022-06-19 08:00:00, Short SL, 20488.453200000004, -0.1762369803434758
win
2022-06-19 08:00:00, Short, 20574.0, -0.12126968503937008
2022-06-24 08:00:00, Short TS, 21237.69, -0.12126968503937008
loss
2023-01-24 08:00:00, Long, 21064.913674043473, 0.6514393537206422
2023-02-09 08:00:00, Long TS, 21796.35, 0.6514393537206422
win
2023-02-15 08:00:00, Long, 24324.05, 0.10257348180093365
2023-02-24 08:00:00, Long TS, 23185.29, 0.10257348180093365
loss
2023-03-25 08:00:00, Long, 25522.629273197683, 0.5376606619605038
2023-04-20 08:00:00, Long TS, 28243.65, 0.5376606619605038
win
2023-07-13 08:00:00, Long, 31454.23, 0.07932168423770031
2023-07-24 08:00:00, Long SL, 28937.891600000003, 0.07932168423770031
loss
2023-11-01 08:00:00, Long, 32767.047432377374, 0.418790059687852
2023-12-11 08:00:00, Long Close, 41253.4, 0.418790059687852
win
2024-01-08 08:00:00, Long, 46951.04, 0.05314051616322024
2024-01-12 08:00:00, Long SL, 43194.9568, 0.05314051616322024
loss
2024-02-18 08:00:00, Long, 47573.83761985863, 0.2884466428722968
2024-03-05 08:00:00, Long Close, 63724.01, 0.2884466428722968
win
2024-03-12 08:00:00, Long, 68298.00863309664, 0.05479667452831727
2024-03-15 08:00:00, Long SL, 65735.8492, 0.05479667452831727
loss
2024-03-26 08:00:00, Long, 69988.0, 0.03564900411499114
2024-04-02 08:00:00, Long TS, 65463.99, 0.03564900411499114
loss
2024-04-10 08:00:00, Long, 70631.08, 0.03532442799968512
2024-04-12 08:00:00, Long Close, 67116.52, 0.03532442799968512
loss
2024-04-18 08:00:00, Long, 63470.08, 0.03930990003478804
2024-04-24 08:00:00, Long Close, 64289.59, 0.03930990003478804
win
2024-04-25 08:00:00, Long, 64498.34, 0.03868320487007883
2024-04-26 08:00:00, Long Close, 63770.01, 0.03868320487007883
loss
2024-05-21 08:00:00, Long, 67470.28407325252, 0.05546891941253369
2024-05-25 08:00:00, Long Close, 69290.57, 0.05546891941253369
win
2024-06-03 08:00:00, Long, 68809.9, 0.03625935366858549
2024-06-06 08:00:00, Long Close, 70799.06, 0.03625935366858549
win
2024-06-24 08:00:00, Short, 63462.44356253424, -0.05897194529410508
2024-06-30 08:00:00, Short Close, 62772.01, -0.05897194529410508
win
2024-07-06 08:00:00, Short, 58230.13, -0.042847276830740376
2024-07-09 08:00:00, Short Close, 58050.0, -0.042847276830740376
win
2024-07-10 08:00:00, Short, 57725.85, -0.0432215809728224
2024-07-12 08:00:00, Short Close, 57889.1, -0.0432215809728224
loss
2024-07-26 08:00:00, Long, 67907.99, 0.03674092695130573
2024-07-30 08:00:00, Long Close, 66188.0, 0.03674092695130573
loss
2024-08-04 08:00:00, Short, 62318.24992539375, -0.06005469913677704
2024-08-05 08:00:00, Short TS, 54018.81, -0.06005469913677704
win
2024-08-05 08:00:00, Short, 54018.81, -0.04618766129798121
2024-08-08 08:00:00, Short SL, 58340.3148, -0.04618766129798121
loss
2024-08-14 08:00:00, Short, 58683.39, -0.04251633213418653
2024-08-21 08:00:00, Short TS, 61156.03, -0.04251633213418653
loss
2024-08-27 08:00:00, Short, 59415.0, -0.0419928048472608
2024-09-02 08:00:00, Short Close, 59132.13, -0.0419928048472608
win
2024-09-03 08:00:00, Short, 57487.73, -0.04340060913868055
2024-09-09 08:00:00, Short TS, 57042.0, -0.04340060913868055
win
2024-09-26 08:00:00, Long, 65173.99, 0.038282181281213565
2024-09-30 08:00:00, Long Close, 63327.59, 0.038282181281213565
loss
2024-10-01 08:00:00, Short, 60805.78, -0.04103232455861926
2024-10-06 08:00:00, Short Close, 62819.91, -0.04103232455861926
loss
2024-10-06 08:00:00, Long, 62819.91, 0.03971674744519691
2024-10-11 08:00:00, Long Close, 62540.0, 0.03971674744519691
loss
2024-10-16 08:00:00, Long, 67620.01, 0.03689739915743876
2024-10-26 08:00:00, Long Close, 67092.76, 0.03689739915743876
loss
2024-10-29 08:00:00, Long, 69523.86145773095, 0.05383049317931461
2024-11-04 08:00:00, Long SL, 66917.5064, 0.05383049317931461
loss
2024-11-22 08:00:00, Long, 94358.68936793829, 0.05288336488590027
2024-11-25 08:00:00, Long Close, 93010.01, 0.05288336488590027
loss
2024-12-08 08:00:00, Long, 101109.59, 0.024676220129069854
2024-12-09 08:00:00, Long Close, 97276.47, 0.024676220129069854
loss
2024-12-13 08:00:00, Long, 101424.25, 0.024599664281471145
2024-12-18 08:00:00, Long Close, 100204.01, 0.024599664281471145
loss
2024-12-25 08:00:00, Long, 99429.6, 0.025093156363899683
2024-12-26 08:00:00, Long Close, 95791.6, 0.025093156363899683
loss
2025-01-06 08:00:00, Long, 97009.480234154, 0.03857874241740738
2025-01-08 08:00:00, Long SL, 94056.75200000001, 0.03857874241740738
loss
2025-01-20 08:00:00, Long, 102260.01, 0.02439861388630805
2025-01-22 08:00:00, Long Close, 103706.66, 0.02439861388630805
win
2025-02-14 08:00:00, Long, 97500.48, 0.025589643250987074
2025-02-21 08:00:00, Long Close, 96181.98, 0.025589643250987074
loss
2025-02-24 08:00:00, Short, 91552.88, -0.02725203729254612
2025-03-01 08:00:00, Short TS, 86064.53, -0.02725203729254612
win
2025-03-01 08:00:00, Short, 86064.53, -0.028989904435660078
2025-03-02 08:00:00, Short SL, 92949.6924, -0.028989904435660078
loss
2025-03-07 08:00:00, Short, 86801.75, -0.028743688923322398
2025-03-11 08:00:00, Short TS, 82932.99, -0.028743688923322398
win
2025-03-11 08:00:00, Short, 82932.99, -0.030084559835597387
2025-03-14 08:00:00, Short Close, 83983.2, -0.030084559835597387
loss
2025-03-16 08:00:00, Short, 82574.53, -0.030215158354519243
2025-03-17 08:00:00, Short Close, 84010.03, -0.030215158354519243
loss
2025-03-18 08:00:00, Short, 82715.03, -0.030163834795199858
2025-03-19 08:00:00, Short Close, 86845.94, -0.030163834795199858
loss
2025-03-20 08:00:00, Short, 84223.39, -0.029623629492947265
2025-03-24 08:00:00, Short Close, 87498.16, -0.029623629492947265
loss
2025-04-07 08:00:00, Short, 82594.65019968868, -0.04531169683450159
2025-04-09 08:00:00, Short TS, 82615.22, -0.04531169683450159
loss
2025-04-09 08:00:00, Short, 82615.22, -0.030200276656044734
2025-04-11 08:00:00, Short Close, 83423.84, -0.030200276656044734
loss
2025-04-22 08:00:00, Long, 93442.99, 0.02670079906475595