Inverse Williams R Indicator in BTCUSDT 1d trading. params: ‘sl_method’: ‘percent_0.08’ ‘ts_method’: ‘percent_0.08’ ‘tp_method’: ‘percent_0.23’

lookback = 30
df['high_max'] = df['high'].rolling(window=lookback, min_periods=1).max()
df['low_min'] = df['low'].rolling(window=lookback, min_periods=1).min()
df['williams_r'] = (df['high_max'] - df['close']) / (df['high_max'] - df['low_min']) * -100
williams_r = df['williams_r'].values

condition_short = williams_r[-1] < -80
condition_long = williams_r[-1] > -20
==========BTCUSDT_1d==========
策略名称: 		stg_name:williams_r_30,window_size:30, atr:30, 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: 		660.00天
年化收益率: 		101.18%, LINEAR: 81.41%
夏普比率: 		1.858
运行时间区间: 		2023-09-08 08:00:00 ~ 2025-06-29 08:00:00
总交易次数: 		25
---|最大连续盈利次数: 	1
---|最大连续亏损次数: 	5
---|盈利次数: 		6
---|亏损次数: 		19
---|胜率: 		24.0%
---|最大回撤: 		-29.44%

盈亏: 		25563.55
---|最大盈利金额: 	11552.08
---|最大亏损金额: 	-578.47
---|盈利金额: 		31970.58
---|亏损金额: 		-6407.03

每笔平均盈利: 		1022.542
---|盈利单平均盈利: 		5328.43
---|亏损单平均亏损: 		-337.212

盈亏比(总金额): 		4.99
盈亏比(单笔平均): 		15.801
+++++BTCUSDT_1d+++++
2023-09-08 08:00:00, Short, 25910.5, -0.2407327627795681
2023-09-19 08:00:00, Short TS, 27210.26, -0.2407327627795681
loss
2023-10-29 08:00:00, Long, 31949.517192880947, 1.0737653457450114
2024-01-12 08:00:00, Long TS, 42782.73, 1.0737653457450114
win
2024-01-22 08:00:00, Short, 40985.06961448729, -0.22828457931160312
2024-01-26 08:00:00, Short TS, 41823.51, -0.22828457931160312
loss
2024-03-01 08:00:00, Long, 53782.65368873127, 0.637868941416477
2024-03-16 08:00:00, Long TS, 65300.63, 0.637868941416477
win
2024-03-25 08:00:00, Long, 69880.01, 0.08926023694043547
2024-04-02 08:00:00, Long TS, 65463.99, 0.08926023694043547
loss
2024-04-08 08:00:00, Long, 71620.0, 0.0870916817927953
2024-04-12 08:00:00, Long SL, 65890.40000000001, 0.0870916817927953
loss
2024-04-17 08:00:00, Short, 61277.37, -0.10179135054262281
2024-04-20 08:00:00, Short TS, 64940.59, -0.10179135054262281
loss
2024-04-30 08:00:00, Short, 60672.0, -0.10280699910996835
2024-05-03 08:00:00, Short TS, 62882.01, -0.10280699910996835
loss
2024-05-20 08:00:00, Long, 67865.66038336538, 0.13786441216585174
2024-06-14 08:00:00, Long TS, 66043.99, 0.13786441216585174
loss
2024-07-05 08:00:00, Short, 60849.18463678911, -0.3075229168919135
2024-07-06 08:00:00, Short TS, 58230.13, -0.3075229168919135
win
2024-07-07 08:00:00, Short, 55857.81, -0.11166757611872002
2024-07-13 08:00:00, Short TS, 59204.02, -0.11166757611872002
loss
2024-07-21 08:00:00, Long, 65831.94090011272, 0.142123401605253
2024-08-01 08:00:00, Long SL, 62712.1128, 0.142123401605253
loss
2024-09-05 08:00:00, Short, 56180.0, -0.11102716714133141
2024-09-09 08:00:00, Short TS, 57042.0, -0.11102716714133141
loss
2024-09-19 08:00:00, Long, 62947.99, 0.09908983988209949
2024-10-01 08:00:00, Long TS, 60805.78, 0.09908983988209949
loss
2024-11-11 08:00:00, Long, 74134.5930650344, 0.4627567638350007
2024-12-19 08:00:00, Long TS, 97461.86, 0.4627567638350007
win
2024-12-29 08:00:00, Short, 93738.2, -0.06654177539146261
2025-01-06 08:00:00, Short TS, 102235.6, -0.06654177539146261
loss
2025-01-09 08:00:00, Short, 92552.49, -0.06739425649164058
2025-01-14 08:00:00, Short TS, 96560.86, -0.06739425649164058
loss
2025-01-17 08:00:00, Long, 104077.48, 0.05993137276190777
2025-02-01 08:00:00, Long TS, 100635.65, 0.05993137276190777
loss
2025-02-28 08:00:00, Short, 87776.86313318243, -0.1421218764798175
2025-03-01 08:00:00, Short TS, 86064.53, -0.1421218764798175
win
2025-03-09 08:00:00, Short, 80734.37, -0.07725961384228303
2025-03-11 08:00:00, Short TS, 82932.99, -0.07725961384228303
loss
2025-03-13 08:00:00, Short, 81115.78, -0.07689633570681316
2025-03-24 08:00:00, Short TS, 87498.16, -0.07689633570681316
loss
2025-04-06 08:00:00, Short, 78430.0, -0.07952959645543796
2025-04-09 08:00:00, Short TS, 82615.22, -0.07952959645543796
loss
2025-05-12 08:00:00, Long, 97216.28837177833, 0.35288617730194105
2025-06-05 08:00:00, Long TS, 101508.68, 0.35288617730194105
win
2025-06-09 08:00:00, Long, 110263.02, 0.05656933983850614
2025-06-21 08:00:00, Long SL, 101441.9784, 0.05656933983850614
loss
2025-06-21 08:00:00, Short, 102120.01, -0.06108015706226429
2025-06-24 08:00:00, Short TS, 106083.0, -0.06108015706226429
loss
2025-06-29 08:00:00, Long, 108356.93, 0.05756444234808056