← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: COMP/USDT/120/VWMA/DCM/7604

Strategy
COMP/USDT/120/VWMA/DCM/7604
Pair
COMP_USDT
Interval
2h
Score
377141
Daily Profit
0.229682
Profit Factor
1.453616
Profitability
45.018450
Streak
43.347498
Best Strategy
Training Data Length
1916.830000
Evaluation Time
2025-09-28 01:20
Expiration Time
2025-12-02 16:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440261.0774 287887.4911 152373.5864 519980.7225 516221.2606 3759.4619
Total P&L (%) 440.2611 287.8875 152.3736 519.9807 516.2213 3.7595
Avg Daily Profit (%) 0.2297 0.1502 0.0795 0.0952 0.0949 0.0019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100100 -73685 -118734 -1100427 -751292 -432889
Profit Factor 1.4536 1.5856 1.3181 1.1109 1.2322 1.0015
Total Trades 271 136 135 271 136 135
Winning Trades 122 57 65 122 57 65
Losing Trades 149 79 70 149 79 70
Profitability (%) 45.0185 41.9118 48.1481 45.0185 41.9118 48.1481
Ratio Avg Win / Avg Loss 1.7753 2.1976 1.4195 1.3567 1.7078 1.0786
Largest Winning Trade 115745 115745 47002 791216 791216 288845
Largest Losing Trade -28259 -28259 -27897 -304773 -174959 -304773
Avg Bars in Trades 83 72 95 83 72 95
Avg Bars in Winners 125 106 142 125 106 142
Avg Bars in Losers 49 48 51 49 48 51
Bars Traded 22763 9877 12886 22763 9877 12886
Profit Streak 43.3475 43.3475 50.8475 43.3475 43.3475 50.8475
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377141 264577 -86974 -163538 -67845 -575221
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594072800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759011623799,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "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": [
        [
            440261.0774229842,
            287887.4910572498,
            152373.5863657345,
            519980.7225476237,
            516221.260626071,
            3759.4619215527
        ],
        [
            440.261077,
            287.887491,
            152.373586,
            519.980723,
            516.221261,
            3.759462
        ],
        [
            0.229682,
            0.150189,
            0.079492,
            0.095229,
            0.094912,
            0.001925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100100,
            -73685,
            -118734,
            -1100427,
            -751292,
            -432889
        ],
        [
            1.453616,
            1.585602,
            1.318141,
            1.110853,
            1.232218,
            1.001523
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            122,
            57,
            65,
            122,
            57,
            65
        ],
        [
            149,
            79,
            70,
            149,
            79,
            70
        ],
        [
            45.01845,
            41.911765,
            48.148148,
            45.01845,
            41.911765,
            48.148148
        ],
        [
            1.775317,
            2.197589,
            1.419536,
            1.356697,
            1.707811,
            1.078564
        ],
        [
            115745,
            115745,
            47002,
            791216,
            791216,
            288845
        ],
        [
            -28259,
            -28259,
            -27897,
            -304773,
            -174959,
            -304773
        ],
        [
            83,
            72,
            95,
            83,
            72,
            95
        ],
        [
            125,
            106,
            142,
            125,
            106,
            142
        ],
        [
            49,
            48,
            51,
            49,
            48,
            51
        ],
        [
            22763,
            9877,
            12886,
            22763,
            9877,
            12886
        ],
        [
            43.347498,
            43.347498,
            50.847498,
            43.347498,
            43.347498,
            50.847498
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377141,
            264577,
            -86974,
            -163538,
            -67845,
            -575221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594072800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759011623799,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "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)