← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ENS/USDT/720/VWAP/KCU/3261

Strategy
ENS/USDT/720/VWAP/KCU/3261
Pair
ENS_USDT
Interval
12h
Score
526303
Daily Profit
0.170125
Profit Factor
1.734943
Profitability
85.714286
Streak
55.857864
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-26 11:35
Expiration Time
2025-11-06 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240726.5763 174167.7317 66558.8445 182276.9691 175585.5754 6691.3937
Total P&L (%) 240.7266 174.1677 66.5588 182.277 175.5856 6.6914
Avg Daily Profit (%) 0.1701 0.1231 0.047 0.0734 0.0717 0.0046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92085 -47332 -88210 -312000 -182649 -234123
Profit Factor 1.7349 2.0037 1.4321 1.2039 1.3638 1.0163
Total Trades 105 52 53 105 52 53
Winning Trades 90 46 44 90 46 44
Losing Trades 15 6 9 15 6 9
Profitability (%) 85.7143 88.4615 83.0189 85.7143 88.4615 83.0189
Ratio Avg Win / Avg Loss 0.2892 0.2614 0.2929 0.2006 0.1779 0.2079
Largest Winning Trade 35341 35341 23870 37211 37211 28101
Largest Losing Trade -71222 -47332 -71222 -212316 -182649 -212316
Avg Bars in Trades 22 35 10 22 35 10
Avg Bars in Winners 7 9 6 7 9 6
Avg Bars in Losers 112 235 31 112 235 31
Bars Traded 2402 1854 547 2402 1854 547
Profit Streak 55.8579 140.8579 55.8579 55.8579 140.8579 55.8579
Trades During Streak 4 8 2 4 8 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526303 -201495 -305707 -90414 -272277 -731395

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642032000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875719465,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 129,
            "offset": 243,
            "scalar": 2
        }
    }
}
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": [
        [
            240726.5762841739,
            174167.7317429015,
            66558.8445412724,
            182276.9691036036,
            175585.5753725226,
            6691.393731081
        ],
        [
            240.726576,
            174.167732,
            66.558845,
            182.276969,
            175.585575,
            6.691394
        ],
        [
            0.170125,
            0.123087,
            0.047038,
            0.073364,
            0.071667,
            0.004578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92085,
            -47332,
            -88210,
            -312000,
            -182649,
            -234123
        ],
        [
            1.734943,
            2.003724,
            1.432135,
            1.203881,
            1.363796,
            1.016265
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            15,
            6,
            9,
            15,
            6,
            9
        ],
        [
            85.714286,
            88.461538,
            83.018868,
            85.714286,
            88.461538,
            83.018868
        ],
        [
            0.289157,
            0.261355,
            0.292937,
            0.200647,
            0.177886,
            0.207872
        ],
        [
            35341,
            35341,
            23870,
            37211,
            37211,
            28101
        ],
        [
            -71222,
            -47332,
            -71222,
            -212316,
            -182649,
            -212316
        ],
        [
            22,
            35,
            10,
            22,
            35,
            10
        ],
        [
            7,
            9,
            6,
            7,
            9,
            6
        ],
        [
            112,
            235,
            31,
            112,
            235,
            31
        ],
        [
            2402,
            1854,
            547,
            2402,
            1854,
            547
        ],
        [
            55.857864,
            140.857864,
            55.857864,
            55.857864,
            140.857864,
            55.857864
        ],
        [
            4,
            8,
            2,
            4,
            8,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526303,
            -201495,
            -305707,
            -90414,
            -272277,
            -731395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642032000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875719465,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 129,
            "offset": 243,
            "scalar": 2
        }
    }
}

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)