← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: GRT/USDT/120/VWAP/DCU/4849

Strategy
GRT/USDT/120/VWAP/DCU/4849
Pair
GRT_USDT
Interval
2h
Score
318266
Daily Profit
0.183146
Profit Factor
1.234679
Profitability
42.592593
Streak
18.925042
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-26 07:12
Expiration Time
2025-11-26 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318918.3153 340368.9533 -21450.6381 -83863.7549 15411.7533 -99275.5082
Total P&L (%) 318.9183 340.369 -21.4506 -83.8638 15.4118 -99.2755
Avg Daily Profit (%) 0.1831 0.1955 -0.0123 -0.1047 0.0082 -0.2826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -252382 -234806 -119909 -499726 -365559 -207446
Profit Factor 1.2347 1.4117 0.9597 0.9324 1.0225 0.8215
Total Trades 378 189 189 378 189 189
Winning Trades 161 71 90 161 71 90
Losing Trades 217 118 99 217 118 99
Profitability (%) 42.5926 37.5661 47.619 42.5926 37.5661 47.619
Ratio Avg Win / Avg Loss 1.6641 2.3462 1.0557 1.2567 1.6994 0.9037
Largest Winning Trade 292239 292239 53573 327911 327911 143864
Largest Losing Trade -38868 -36144 -38868 -149462 -71940 -149462
Avg Bars in Trades 54 72 37 54 72 37
Avg Bars in Winners 73 98 53 73 98 53
Avg Bars in Losers 41 56 22 41 56 22
Bars Traded 20760 13717 7043 20760 13717 7043
Profit Streak 18.925 20.0917 18.925 18.925 20.0917 18.925
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318266 220409 -579043 -578543 -389747 -580709

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609020000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758859923683,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 107
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 38,
            "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": [
        [
            318918.3152599066,
            340368.9533244173,
            -21450.6380645107,
            -83863.7548669949,
            15411.7533343535,
            -99275.5082013485
        ],
        [
            318.918315,
            340.368953,
            -21.450638,
            -83.863755,
            15.411753,
            -99.275508
        ],
        [
            0.183146,
            0.195465,
            -0.012319,
            -0.104699,
            0.008232,
            -0.282571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -252382,
            -234806,
            -119909,
            -499726,
            -365559,
            -207446
        ],
        [
            1.234679,
            1.411711,
            0.959697,
            0.932387,
            1.022531,
            0.821548
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            161,
            71,
            90,
            161,
            71,
            90
        ],
        [
            217,
            118,
            99,
            217,
            118,
            99
        ],
        [
            42.592593,
            37.566138,
            47.619048,
            42.592593,
            37.566138,
            47.619048
        ],
        [
            1.664132,
            2.346223,
            1.055667,
            1.256695,
            1.699417,
            0.903703
        ],
        [
            292239,
            292239,
            53573,
            327911,
            327911,
            143864
        ],
        [
            -38868,
            -36144,
            -38868,
            -149462,
            -71940,
            -149462
        ],
        [
            54,
            72,
            37,
            54,
            72,
            37
        ],
        [
            73,
            98,
            53,
            73,
            98,
            53
        ],
        [
            41,
            56,
            22,
            41,
            56,
            22
        ],
        [
            20760,
            13717,
            7043,
            20760,
            13717,
            7043
        ],
        [
            18.925042,
            20.091709,
            18.925042,
            18.925043,
            20.091709,
            18.925043
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318266,
            220409,
            -579043,
            -578543,
            -389747,
            -580709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609020000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758859923683,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 107
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 38,
            "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)