← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: NEAR/USDT/720/VWAP/SWMA/2858

Strategy
NEAR/USDT/720/VWAP/SWMA/2858
Pair
NEAR_USDT
Interval
12h
Score
625569
Daily Profit
0.177911
Profit Factor
4.420984
Profitability
54.545455
Streak
903.742911
Best Strategy
Training Data Length
1821.500000
Evaluation Time
2025-10-09 08:49
Expiration Time
2025-12-02 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -289652.3115 70009.2852 -359661.5966 3348488.5461 900788.5015 2447700.0446
Total P&L (%) -289.6523 70.0093 -359.6616 3348.4885 900.7885 2447.7
Avg Daily Profit (%) -0.159 0.0384 -0.1975 0.1946 0.1265 0.1779
Buy And Hold Return (%) 29.3962 29.3962 29.3962 29.3962 29.3962 29.3962
Max Trade Drawdown -529115 -118028 -484062 -990514 -990514 -708164
Profit Factor 0.6773 1.28 0.4446 2.3205 1.4949 4.421
Total Trades 89 45 44 89 45 44
Winning Trades 78 39 39 46 22 24
Losing Trades 11 6 5 43 23 20
Profitability (%) 87.6404 86.6667 88.6364 51.6854 48.8889 54.5455
Ratio Avg Win / Avg Loss 0.0955 0.1969 0.057 2.1691 1.5628 3.6842
Largest Winning Trade 23781 23781 22196 1370673 370871 1370673
Largest Losing Trade -461716 -53743 -461716 -990514 -990514 -176142
Avg Bars in Trades 35 40 31 35 40 31
Avg Bars in Winners 13 9 17 39 44 34
Avg Bars in Losers 193 237 141 32 36 28
Bars Traded 3199 1812 1387 3199 1812 1387
Profit Streak 153.2429 153.2429 488.2429 153.2429 153.2429 903.7429
Trades During Streak 18 9 17 18 9 18
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573908 -141474 -574446 525201 -20124 625569
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3643,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1611619200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988987503,
    "expiration_time": 1764689328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 209,
            "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": [
        [
            -289652.3114826519,
            70009.2851595214,
            -359661.5966421732,
            3348488.5460884934,
            900788.5014714249,
            2447700.044617068
        ],
        [
            -289.652311,
            70.009285,
            -359.661597,
            3348.488546,
            900.788501,
            2447.700045
        ],
        [
            -0.159019,
            0.038435,
            -0.197454,
            0.194563,
            0.126535,
            0.177911
        ],
        [
            29.39621,
            29.39621,
            29.39621,
            29.39621,
            29.39621,
            29.39621
        ],
        [
            -529115,
            -118028,
            -484062,
            -990514,
            -990514,
            -708164
        ],
        [
            0.677277,
            1.280031,
            0.444556,
            2.320481,
            1.494853,
            4.420984
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            78,
            39,
            39,
            46,
            22,
            24
        ],
        [
            11,
            6,
            5,
            43,
            23,
            20
        ],
        [
            87.640449,
            86.666667,
            88.636364,
            51.685393,
            48.888889,
            54.545455
        ],
        [
            0.095513,
            0.196928,
            0.056994,
            2.169145,
            1.562801,
            3.684153
        ],
        [
            23781,
            23781,
            22196,
            1370673,
            370871,
            1370673
        ],
        [
            -461716,
            -53743,
            -461716,
            -990514,
            -990514,
            -176142
        ],
        [
            35,
            40,
            31,
            35,
            40,
            31
        ],
        [
            13,
            9,
            17,
            39,
            44,
            34
        ],
        [
            193,
            237,
            141,
            32,
            36,
            28
        ],
        [
            3199,
            1812,
            1387,
            3199,
            1812,
            1387
        ],
        [
            153.242911,
            153.242911,
            488.242911,
            153.242911,
            153.242911,
            903.742911
        ],
        [
            18,
            9,
            17,
            18,
            9,
            18
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573908,
            -141474,
            -574446,
            525201,
            -20124,
            625569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3643,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1611619200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988987503,
    "expiration_time": 1764689328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 209,
            "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)