← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: NEO/USDT/120/DCM/VWMA/1693

Strategy
NEO/USDT/120/DCM/VWMA/1693
Pair
NEO_USDT
Interval
2h
Score
403393
Daily Profit
0.231672
Profit Factor
1.342242
Profitability
56.310680
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-05 00:11
Expiration Time
2025-12-18 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482534.2154 325614.6693 156919.5461 771797.2243 186025.6988 585771.5255
Total P&L (%) 482.5342 325.6147 156.9195 771.7972 186.0257 585.7715
Avg Daily Profit (%) 0.2317 0.1563 0.0753 0.104 0.0505 0.0925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135287 -124685 -111415 -979551 -1172992 -712412
Profit Factor 1.3422 1.4391 1.2348 1.0872 1.0389 1.1441
Total Trades 412 206 206 412 206 206
Winning Trades 232 117 115 232 117 115
Losing Trades 180 89 91 180 89 91
Profitability (%) 56.3107 56.7961 55.8252 56.3107 56.7961 55.8252
Ratio Avg Win / Avg Loss 1.0414 1.0947 0.9771 0.8435 0.7903 0.9053
Largest Winning Trade 46524 46524 44270 243612 236836 243612
Largest Losing Trade -41055 -29354 -41055 -239772 -239772 -237205
Avg Bars in Trades 59 58 61 59 58 61
Avg Bars in Winners 53 50 56 53 50 56
Avg Bars in Losers 67 68 66 67 68 66
Bars Traded 24621 12053 12568 24621 12053 12568
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403393 345073 -93056 -176963 -303521 -131467
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579586400000,
    "first_datapoint_time": 1580983200000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612267204,
    "expiration_time": 1766086444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "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": [
        [
            482534.2153857448,
            325614.6693027494,
            156919.5460829952,
            771797.2243134874,
            186025.698816421,
            585771.5254970668
        ],
        [
            482.534215,
            325.614669,
            156.919546,
            771.797224,
            186.025699,
            585.771525
        ],
        [
            0.231672,
            0.156333,
            0.07534,
            0.104018,
            0.050469,
            0.092483
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135287,
            -124685,
            -111415,
            -979551,
            -1172992,
            -712412
        ],
        [
            1.342242,
            1.439066,
            1.234799,
            1.087234,
            1.038894,
            1.144116
        ],
        [
            412,
            206,
            206,
            412,
            206,
            206
        ],
        [
            232,
            117,
            115,
            232,
            117,
            115
        ],
        [
            180,
            89,
            91,
            180,
            89,
            91
        ],
        [
            56.31068,
            56.796117,
            55.825243,
            56.31068,
            56.796117,
            55.825243
        ],
        [
            1.041395,
            1.094674,
            0.977102,
            0.843544,
            0.79027,
            0.905344
        ],
        [
            46524,
            46524,
            44270,
            243612,
            236836,
            243612
        ],
        [
            -41055,
            -29354,
            -41055,
            -239772,
            -239772,
            -237205
        ],
        [
            59,
            58,
            61,
            59,
            58,
            61
        ],
        [
            53,
            50,
            56,
            53,
            50,
            56
        ],
        [
            67,
            68,
            66,
            67,
            68,
            66
        ],
        [
            24621,
            12053,
            12568,
            24621,
            12053,
            12568
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403393,
            345073,
            -93056,
            -176963,
            -303521,
            -131467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579586400000,
    "first_datapoint_time": 1580983200000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612267204,
    "expiration_time": 1766086444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "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)