← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/240/VWMA/SSF/9955

Strategy
ONE/USDT/240/VWMA/SSF/9955
Pair
ONE_USDT
Interval
4h
Score
754865
Daily Profit
0.975686
Profit Factor
4.337298
Profitability
50.476190
Streak
0.000000
Best Strategy
Training Data Length
2321.000000
Evaluation Time
2025-10-08 13:33
Expiration Time
2025-12-17 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2264566.6001 2021571.2766 242995.3236 51116131.4206 -4891151.4779 56007282.8985
Total P&L (%) 2264.5666 2021.5713 242.9953 51116.1314 -4891.1515 56007.2829
Avg Daily Profit (%) 0.9757 0.871 0.1047 0.2692 0 0.2731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109708 -127542 -72946 -53291189 -64873766 -29498160
Profit Factor 4.3373 6.591 1.7666 1.228 0.9653 1.6737
Total Trades 105 53 52 105 53 52
Winning Trades 53 24 29 53 24 29
Losing Trades 52 29 23 52 29 23
Profitability (%) 50.4762 45.283 55.7692 50.4762 45.283 55.7692
Ratio Avg Win / Avg Loss 4.2555 7.9641 1.4011 1.2049 1.1664 1.3274
Largest Winning Trade 1415294 1415294 79900 25669697 24354088 25669697
Largest Losing Trade -49651 -30672 -49651 -20895340 -20895340 -15740508
Avg Bars in Trades 124 105 143 124 105 143
Avg Bars in Winners 160 137 180 160 137 180
Avg Bars in Losers 86 78 96 86 78 96
Bars Traded 13020 5580 7439 13020 5580 7439
Profit Streak 0 0 50.9398 0 0 50.9398
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 754865 -160133 -229718 310102 -761001 -168021
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13926,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561694400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919596764,
    "expiration_time": 1765926432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 135,
            "offset": 0,
            "poles": 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": [
        [
            2264566.6001431714,
            2021571.2765654265,
            242995.3235777449,
            51116131.42057921,
            -4891151.477898642,
            56007282.89847785
        ],
        [
            2264.5666,
            2021.571277,
            242.995324,
            51116.131421,
            -4891.151478,
            56007.282898
        ],
        [
            0.975686,
            0.870992,
            0.104694,
            0.269153,
            0,
            0.273093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109708,
            -127542,
            -72946,
            -53291189,
            -64873766,
            -29498160
        ],
        [
            4.337298,
            6.590991,
            1.76658,
            1.228046,
            0.965315,
            1.673716
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            50.47619,
            45.283019,
            55.769231,
            50.47619,
            45.283019,
            55.769231
        ],
        [
            4.255463,
            7.964114,
            1.401081,
            1.204876,
            1.166422,
            1.32743
        ],
        [
            1415294,
            1415294,
            79900,
            25669697,
            24354088,
            25669697
        ],
        [
            -49651,
            -30672,
            -49651,
            -20895340,
            -20895340,
            -15740508
        ],
        [
            124,
            105,
            143,
            124,
            105,
            143
        ],
        [
            160,
            137,
            180,
            160,
            137,
            180
        ],
        [
            86,
            78,
            96,
            86,
            78,
            96
        ],
        [
            13020,
            5580,
            7439,
            13020,
            5580,
            7439
        ],
        [
            0,
            0,
            50.939777,
            0,
            0,
            50.939777
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            754865,
            -160133,
            -229718,
            310102,
            -761001,
            -168021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13926,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561694400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919596764,
    "expiration_time": 1765926432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 135,
            "offset": 0,
            "poles": 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)