← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/360/VWMA/SINWMA/1872

Strategy
ONE/USDT/360/VWMA/SINWMA/1872
Pair
ONE_USDT
Interval
6h
Score
673912
Daily Profit
0.206469
Profit Factor
17.367524
Profitability
55.882353
Streak
161.265732
Best Strategy
Training Data Length
2314.250000
Evaluation Time
2025-10-01 09:22
Expiration Time
2025-12-09 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2700489.2121 -186540.3161 -2513948.8959 -99435.0925 11730760.328 -11830195.4205
Total P&L (%) -2700.4892 -186.5403 -2513.9489 -99.4351 11730.7603 -11830.1954
Avg Daily Profit (%) -1.1669 -0.0806 -1.0863 -0.2234 0.2065 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2789995 -198022 -2615619 -15520511 -225536 -18857244
Profit Factor 0.1842 0.5587 0.1294 0.995 17.3675 0.3847
Total Trades 69 34 35 69 34 35
Winning Trades 41 16 25 39 19 20
Losing Trades 28 18 10 30 15 15
Profitability (%) 59.4203 47.0588 71.4286 56.5217 55.8824 57.1429
Ratio Avg Win / Avg Loss 0.1258 0.6285 0.0518 0.7654 13.7112 0.2885
Largest Winning Trade 48226 48226 43797 7010362 7010362 2229539
Largest Losing Trade -2081797 -78680 -2081797 -14644906 -197219 -14644906
Avg Bars in Trades 129 139 119 129 139 119
Avg Bars in Winners 71 68 73 135 162 109
Avg Bars in Losers 214 203 233 121 111 132
Bars Traded 8920 4750 4170 8920 4750 4170
Profit Streak 161.2657 161.2657 280.5157 161.2657 161.2657 336.0157
Trades During Streak 7 3 4 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684086 -580585 -576638 -684462 673912 -578477
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562781600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299759256,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "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": [
        [
            -2700489.2120507755,
            -186540.3161467856,
            -2513948.8959039897,
            -99435.0924962026,
            11730760.328043448,
            -11830195.420539651
        ],
        [
            -2700.489212,
            -186.540316,
            -2513.948896,
            -99.435092,
            11730.760328,
            -11830.195421
        ],
        [
            -1.166896,
            -0.080605,
            -1.086291,
            -0.223419,
            0.206469,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2789995,
            -198022,
            -2615619,
            -15520511,
            -225536,
            -18857244
        ],
        [
            0.184217,
            0.55868,
            0.129404,
            0.995014,
            17.367524,
            0.384673
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            41,
            16,
            25,
            39,
            19,
            20
        ],
        [
            28,
            18,
            10,
            30,
            15,
            15
        ],
        [
            59.42029,
            47.058824,
            71.428571,
            56.521739,
            55.882353,
            57.142857
        ],
        [
            0.125807,
            0.628516,
            0.051762,
            0.765395,
            13.711204,
            0.288505
        ],
        [
            48226,
            48226,
            43797,
            7010362,
            7010362,
            2229539
        ],
        [
            -2081797,
            -78680,
            -2081797,
            -14644906,
            -197219,
            -14644906
        ],
        [
            129,
            139,
            119,
            129,
            139,
            119
        ],
        [
            71,
            68,
            73,
            135,
            162,
            109
        ],
        [
            214,
            203,
            233,
            121,
            111,
            132
        ],
        [
            8920,
            4750,
            4170,
            8920,
            4750,
            4170
        ],
        [
            161.265732,
            161.265732,
            280.515732,
            161.265732,
            161.265732,
            336.015732
        ],
        [
            7,
            3,
            4,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -684086,
            -580585,
            -576638,
            -684462,
            673912,
            -578477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562781600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299759256,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "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)