← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: RSR/USDT/360/VWMA/SINWMA/1511

Strategy
RSR/USDT/360/VWMA/SINWMA/1511
Pair
RSR_USDT
Interval
6h
Score
449396
Daily Profit
0.156080
Profit Factor
2.207115
Profitability
61.904762
Streak
109.631410
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-26 06:09
Expiration Time
2025-11-19 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121047.4797 289450.5007 -168403.021 -115930.1383 28393.3116 -144323.4498
Total P&L (%) 121.0475 289.4505 -168.403 -115.9301 28.3933 -144.3235
Avg Daily Profit (%) 0.0653 0.1561 -0.0908 0 0.0135 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -345901 -96099 -308205 -174038 -28803 -99204
Profit Factor 1.1412 2.2071 0.7272 0.6663 1.3299 0.4478
Total Trades 83 42 41 83 42 41
Winning Trades 51 26 25 48 21 27
Losing Trades 32 16 16 35 21 14
Profitability (%) 61.4458 61.9048 60.9756 57.8313 50 65.8537
Ratio Avg Win / Avg Loss 0.7161 1.3582 0.4654 0.4859 1.3299 0.2322
Largest Winning Trade 79688 79688 67808 37175 37175 19158
Largest Losing Trade -194381 -58412 -194381 -75920 -25638 -75920
Avg Bars in Trades 84 43 127 84 43 127
Avg Bars in Winners 70 31 110 87 40 123
Avg Bars in Losers 107 61 153 81 45 134
Bars Traded 7034 1806 5228 7034 1806 5228
Profit Streak 52.8814 109.6314 0 0 0 142.1314
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171571 449396 -579319 -581040 -177779 -578115

Evaluation Data

{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856153827,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "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": [
        [
            121047.4796621697,
            289450.5006824868,
            -168403.0210203171,
            -115930.1382744651,
            28393.3115609928,
            -144323.4498354578
        ],
        [
            121.04748,
            289.450501,
            -168.403021,
            -115.930138,
            28.393312,
            -144.32345
        ],
        [
            0.065272,
            0.15608,
            -0.090808,
            0,
            0.013478,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -345901,
            -96099,
            -308205,
            -174038,
            -28803,
            -99204
        ],
        [
            1.141229,
            2.207115,
            0.727199,
            0.666339,
            1.329907,
            0.447849
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            51,
            26,
            25,
            48,
            21,
            27
        ],
        [
            32,
            16,
            16,
            35,
            21,
            14
        ],
        [
            61.445783,
            61.904762,
            60.97561,
            57.831325,
            50,
            65.853659
        ],
        [
            0.716066,
            1.358225,
            0.465407,
            0.485872,
            1.329907,
            0.232218
        ],
        [
            79688,
            79688,
            67808,
            37175,
            37175,
            19158
        ],
        [
            -194381,
            -58412,
            -194381,
            -75920,
            -25638,
            -75920
        ],
        [
            84,
            43,
            127,
            84,
            43,
            127
        ],
        [
            70,
            31,
            110,
            87,
            40,
            123
        ],
        [
            107,
            61,
            153,
            81,
            45,
            134
        ],
        [
            7034,
            1806,
            5228,
            7034,
            1806,
            5228
        ],
        [
            52.88141,
            109.63141,
            0,
            0,
            0,
            142.13141
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171571,
            449396,
            -579319,
            -581040,
            -177779,
            -578115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7418,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856153827,
    "expiration_time": 1763522064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "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)