← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SNX/USDT/720/OHLC4/VWMA/6549

Strategy
SNX/USDT/720/OHLC4/VWMA/6549
Pair
SNX_USDT
Interval
12h
Score
523295
Daily Profit
0.161268
Profit Factor
1.540505
Profitability
88.709677
Streak
75.931017
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-10-02 01:20
Expiration Time
2025-11-27 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308102.8034 194018.5129 114084.2905 -8511693.9372 -1653962.1635 -6857731.7737
Total P&L (%) 308.1028 194.0185 114.0843 -8511.6939 -1653.9622 -6857.7318
Avg Daily Profit (%) 0.1613 0.1016 0.0597 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -251160 -63696 -251160 -8610979 -3051640 -6906695
Profit Factor 1.5405 1.7818 1.3544 0.5461 0.8197 0.2838
Total Trades 124 62 62 124 62 62
Winning Trades 110 54 56 19 12 7
Losing Trades 14 8 6 105 50 55
Profitability (%) 88.7097 87.0968 90.3226 15.3226 19.3548 11.2903
Ratio Avg Win / Avg Loss 0.1961 0.264 0.1451 3.0177 3.4156 2.2297
Largest Winning Trade 35363 29553 35363 2918860 2918860 1644788
Largest Losing Trade -251160 -58863 -251160 -942452 -942452 -803327
Avg Bars in Trades 28 37 19 28 37 19
Avg Bars in Winners 11 11 12 106 144 40
Avg Bars in Losers 159 215 86 14 12 16
Bars Traded 3542 2351 1191 3542 2351 1191
Profit Streak 75.931 75.931 285.931 0 0 0
Trades During Streak 16 8 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523295 -204797 -261883 -649860 -787153 -822419
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759357239880,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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": [
        [
            308102.8033957303,
            194018.5129232032,
            114084.2904725274,
            -8511693.937214723,
            -1653962.1635274854,
            -6857731.773687237
        ],
        [
            308.102803,
            194.018513,
            114.08429,
            -8511.693937,
            -1653.962164,
            -6857.731774
        ],
        [
            0.161268,
            0.101554,
            0.059714,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -251160,
            -63696,
            -251160,
            -8610979,
            -3051640,
            -6906695
        ],
        [
            1.540505,
            1.781848,
            1.354438,
            0.546059,
            0.819746,
            0.283781
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            110,
            54,
            56,
            19,
            12,
            7
        ],
        [
            14,
            8,
            6,
            105,
            50,
            55
        ],
        [
            88.709677,
            87.096774,
            90.322581,
            15.322581,
            19.354839,
            11.290323
        ],
        [
            0.196064,
            0.263978,
            0.145118,
            3.017693,
            3.41561,
            2.229705
        ],
        [
            35363,
            29553,
            35363,
            2918860,
            2918860,
            1644788
        ],
        [
            -251160,
            -58863,
            -251160,
            -942452,
            -942452,
            -803327
        ],
        [
            28,
            37,
            19,
            28,
            37,
            19
        ],
        [
            11,
            11,
            12,
            106,
            144,
            40
        ],
        [
            159,
            215,
            86,
            14,
            12,
            16
        ],
        [
            3542,
            2351,
            1191,
            3542,
            2351,
            1191
        ],
        [
            75.931017,
            75.931017,
            285.931017,
            0,
            0,
            0
        ],
        [
            16,
            8,
            14,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523295,
            -204797,
            -261883,
            -649860,
            -787153,
            -822419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3821,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759357239880,
    "expiration_time": 1764272016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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)