← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: STORJ/USDT/240/SINWMA/VWAP/4954

Strategy
STORJ/USDT/240/SINWMA/VWAP/4954
Pair
STORJ_USDT
Interval
4h
Score
505006
Daily Profit
0.342406
Profit Factor
1.701152
Profitability
59.629630
Streak
0.000000
Best Strategy
Training Data Length
1896.170000
Evaluation Time
2025-10-08 09:26
Expiration Time
2025-12-04 03:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649260.7228 450900.0411 198360.6817 -1263557.3968 -275503.5409 -988053.8559
Total P&L (%) 649.2607 450.9 198.3607 -1263.5574 -275.5035 -988.0539
Avg Daily Profit (%) 0.3424 0.2378 0.1046 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177838 -72204 -186935 -1575975 -658956 -1153699
Profit Factor 1.7012 2.1116 1.3812 0.6553 0.8313 0.5138
Total Trades 270 135 135 270 135 135
Winning Trades 161 81 80 111 59 52
Losing Trades 109 54 55 159 76 83
Profitability (%) 59.6296 60 59.2593 41.1111 43.7037 38.5185
Ratio Avg Win / Avg Loss 1.1517 1.4078 0.9496 0.9386 1.0709 0.8201
Largest Winning Trade 72462 72462 42670 261964 142075 261964
Largest Losing Trade -111180 -35444 -111180 -304856 -304856 -248733
Avg Bars in Trades 40 43 38 40 43 38
Avg Bars in Winners 38 41 35 43 49 36
Avg Bars in Losers 43 46 41 38 38 39
Bars Traded 11018 5881 5137 11018 5881 5137
Profit Streak 0 10.9351 0 8.7684 0 11.2684
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505006 453290 -53407 -582152 -581756 -584347
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11377,
    "evaluation_days": 1896.17,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1598212800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759904788782,
    "expiration_time": 1764810864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 140
        }
    }
}
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": [
        [
            649260.7227927139,
            450900.0410934425,
            198360.6816992714,
            -1263557.3967798764,
            -275503.5408883162,
            -988053.8558915597
        ],
        [
            649.260723,
            450.900041,
            198.360682,
            -1263.557397,
            -275.503541,
            -988.053856
        ],
        [
            0.342406,
            0.237795,
            0.104611,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177838,
            -72204,
            -186935,
            -1575975,
            -658956,
            -1153699
        ],
        [
            1.701152,
            2.111634,
            1.38119,
            0.655276,
            0.831326,
            0.513771
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            161,
            81,
            80,
            111,
            59,
            52
        ],
        [
            109,
            54,
            55,
            159,
            76,
            83
        ],
        [
            59.62963,
            60,
            59.259259,
            41.111111,
            43.703704,
            38.518519
        ],
        [
            1.151712,
            1.407756,
            0.949568,
            0.938639,
            1.07086,
            0.820058
        ],
        [
            72462,
            72462,
            42670,
            261964,
            142075,
            261964
        ],
        [
            -111180,
            -35444,
            -111180,
            -304856,
            -304856,
            -248733
        ],
        [
            40,
            43,
            38,
            40,
            43,
            38
        ],
        [
            38,
            41,
            35,
            43,
            49,
            36
        ],
        [
            43,
            46,
            41,
            38,
            38,
            39
        ],
        [
            11018,
            5881,
            5137,
            11018,
            5881,
            5137
        ],
        [
            0,
            10.935055,
            0,
            8.768389,
            0,
            11.268389
        ],
        [
            0,
            1,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505006,
            453290,
            -53407,
            -582152,
            -581756,
            -584347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11377,
    "evaluation_days": 1896.17,
    "actual_first_datapoint_time": 1596081600000,
    "first_datapoint_time": 1598212800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759904788782,
    "expiration_time": 1764810864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 140
        }
    }
}

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)