← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: STORJ/USDT/720/VWMA/SINWMA/6459

Strategy
STORJ/USDT/720/VWMA/SINWMA/6459
Pair
STORJ_USDT
Interval
12h
Score
344593
Daily Profit
0.213053
Profit Factor
1.495595
Profitability
46.969697
Streak
0.000000
Best Strategy
Training Data Length
1889.500000
Evaluation Time
2025-10-01 09:38
Expiration Time
2025-11-26 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402564.2129 339263.4544 63300.7585 87391.033 223672.8505 -136281.8175
Total P&L (%) 402.5642 339.2635 63.3008 87.391 223.6729 -136.2818
Avg Daily Profit (%) 0.2131 0.1796 0.0335 0.0332 0.0622 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112678 -96880 -122042 -166414 -75692 -262835
Profit Factor 1.4956 1.9458 1.1396 1.0798 1.5058 0.7913
Total Trades 132 66 66 132 66 66
Winning Trades 62 27 35 62 27 35
Losing Trades 70 39 31 70 39 31
Profitability (%) 46.9697 40.9091 53.0303 46.9697 40.9091 53.0303
Ratio Avg Win / Avg Loss 1.6886 2.8106 1.0093 1.2191 2.175 0.7008
Largest Winning Trade 152714 152714 49550 113103 113103 47212
Largest Losing Trade -61909 -31362 -61909 -107485 -35173 -107485
Avg Bars in Trades 28 21 34 28 21 34
Avg Bars in Winners 37 29 44 37 29 44
Avg Bars in Losers 19 16 23 19 16 23
Bars Traded 3707 1436 2271 3707 1436 2271
Profit Streak 0 0 48.7764 0 0 48.7764
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344593 -116573 -338821 -281780 -235160 -704003
Evaluation Data
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300681861,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 14,
            "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": [
        [
            402564.2129262033,
            339263.4544422645,
            63300.758483939,
            87391.0329611013,
            223672.8504550724,
            -136281.8174939712
        ],
        [
            402.564213,
            339.263454,
            63.300758,
            87.391033,
            223.67285,
            -136.281817
        ],
        [
            0.213053,
            0.179552,
            0.033501,
            0.033243,
            0.062182,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112678,
            -96880,
            -122042,
            -166414,
            -75692,
            -262835
        ],
        [
            1.495595,
            1.945791,
            1.13956,
            1.0798,
            1.505753,
            0.791256
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            46.969697,
            40.909091,
            53.030303,
            46.969697,
            40.909091,
            53.030303
        ],
        [
            1.688575,
            2.810587,
            1.009324,
            1.219129,
            2.174977,
            0.700826
        ],
        [
            152714,
            152714,
            49550,
            113103,
            113103,
            47212
        ],
        [
            -61909,
            -31362,
            -61909,
            -107485,
            -35173,
            -107485
        ],
        [
            28,
            21,
            34,
            28,
            21,
            34
        ],
        [
            37,
            29,
            44,
            37,
            29,
            44
        ],
        [
            19,
            16,
            23,
            19,
            16,
            23
        ],
        [
            3707,
            1436,
            2271,
            3707,
            1436,
            2271
        ],
        [
            0,
            0,
            48.77641,
            0,
            0,
            48.77641
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344593,
            -116573,
            -338821,
            -281780,
            -235160,
            -704003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STORJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1596067200000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300681861,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 14,
            "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)