← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SXP/USDT/240/SWMA/VWAP/3907

Strategy
SXP/USDT/240/SWMA/VWAP/3907
Pair
SXP_USDT
Interval
4h
Score
342582
Daily Profit
0.183196
Profit Factor
1.312422
Profitability
51.384615
Streak
0.000000
Best Strategy
Training Data Length
1899.000000
Evaluation Time
2025-10-01 13:43
Expiration Time
2025-11-27 09:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347890.1472 207709.9304 140180.2168 51953.6438 6465.3607 45488.283
Total P&L (%) 347.8901 207.7099 140.1802 51.9536 6.4654 45.4883
Avg Daily Profit (%) 0.1832 0.1094 0.0738 0.022 0.0033 0.0197
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108764 -81333 -119972 -165054 -122172 -84503
Profit Factor 1.3124 1.365 1.2574 1.0482 1.0111 1.0923
Total Trades 325 163 162 325 163 162
Winning Trades 167 79 88 167 79 88
Losing Trades 158 84 74 158 84 74
Profitability (%) 51.3846 48.4663 54.321 51.3846 48.4663 54.321
Ratio Avg Win / Avg Loss 1.2417 1.4514 1.0574 0.9917 1.0751 0.9185
Largest Winning Trade 134271 134271 67828 109386 109386 35882
Largest Losing Trade -64308 -40753 -64308 -47649 -47649 -35411
Avg Bars in Trades 34 37 30 34 37 30
Avg Bars in Winners 31 35 28 31 35 28
Avg Bars in Losers 36 39 33 36 39 33
Bars Traded 11076 6106 4970 11076 6106 4970
Profit Streak 0 0 19.4467 0 0 19.4467
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342582 -46784 -92234 -331895 -562841 -286568
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11394,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598040000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759315394808,
    "expiration_time": 1764227808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 146
        }
    }
}
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": [
        [
            347890.147200025,
            207709.9304453059,
            140180.2167547189,
            51953.6437540945,
            6465.3607304691,
            45488.2830236254
        ],
        [
            347.890147,
            207.70993,
            140.180217,
            51.953644,
            6.465361,
            45.488283
        ],
        [
            0.183196,
            0.109379,
            0.073818,
            0.022035,
            0.003299,
            0.019745
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108764,
            -81333,
            -119972,
            -165054,
            -122172,
            -84503
        ],
        [
            1.312422,
            1.365039,
            1.257439,
            1.048226,
            1.011063,
            1.092286
        ],
        [
            325,
            163,
            162,
            325,
            163,
            162
        ],
        [
            167,
            79,
            88,
            167,
            79,
            88
        ],
        [
            158,
            84,
            74,
            158,
            84,
            74
        ],
        [
            51.384615,
            48.466258,
            54.320988,
            51.384615,
            48.466258,
            54.320988
        ],
        [
            1.241693,
            1.451433,
            1.057392,
            0.991735,
            1.075055,
            0.918513
        ],
        [
            134271,
            134271,
            67828,
            109386,
            109386,
            35882
        ],
        [
            -64308,
            -40753,
            -64308,
            -47649,
            -47649,
            -35411
        ],
        [
            34,
            37,
            30,
            34,
            37,
            30
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            11076,
            6106,
            4970,
            11076,
            6106,
            4970
        ],
        [
            0,
            0,
            19.446699,
            0,
            0,
            19.446699
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342582,
            -46784,
            -92234,
            -331895,
            -562841,
            -286568
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11394,
    "evaluation_days": 1899,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598040000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759315394808,
    "expiration_time": 1764227808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 146
        }
    }
}

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)