← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SXP/USDT/240/VWMA/DCM/1914

Strategy
SXP/USDT/240/VWMA/DCM/1914
Pair
SXP_USDT
Interval
4h
Score
320820
Daily Profit
0.157293
Profit Factor
1.407996
Profitability
47.200000
Streak
71.301881
Best Strategy
Training Data Length
1901.670000
Evaluation Time
2025-10-04 06:14
Expiration Time
2025-11-30 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299119.0133 212030.8573 87088.156 -4221.5383 19071.081 -23292.6192
Total P&L (%) 299.119 212.0309 87.0882 -4.2215 19.0711 -23.2926
Avg Daily Profit (%) 0.1573 0.1115 0.0458 -0.0023 0.0092 -0.0139
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149364 -131730 -168238 -98690 -39935 -113675
Profit Factor 1.408 1.4785 1.3003 0.9867 1.1121 0.8417
Total Trades 125 62 63 125 62 63
Winning Trades 59 26 33 59 26 33
Losing Trades 66 36 30 66 36 30
Profitability (%) 47.2 41.9355 52.381 47.2 41.9355 52.381
Ratio Avg Win / Avg Loss 1.575 2.0472 1.1821 1.1038 1.5399 0.7652
Largest Winning Trade 149103 149103 35717 31531 31531 15942
Largest Losing Trade -62933 -62933 -58298 -33487 -28271 -33487
Avg Bars in Trades 82 96 67 82 96 67
Avg Bars in Winners 103 97 108 103 97 108
Avg Bars in Losers 62 96 22 62 96 22
Bars Traded 10271 6008 4263 10271 6008 4263
Profit Streak 71.3019 0 196.6352 71.3019 0 196.6352
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320820 -199452 -277055 -579310 -441722 -726173
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11410,
    "evaluation_days": 1901.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598731200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547682488,
    "expiration_time": 1764465120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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": [
        [
            299119.0132677899,
            212030.8572718145,
            87088.1559959755,
            -4221.5382816309,
            19071.0809517074,
            -23292.6192333382
        ],
        [
            299.119013,
            212.030857,
            87.088156,
            -4.221538,
            19.071081,
            -23.292619
        ],
        [
            0.157293,
            0.111497,
            0.045796,
            -0.002268,
            0.009179,
            -0.013943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149364,
            -131730,
            -168238,
            -98690,
            -39935,
            -113675
        ],
        [
            1.407996,
            1.47851,
            1.300267,
            0.986693,
            1.112149,
            0.841741
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            47.2,
            41.935484,
            52.380952,
            47.2,
            41.935484,
            52.380952
        ],
        [
            1.575046,
            2.047168,
            1.182061,
            1.103758,
            1.539898,
            0.76522
        ],
        [
            149103,
            149103,
            35717,
            31531,
            31531,
            15942
        ],
        [
            -62933,
            -62933,
            -58298,
            -33487,
            -28271,
            -33487
        ],
        [
            82,
            96,
            67,
            82,
            96,
            67
        ],
        [
            103,
            97,
            108,
            103,
            97,
            108
        ],
        [
            62,
            96,
            22,
            62,
            96,
            22
        ],
        [
            10271,
            6008,
            4263,
            10271,
            6008,
            4263
        ],
        [
            71.301881,
            0,
            196.635214,
            71.301881,
            0,
            196.635214
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320820,
            -199452,
            -277055,
            -579310,
            -441722,
            -726173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11410,
    "evaluation_days": 1901.67,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1598731200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547682488,
    "expiration_time": 1764465120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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)