← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CHZ/USDT/240/KCU/VWAP/7899

Strategy
CHZ/USDT/240/KCU/VWAP/7899
Pair
CHZ_USDT
Interval
4h
Score
448743
Daily Profit
0.910695
Profit Factor
7.910658
Profitability
32.258065
Streak
0.000000
Best Strategy
Training Data Length
2214.170000
Evaluation Time
2025-09-28 15:16
Expiration Time
2025-12-03 20:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2040769.7203 2016433.5843 24336.136 2230265.9844 3070515.4217 -840249.4373
Total P&L (%) 2040.7697 2016.4336 24.3361 2230.266 3070.5154 -840.2494
Avg Daily Profit (%) 0.9217 0.9107 0.011 0.1423 0.1562 0
Buy And Hold Return (%) 489.9863 489.9863 489.9863 489.9863 489.9863 489.9863
Max Trade Drawdown -114582 -69339 -133757 -3255209 -1692163 -2339174
Profit Factor 3.7597 7.9107 1.0544 1.1764 1.6004 0.8884
Total Trades 185 93 92 185 93 92
Winning Trades 46 30 16 46 30 16
Losing Trades 139 63 76 139 63 76
Profitability (%) 24.8649 32.2581 17.3913 24.8649 32.2581 17.3913
Ratio Avg Win / Avg Loss 11.3608 16.6124 5.0082 3.5547 3.3608 4.22
Largest Winning Trade 1838862 1838862 57011 2677737 2677737 1186065
Largest Losing Trade -19292 -17072 -19292 -574486 -396282 -574486
Avg Bars in Trades 70 41 98 70 41 98
Avg Bars in Winners 220 105 436 220 105 436
Avg Bars in Losers 20 11 27 20 11 27
Bars Traded 12987 3892 9095 12987 3892 9095
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11360 448743 -567209 -59226 107935 -641658
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13285,
    "evaluation_days": 2214.17,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571256000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759061791132,
    "expiration_time": 1764785520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2040769.7203184175,
            2016433.5843106583,
            24336.136007759,
            2230265.9843575675,
            3070515.4217070774,
            -840249.4373495087
        ],
        [
            2040.76972,
            2016.433584,
            24.336136,
            2230.265984,
            3070.515422,
            -840.249437
        ],
        [
            0.921686,
            0.910695,
            0.010991,
            0.142302,
            0.156229,
            0
        ],
        [
            489.986262,
            489.986262,
            489.986262,
            489.986262,
            489.986262,
            489.986262
        ],
        [
            -114582,
            -69339,
            -133757,
            -3255209,
            -1692163,
            -2339174
        ],
        [
            3.759696,
            7.910658,
            1.054358,
            1.176379,
            1.60038,
            0.88842
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            46,
            30,
            16,
            46,
            30,
            16
        ],
        [
            139,
            63,
            76,
            139,
            63,
            76
        ],
        [
            24.864865,
            32.258065,
            17.391304,
            24.864865,
            32.258065,
            17.391304
        ],
        [
            11.36082,
            16.612381,
            5.008198,
            3.554709,
            3.360797,
            4.219995
        ],
        [
            1838862,
            1838862,
            57011,
            2677737,
            2677737,
            1186065
        ],
        [
            -19292,
            -17072,
            -19292,
            -574486,
            -396282,
            -574486
        ],
        [
            70,
            41,
            98,
            70,
            41,
            98
        ],
        [
            220,
            105,
            436,
            220,
            105,
            436
        ],
        [
            20,
            11,
            27,
            20,
            11,
            27
        ],
        [
            12987,
            3892,
            9095,
            12987,
            3892,
            9095
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11360,
            448743,
            -567209,
            -59226,
            107935,
            -641658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13285,
    "evaluation_days": 2214.17,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571256000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759061791132,
    "expiration_time": 1764785520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)