← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ETC/USDT/120/PWMA/VWAP/8783

Strategy
ETC/USDT/120/PWMA/VWAP/8783
Pair
ETC_USDT
Interval
2h
Score
304101
Daily Profit
0.345365
Profit Factor
1.562723
Profitability
33.454545
Streak
0.000000
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-09-28 22:09
Expiration Time
2025-12-12 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 719394.6281 595974.4608 123420.1674 3263065.4952 2919207.1221 343858.3731
Total P&L (%) 719.3946 595.9745 123.4202 3263.0655 2919.2071 343.8584
Avg Daily Profit (%) 0.3454 0.2861 0.0593 0.1689 0.1637 0.0716
Buy And Hold Return (%) 104.4007 104.4007 104.4007 104.4007 104.4007 104.4007
Max Trade Drawdown -116659 -81891 -68604 -8923612 -6225490 -5258960
Profit Factor 1.5627 1.93 1.1936 1.056 1.1025 1.0116
Total Trades 550 275 275 550 275 275
Winning Trades 184 84 100 184 84 100
Losing Trades 366 191 175 366 191 175
Profitability (%) 33.4545 30.5455 36.3636 33.4545 30.5455 36.3636
Ratio Avg Win / Avg Loss 3.1085 4.3884 2.0888 2.1006 2.507 1.7702
Largest Winning Trade 200059 200059 42469 2787421 2787421 1779369
Largest Losing Trade -17191 -11723 -17191 -1329045 -947319 -1329045
Avg Bars in Trades 45 42 47 45 42 47
Avg Bars in Winners 86 84 87 86 84 87
Avg Bars in Losers 24 24 24 24 24 24
Bars Traded 24782 11777 13005 24782 11777 13005
Profit Streak 0 0 37.2152 0 0 37.2152
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304101 176225 -232812 -153563 -105570 -310364
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086595132,
    "expiration_time": 1765561363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "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": [
        [
            719394.628148809,
            595974.460797446,
            123420.1673513628,
            3263065.4951971024,
            2919207.122072573,
            343858.3731245389
        ],
        [
            719.394628,
            595.974461,
            123.420167,
            3263.065495,
            2919.207122,
            343.858373
        ],
        [
            0.345365,
            0.286114,
            0.059251,
            0.168911,
            0.163724,
            0.071573
        ],
        [
            104.400747,
            104.400747,
            104.400747,
            104.400747,
            104.400747,
            104.400747
        ],
        [
            -116659,
            -81891,
            -68604,
            -8923612,
            -6225490,
            -5258960
        ],
        [
            1.562723,
            1.929966,
            1.193582,
            1.056037,
            1.102546,
            1.011553
        ],
        [
            550,
            275,
            275,
            550,
            275,
            275
        ],
        [
            184,
            84,
            100,
            184,
            84,
            100
        ],
        [
            366,
            191,
            175,
            366,
            191,
            175
        ],
        [
            33.454545,
            30.545455,
            36.363636,
            33.454545,
            30.545455,
            36.363636
        ],
        [
            3.108459,
            4.388375,
            2.088768,
            2.100596,
            2.50698,
            1.770218
        ],
        [
            200059,
            200059,
            42469,
            2787421,
            2787421,
            1779369
        ],
        [
            -17191,
            -11723,
            -17191,
            -1329045,
            -947319,
            -1329045
        ],
        [
            45,
            42,
            47,
            45,
            42,
            47
        ],
        [
            86,
            84,
            87,
            86,
            84,
            87
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            24782,
            11777,
            13005,
            24782,
            11777,
            13005
        ],
        [
            0,
            0,
            37.215221,
            0,
            0,
            37.215221
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304101,
            176225,
            -232812,
            -153563,
            -105570,
            -310364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086595132,
    "expiration_time": 1765561363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "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)