← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: OCEAN/USDT/720/HWMA/VWAP/3026

Strategy
OCEAN/USDT/720/HWMA/VWAP/3026
Pair
OCEAN_USDT
Interval
12h
Score
341122
Daily Profit
0.182129
Profit Factor
1.226291
Profitability
60.861759
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-26 06:47
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243106.3066 257257.6173 -14151.3106 -64567.8705 308508.0398 -373075.9103
Total P&L (%) 243.1063 257.2576 -14.1513 -64.5679 308.508 -373.0759
Avg Daily Profit (%) 0.1721 0.1821 -0.01 -0.0734 0.0997 0
Buy And Hold Return (%) 12.3692 12.3692 12.3692 12.3692 12.3692 12.3692
Max Trade Drawdown -166479 -139477 -168421 -474261 -373848 -503628
Profit Factor 1.1018 1.2263 0.9887 0.9867 1.1362 0.8555
Total Trades 1114 557 557 1114 557 557
Winning Trades 670 339 331 670 339 331
Losing Trades 444 218 226 444 218 226
Profitability (%) 60.1436 60.8618 59.4255 60.1436 60.8618 59.4255
Ratio Avg Win / Avg Loss 0.7301 0.7886 0.6751 0.6539 0.7306 0.5841
Largest Winning Trade 32189 32189 16811 111365 111365 34638
Largest Losing Trade -63889 -40332 -63889 -183839 -113010 -183839
Avg Bars in Trades 2 2 2 2 2 2
Avg Bars in Winners 1 1 1 1 1 1
Avg Bars in Losers 3 4 3 3 4 3
Bars Traded 2819 1428 1391 2819 1428 1391
Profit Streak 0 0 457.658 0 0 457.658
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95302 341122 -576338 -573204 -128274 -576338

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758858450525,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.99602,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            243106.306624983,
            257257.6172642654,
            -14151.3106392825,
            -64567.870467663,
            308508.039818902,
            -373075.9102865644
        ],
        [
            243.106307,
            257.257617,
            -14.151311,
            -64.56787,
            308.50804,
            -373.07591
        ],
        [
            0.172111,
            0.182129,
            -0.010019,
            -0.073428,
            0.099684,
            0
        ],
        [
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242
        ],
        [
            -166479,
            -139477,
            -168421,
            -474261,
            -373848,
            -503628
        ],
        [
            1.101759,
            1.226291,
            0.988699,
            0.986683,
            1.136157,
            0.85554
        ],
        [
            1114,
            557,
            557,
            1114,
            557,
            557
        ],
        [
            670,
            339,
            331,
            670,
            339,
            331
        ],
        [
            444,
            218,
            226,
            444,
            218,
            226
        ],
        [
            60.143627,
            60.861759,
            59.425494,
            60.143627,
            60.861759,
            59.425494
        ],
        [
            0.730121,
            0.788588,
            0.675063,
            0.653861,
            0.730626,
            0.584145
        ],
        [
            32189,
            32189,
            16811,
            111365,
            111365,
            34638
        ],
        [
            -63889,
            -40332,
            -63889,
            -183839,
            -113010,
            -183839
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            1,
            1,
            1,
            1,
            1,
            1
        ],
        [
            3,
            4,
            3,
            3,
            4,
            3
        ],
        [
            2819,
            1428,
            1391,
            2819,
            1428,
            1391
        ],
        [
            0,
            0,
            457.657992,
            0,
            0,
            457.657992
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95302,
            341122,
            -576338,
            -573204,
            -128274,
            -576338
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758858450525,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.99602,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)