← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/240/WMA/VWMA/8474

Strategy
ONE/USDT/240/WMA/VWMA/8474
Pair
ONE_USDT
Interval
4h
Score
352845
Daily Profit
0.201579
Profit Factor
1.616728
Profitability
53.773585
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 04:43
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258536.8469 465076.0861 -206539.2392 -100276.8716 56371.4078 -156648.2794
Total P&L (%) 258.5368 465.0761 -206.5392 -100.2769 56.3714 -156.6483
Avg Daily Profit (%) 0.1121 0.2016 -0.0895 0 0.0194 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225048 -139552 -324227 -361046 -188116 -193593
Profit Factor 1.1644 1.6167 0.7477 0.8393 1.1868 0.5137
Total Trades 213 106 107 213 106 107
Winning Trades 107 57 50 107 57 50
Losing Trades 106 49 57 106 49 57
Profitability (%) 50.2347 53.7736 46.729 50.2347 53.7736 46.729
Ratio Avg Win / Avg Loss 1.1535 1.3898 0.8524 0.8314 1.0202 0.5857
Largest Winning Trade 207774 207774 55247 87686 87686 57730
Largest Losing Trade -103666 -52839 -103666 -182021 -182021 -70879
Avg Bars in Trades 60 81 39 60 81 39
Avg Bars in Winners 55 69 39 64 88 36
Avg Bars in Losers 65 95 39 57 73 42
Bars Traded 12898 8652 4246 12898 8652 4246
Profit Streak 0 0 0 5.5718 7.2384 5.5718
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81961 352845 -582319 -578457 -182013 -581614

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851001903,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "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": [
        [
            258536.8469208865,
            465076.086121085,
            -206539.2392001988,
            -100276.8716200879,
            56371.4078244084,
            -156648.2794444963
        ],
        [
            258.536847,
            465.076086,
            -206.539239,
            -100.276872,
            56.371408,
            -156.648279
        ],
        [
            0.112058,
            0.201579,
            -0.089521,
            0,
            0.019379,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225048,
            -139552,
            -324227,
            -361046,
            -188116,
            -193593
        ],
        [
            1.164378,
            1.616728,
            0.747727,
            0.839276,
            1.18681,
            0.513737
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            107,
            57,
            50,
            107,
            57,
            50
        ],
        [
            106,
            49,
            57,
            106,
            49,
            57
        ],
        [
            50.234742,
            53.773585,
            46.728972,
            50.234742,
            53.773585,
            46.728972
        ],
        [
            1.153496,
            1.389818,
            0.852408,
            0.831432,
            1.02024,
            0.585661
        ],
        [
            207774,
            207774,
            55247,
            87686,
            87686,
            57730
        ],
        [
            -103666,
            -52839,
            -103666,
            -182021,
            -182021,
            -70879
        ],
        [
            60,
            81,
            39,
            60,
            81,
            39
        ],
        [
            55,
            69,
            39,
            64,
            88,
            36
        ],
        [
            65,
            95,
            39,
            57,
            73,
            42
        ],
        [
            12898,
            8652,
            4246,
            12898,
            8652,
            4246
        ],
        [
            0,
            0,
            0,
            5.571781,
            7.238448,
            5.571781
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81961,
            352845,
            -582319,
            -578457,
            -182013,
            -581614
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851001903,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "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)