← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/480/VWAP/WMA/7350

Strategy
ONE/USDT/480/VWAP/WMA/7350
Pair
ONE_USDT
Interval
8h
Score
684767
Daily Profit
0.779989
Profit Factor
4.069845
Profitability
47.959184
Streak
0.000000
Best Strategy
Training Data Length
2323.330000
Evaluation Time
2025-10-10 06:45
Expiration Time
2025-12-18 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1665102.9726 1812172.7058 -147069.7332 -100722.9334 141285.2419 -242008.1753
Total P&L (%) 1665.103 1812.1727 -147.0697 -100.7229 141.2852 -242.0082
Avg Daily Profit (%) 0.7167 0.78 -0.0633 0 0.0379 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -299915 -226899 -240754 -485213 -239365 -280090
Profit Factor 2.3547 4.0698 0.7698 0.8686 1.3683 0.3683
Total Trades 195 98 97 195 98 97
Winning Trades 92 47 45 101 52 49
Losing Trades 103 51 52 94 46 48
Profitability (%) 47.1795 47.9592 46.3918 51.7949 53.0612 50.5155
Ratio Avg Win / Avg Loss 2.6362 4.4162 0.8895 0.8084 1.2104 0.3608
Largest Winning Trade 1782746 1782746 67856 186379 186379 32372
Largest Losing Trade -103554 -66619 -103554 -245847 -239365 -245847
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 38 35 40 36 36 37
Avg Bars in Losers 30 26 33 30 24 36
Bars Traded 6620 3037 3583 6620 3037 3583
Profit Streak 0 0 0 28.4898 121.4898 28.4898
Trades During Streak 0 0 0 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607057 684767 -582476 -578059 -140255 -580466
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6970,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565136000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067917164,
    "expiration_time": 1766076480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 130
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 202,
            "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": [
        [
            1665102.972584541,
            1812172.7057576855,
            -147069.7331731447,
            -100722.9334145105,
            141285.2418987944,
            -242008.1753133051
        ],
        [
            1665.102973,
            1812.172706,
            -147.069733,
            -100.722933,
            141.285242,
            -242.008175
        ],
        [
            0.716688,
            0.779989,
            -0.063301,
            0,
            0.037919,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -299915,
            -226899,
            -240754,
            -485213,
            -239365,
            -280090
        ],
        [
            2.354684,
            4.069845,
            0.769783,
            0.868632,
            1.368315,
            0.368326
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            92,
            47,
            45,
            101,
            52,
            49
        ],
        [
            103,
            51,
            52,
            94,
            46,
            48
        ],
        [
            47.179487,
            47.959184,
            46.391753,
            51.794872,
            53.061224,
            50.515464
        ],
        [
            2.636223,
            4.416215,
            0.889527,
            0.808429,
            1.210432,
            0.360809
        ],
        [
            1782746,
            1782746,
            67856,
            186379,
            186379,
            32372
        ],
        [
            -103554,
            -66619,
            -103554,
            -245847,
            -239365,
            -245847
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            38,
            35,
            40,
            36,
            36,
            37
        ],
        [
            30,
            26,
            33,
            30,
            24,
            36
        ],
        [
            6620,
            3037,
            3583,
            6620,
            3037,
            3583
        ],
        [
            0,
            0,
            0,
            28.489782,
            121.489782,
            28.489782
        ],
        [
            0,
            0,
            0,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607057,
            684767,
            -582476,
            -578059,
            -140255,
            -580466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6970,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565136000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067917164,
    "expiration_time": 1766076480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 130
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 202,
            "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)