← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ONE/USDT/720/MIDPRICE/VWAP/1005

Strategy
ONE/USDT/720/MIDPRICE/VWAP/1005
Pair
ONE_USDT
Interval
12h
Score
328428
Daily Profit
0.271859
Profit Factor
4.394703
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
2323.000000
Evaluation Time
2025-10-10 02:03
Expiration Time
2025-12-18 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615184.9326 631528.2522 -16343.3195 529984.8256 1363906.2243 -833921.3987
Total P&L (%) 615.1849 631.5283 -16.3433 529.9848 1363.9062 -833.9214
Avg Daily Profit (%) 0.2648 0.2719 -0.007 0.0793 0.1156 0
Buy And Hold Return (%) 83.8966 83.8966 83.8966 83.8966 83.8966 83.8966
Max Trade Drawdown -155968 -60080 -172497 -1222946 -511077 -1116408
Profit Factor 2.3174 4.3947 0.9418 1.1807 2.158 0.5246
Total Trades 67 34 33 67 34 33
Winning Trades 18 11 7 18 11 7
Losing Trades 49 23 26 49 23 26
Profitability (%) 26.8657 32.3529 21.2121 26.8657 32.3529 21.2121
Ratio Avg Win / Avg Loss 6.3084 9.1889 3.4982 3.2143 4.5121 1.9487
Largest Winning Trade 346298 346298 93131 1140289 1140289 254086
Largest Losing Trade -33927 -19700 -33927 -395056 -211685 -395056
Avg Bars in Trades 59 37 81 59 37 81
Avg Bars in Winners 185 93 330 185 93 330
Avg Bars in Losers 13 11 14 13 11 14
Bars Traded 3987 1286 2701 3987 1286 2701
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 -129865 328428 -624534 -250625 -41039 -624534
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4646,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569499200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760050981013,
    "expiration_time": 1766032416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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": [
        [
            615184.9326134681,
            631528.2521607921,
            -16343.319547324,
            529984.8256348269,
            1363906.2243408277,
            -833921.3987060004
        ],
        [
            615.184933,
            631.528252,
            -16.34332,
            529.984826,
            1363.906224,
            -833.921399
        ],
        [
            0.264823,
            0.271859,
            -0.007035,
            0.079262,
            0.115594,
            0
        ],
        [
            83.89662,
            83.89662,
            83.89662,
            83.89662,
            83.89662,
            83.89662
        ],
        [
            -155968,
            -60080,
            -172497,
            -1222946,
            -511077,
            -1116408
        ],
        [
            2.317384,
            4.394703,
            0.941827,
            1.180748,
            2.157956,
            0.524648
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            18,
            11,
            7,
            18,
            11,
            7
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            26.865672,
            32.352941,
            21.212121,
            26.865672,
            32.352941,
            21.212121
        ],
        [
            6.308434,
            9.188923,
            3.498213,
            3.214257,
            4.51209,
            1.948694
        ],
        [
            346298,
            346298,
            93131,
            1140289,
            1140289,
            254086
        ],
        [
            -33927,
            -19700,
            -33927,
            -395056,
            -211685,
            -395056
        ],
        [
            59,
            37,
            81,
            59,
            37,
            81
        ],
        [
            185,
            93,
            330,
            185,
            93,
            330
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            3987,
            1286,
            2701,
            3987,
            1286,
            2701
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129865,
            328428,
            -624534,
            -250625,
            -41039,
            -624534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4646,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569499200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760050981013,
    "expiration_time": 1766032416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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)