← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ROSE/USDT/480/VWAP/HMA/1950

Strategy
ROSE/USDT/480/VWAP/HMA/1950
Pair
ROSE_USDT
Interval
8h
Score
555033
Daily Profit
0.266675
Profit Factor
3.238697
Profitability
53.191489
Streak
27.042281
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 12:00
Expiration Time
2025-11-18 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618080.2411 472547.4509 145532.7901 1736421.6076 1636023.9244 100397.6832
Total P&L (%) 618.0802 472.5475 145.5328 1736.4216 1636.0239 100.3977
Avg Daily Profit (%) 0.3488 0.2667 0.0821 0.1644 0.1612 0.0392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71871 -68214 -60559 -1495685 -1445928 -1190228
Profit Factor 2.5318 3.2387 1.7564 1.2538 1.4789 1.0293
Total Trades 94 47 47 94 47 47
Winning Trades 52 25 27 52 25 27
Losing Trades 42 22 20 42 22 20
Profitability (%) 55.3191 53.1915 57.4468 55.3191 53.1915 57.4468
Ratio Avg Win / Avg Loss 2.0449 2.8501 1.301 1.0127 1.3015 0.7625
Largest Winning Trade 196974 196974 73366 1319078 1319078 980062
Largest Losing Trade -47341 -33495 -47341 -969198 -919198 -969198
Avg Bars in Trades 54 50 58 54 50 58
Avg Bars in Winners 77 67 86 77 67 86
Avg Bars in Losers 26 31 20 26 31 20
Bars Traded 5115 2360 2755 5115 2360 2755
Profit Streak 0 27.0423 0 0 27.0423 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542745 555033 -80035 305108 357098 -329389

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610496000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877253116,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 106
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 154,
            "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": [
        [
            618080.2410953442,
            472547.4509488202,
            145532.7901465241,
            1736421.6076499936,
            1636023.9244005736,
            100397.6832494196
        ],
        [
            618.080241,
            472.547451,
            145.53279,
            1736.421608,
            1636.023924,
            100.397683
        ],
        [
            0.348804,
            0.266675,
            0.082129,
            0.164379,
            0.161201,
            0.039236
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71871,
            -68214,
            -60559,
            -1495685,
            -1445928,
            -1190228
        ],
        [
            2.531823,
            3.238697,
            1.756361,
            1.253847,
            1.478933,
            1.029318
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            55.319149,
            53.191489,
            57.446809,
            55.319149,
            53.191489,
            57.446809
        ],
        [
            2.044934,
            2.850053,
            1.301008,
            1.012722,
            1.301461,
            0.762458
        ],
        [
            196974,
            196974,
            73366,
            1319078,
            1319078,
            980062
        ],
        [
            -47341,
            -33495,
            -47341,
            -969198,
            -919198,
            -969198
        ],
        [
            54,
            50,
            58,
            54,
            50,
            58
        ],
        [
            77,
            67,
            86,
            77,
            67,
            86
        ],
        [
            26,
            31,
            20,
            26,
            31,
            20
        ],
        [
            5115,
            2360,
            2755,
            5115,
            2360,
            2755
        ],
        [
            0,
            27.042281,
            0,
            0,
            27.042281,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542745,
            555033,
            -80035,
            305108,
            357098,
            -329389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610496000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877253116,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 106
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 154,
            "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)