← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SNX/USDT/720/VWAP/KCL/6262

Strategy
SNX/USDT/720/VWAP/KCL/6262
Pair
SNX_USDT
Interval
12h
Score
710074
Daily Profit
0.160033
Profit Factor
6.861006
Profitability
93.548387
Streak
513.783295
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-10 09:47
Expiration Time
2025-12-06 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454390.0507 147287.3762 307102.6745 4901839.5617 917100.7386 3984738.8231
Total P&L (%) 454.3901 147.2874 307.1027 4901.8396 917.1007 3984.7388
Avg Daily Profit (%) 0.2368 0.0768 0.16 0.2041 0.1209 0.1935
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51863 -29350 -52397 -1812673 -1016943 -1829587
Profit Factor 5.2573 3.7108 6.861 2.3934 1.5432 3.1779
Total Trades 63 32 31 63 32 31
Winning Trades 54 25 29 54 25 29
Losing Trades 9 7 2 9 7 2
Profitability (%) 85.7143 78.125 93.5484 85.7143 78.125 93.5484
Ratio Avg Win / Avg Loss 0.8762 1.039 0.4732 0.3989 0.4321 0.2192
Largest Winning Trade 59137 59137 43635 880377 749764 880377
Largest Losing Trade -31973 -13098 -31973 -1017296 -510932 -1017296
Avg Bars in Trades 46 11 82 46 11 82
Avg Bars in Winners 31 5 53 31 5 53
Avg Bars in Losers 137 33 500 137 33 500
Bars Traded 2926 363 2563 2926 363 2563
Profit Streak 171.2833 171.2833 513.7833 171.2833 171.2833 513.7833
Trades During Streak 4 2 16 4 2 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132031 -79872 710074 -135318 -26366 647000
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078876668,
    "expiration_time": 1765028448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            454390.0506789674,
            147287.3761722917,
            307102.6745066756,
            4901839.561696287,
            917100.7385658495,
            3984738.8231304395
        ],
        [
            454.390051,
            147.287376,
            307.102675,
            4901.839562,
            917.100739,
            3984.738823
        ],
        [
            0.236785,
            0.076752,
            0.160033,
            0.204085,
            0.120945,
            0.193509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51863,
            -29350,
            -52397,
            -1812673,
            -1016943,
            -1829587
        ],
        [
            5.257321,
            3.710784,
            6.861006,
            2.393439,
            1.543238,
            3.177944
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            9,
            7,
            2,
            9,
            7,
            2
        ],
        [
            85.714286,
            78.125,
            93.548387,
            85.714286,
            78.125,
            93.548387
        ],
        [
            0.87622,
            1.03902,
            0.473173,
            0.398907,
            0.432107,
            0.219169
        ],
        [
            59137,
            59137,
            43635,
            880377,
            749764,
            880377
        ],
        [
            -31973,
            -13098,
            -31973,
            -1017296,
            -510932,
            -1017296
        ],
        [
            46,
            11,
            82,
            46,
            11,
            82
        ],
        [
            31,
            5,
            53,
            31,
            5,
            53
        ],
        [
            137,
            33,
            500,
            137,
            33,
            500
        ],
        [
            2926,
            363,
            2563,
            2926,
            363,
            2563
        ],
        [
            171.283295,
            171.283295,
            513.783295,
            171.283295,
            171.283295,
            513.783295
        ],
        [
            4,
            2,
            16,
            4,
            2,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132031,
            -79872,
            710074,
            -135318,
            -26366,
            647000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1594296000000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078876668,
    "expiration_time": 1765028448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)