← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/VWMA/KCU/4186

Strategy
WAVES/USDT/120/VWMA/KCU/4186
Pair
WAVES_USDT
Interval
2h
Score
520186
Daily Profit
0.440747
Profit Factor
1.909485
Profitability
49.572650
Streak
501.558240
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 713128.2704 660399.8744 52728.3961 357099.5416 -312018.527 669118.0686
Total P&L (%) 713.1283 660.3999 52.7284 357.0995 -312.0185 669.1181
Avg Daily Profit (%) 0.4407 0.4082 0.0326 0.094 0 0.1262
Buy And Hold Return (%) 25.7009 25.7009 25.7009 25.7009 25.7009 25.7009
Max Trade Drawdown -116523 -144354 -128645 -990323 -1204312 -103197
Profit Factor 1.9095 2.1913 1.2295 1.1163 0.8804 2.4516
Total Trades 117 58 59 117 58 59
Winning Trades 58 29 29 58 29 29
Losing Trades 59 29 30 59 29 30
Profitability (%) 49.5727 50 49.1525 49.5727 50 49.1525
Ratio Avg Win / Avg Loss 1.9424 2.1913 1.2719 1.1355 0.8804 2.5362
Largest Winning Trade 212418 212418 35975 538203 538203 263865
Largest Losing Trade -69025 -69025 -48329 -817375 -817375 -69170
Avg Bars in Trades 159 281 39 159 281 39
Avg Bars in Winners 152 262 43 152 262 43
Avg Bars in Losers 165 300 34 165 300 34
Bars Traded 18624 16312 2312 18624 16312 2312
Profit Streak 501.5582 0 547.4749 501.5582 0 547.4749
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520186 -166069 -332672 -159385 -760833 -195922

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849831927,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            713128.2704480465,
            660399.8743522248,
            52728.3960958215,
            357099.5416031107,
            -312018.5270465885,
            669118.068649699
        ],
        [
            713.12827,
            660.399874,
            52.728396,
            357.099542,
            -312.018527,
            669.118069
        ],
        [
            0.440747,
            0.408158,
            0.032589,
            0.093971,
            0,
            0.126166
        ],
        [
            25.700935,
            25.700935,
            25.700935,
            25.700935,
            25.700935,
            25.700935
        ],
        [
            -116523,
            -144354,
            -128645,
            -990323,
            -1204312,
            -103197
        ],
        [
            1.909485,
            2.191319,
            1.229496,
            1.116295,
            0.880439,
            2.451622
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            49.57265,
            50,
            49.152542,
            49.57265,
            50,
            49.152542
        ],
        [
            1.942407,
            2.191319,
            1.271892,
            1.135541,
            0.880439,
            2.536161
        ],
        [
            212418,
            212418,
            35975,
            538203,
            538203,
            263865
        ],
        [
            -69025,
            -69025,
            -48329,
            -817375,
            -817375,
            -69170
        ],
        [
            159,
            281,
            39,
            159,
            281,
            39
        ],
        [
            152,
            262,
            43,
            152,
            262,
            43
        ],
        [
            165,
            300,
            34,
            165,
            300,
            34
        ],
        [
            18624,
            16312,
            2312,
            18624,
            16312,
            2312
        ],
        [
            501.55824,
            0,
            547.474906,
            501.55824,
            0,
            547.474907
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520186,
            -166069,
            -332672,
            -159385,
            -760833,
            -195922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849831927,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)