← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/60/KCB/VWMA/4328

Strategy
WAVES/USDT/60/KCB/VWMA/4328
Pair
WAVES_USDT
Interval
1h
Score
305268
Daily Profit
0.191128
Profit Factor
2.180275
Profitability
41.379310
Streak
512.773343
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-04 23:33
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 144788.4044 110296.3946 34492.0098 150439.1867 189964.3845 -39525.1978
Total P&L (%) 144.7884 110.2964 34.492 150.4392 189.9644 -39.5252
Avg Daily Profit (%) 0.2509 0.1911 0.0598 0.1592 0.1846 -0.0871
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81670 -53145 -34654 -349525 -216243 -146430
Profit Factor 1.8417 2.1803 1.439 1.2494 1.5898 0.8594
Total Trades 58 29 29 58 29 29
Winning Trades 26 12 14 26 12 14
Losing Trades 32 17 15 32 17 15
Profitability (%) 44.8276 41.3793 48.2759 44.8276 41.3793 48.2759
Ratio Avg Win / Avg Loss 2.2667 3.0887 1.5418 1.5377 2.2523 0.9208
Largest Winning Trade 67878 67878 30213 195519 195519 44448
Largest Losing Trade -20665 -20665 -15308 -91239 -83214 -91239
Avg Bars in Trades 221 232 210 221 232 210
Avg Bars in Winners 348 390 313 348 390 313
Avg Bars in Losers 117 120 114 117 120 114
Bars Traded 12833 6730 6103 12833 6730 6103
Profit Streak 507.3567 512.7733 0 507.3567 512.7733 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169766 305268 -114896 -173159 260722 -581893
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669582800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759610016853,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "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": [
        [
            144788.4043839463,
            110296.3945518798,
            34492.0098320665,
            150439.1867148525,
            189964.3844658979,
            -39525.1977510451
        ],
        [
            144.788404,
            110.296395,
            34.49201,
            150.439187,
            189.964384,
            -39.525198
        ],
        [
            0.250898,
            0.191128,
            0.05977,
            0.159211,
            0.184649,
            -0.087115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81670,
            -53145,
            -34654,
            -349525,
            -216243,
            -146430
        ],
        [
            1.841684,
            2.180275,
            1.438984,
            1.24938,
            1.589828,
            0.859433
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            44.827586,
            41.37931,
            48.275862,
            44.827586,
            41.37931,
            48.275862
        ],
        [
            2.266689,
            3.088722,
            1.541768,
            1.537699,
            2.252256,
            0.920822
        ],
        [
            67878,
            67878,
            30213,
            195519,
            195519,
            44448
        ],
        [
            -20665,
            -20665,
            -15308,
            -91239,
            -83214,
            -91239
        ],
        [
            221,
            232,
            210,
            221,
            232,
            210
        ],
        [
            348,
            390,
            313,
            348,
            390,
            313
        ],
        [
            117,
            120,
            114,
            117,
            120,
            114
        ],
        [
            12833,
            6730,
            6103,
            12833,
            6730,
            6103
        ],
        [
            507.356676,
            512.773343,
            0,
            507.356677,
            512.773343,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169766,
            305268,
            -114896,
            -173159,
            260722,
            -581893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669582800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759610016853,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "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)