← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEC/USDT/15/VWAP/KCU/7225

Strategy
ZEC/USDT/15/VWAP/KCU/7225
Pair
ZEC_USDT
Interval
15m
Score
652131
Daily Profit
0.842231
Profit Factor
10.999183
Profitability
74.193548
Streak
44.576453
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 16:50
Expiration Time
2025-12-24 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256668.5211 247914.716 8753.8051 774482.5007 788312.3783 -13829.8775
Total P&L (%) 256.6685 247.9147 8.7538 774.4825 788.3124 -13.8299
Avg Daily Profit (%) 0.9856 0.952 0.0336 0.8362 0.8422 -0.0571
Buy And Hold Return (%) 397.3962 397.3962 397.3962 397.3962 397.3962 397.3962
Max Trade Drawdown -27353 -25362 -5232 -51197 -48053 -45363
Profit Factor 4.6635 6.2013 1.3909 5.9751 10.9992 0.82
Total Trades 63 31 32 63 31 32
Winning Trades 41 23 18 41 23 18
Losing Trades 22 8 14 22 8 14
Profitability (%) 65.0794 74.1935 56.25 65.0794 74.1935 56.25
Ratio Avg Win / Avg Loss 2.5024 2.157 1.0818 3.2061 3.8258 0.6378
Largest Winning Trade 68202 68202 5348 234014 234014 13295
Largest Losing Trade -19158 -19158 -4931 -45363 -36876 -45363
Avg Bars in Trades 370 742 10 370 742 10
Avg Bars in Winners 404 714 6 404 714 6
Avg Bars in Losers 307 820 15 307 820 15
Bars Traded 23341 23003 338 23341 23003 338
Profit Streak 0 44.5765 0 0 44.5765 0
Trades During Streak 0 10 0 0 10 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -295759 -140986 -313188 -135962 652131 -581117
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737603900000,
    "first_datapoint_time": 1737671400000,
    "last_datapoint_time": 1760103000000,
    "evaluation_time": 1760104205504,
    "expiration_time": 1766583000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            256668.5211047846,
            247914.7159945464,
            8753.8051102382,
            774482.5007454312,
            788312.3782516441,
            -13829.8775062131
        ],
        [
            256.668521,
            247.914716,
            8.753805,
            774.482501,
            788.312378,
            -13.829878
        ],
        [
            0.985595,
            0.95198,
            0.033614,
            0.836155,
            0.842231,
            -0.05714
        ],
        [
            397.396156,
            397.396156,
            397.396156,
            397.396156,
            397.396156,
            397.396156
        ],
        [
            -27353,
            -25362,
            -5232,
            -51197,
            -48053,
            -45363
        ],
        [
            4.663509,
            6.20126,
            1.390856,
            5.97505,
            10.999183,
            0.820007
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            22,
            8,
            14,
            22,
            8,
            14
        ],
        [
            65.079365,
            74.193548,
            56.25,
            65.079365,
            74.193548,
            56.25
        ],
        [
            2.502371,
            2.15696,
            1.081777,
            3.206124,
            3.825803,
            0.637783
        ],
        [
            68202,
            68202,
            5348,
            234014,
            234014,
            13295
        ],
        [
            -19158,
            -19158,
            -4931,
            -45363,
            -36876,
            -45363
        ],
        [
            370,
            742,
            10,
            370,
            742,
            10
        ],
        [
            404,
            714,
            6,
            404,
            714,
            6
        ],
        [
            307,
            820,
            15,
            307,
            820,
            15
        ],
        [
            23341,
            23003,
            338,
            23341,
            23003,
            338
        ],
        [
            0,
            44.576452,
            0,
            0,
            44.576453,
            0
        ],
        [
            0,
            10,
            0,
            0,
            10,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -295759,
            -140986,
            -313188,
            -135962,
            652131,
            -581117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737603900000,
    "first_datapoint_time": 1737671400000,
    "last_datapoint_time": 1760103000000,
    "evaluation_time": 1760104205504,
    "expiration_time": 1766583000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)