← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: EGLD/USDT/240/MIDPRICE/VWMA/8793

Strategy
EGLD/USDT/240/MIDPRICE/VWMA/8793
Pair
EGLD_USDT
Interval
4h
Score
618878
Daily Profit
0.902796
Profit Factor
7.021734
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1854.670000
Evaluation Time
2025-10-01 17:04
Expiration Time
2025-11-26 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1783545.3767 1674388.0495 109157.3273 2072261.3561 -440689.4496 2512950.8057
Total P&L (%) 1783.5454 1674.388 109.1573 2072.2614 -440.6895 2512.9508
Avg Daily Profit (%) 0.9617 0.9028 0.0589 0.1661 0 0.1761
Buy And Hold Return (%) 87.6047 87.6047 87.6047 87.6047 87.6047 87.6047
Max Trade Drawdown -98123 -83135 -57008 -3113181 -2522097 -1276331
Profit Factor 4.5723 7.0217 1.4935 1.2259 0.9223 1.7178
Total Trades 67 34 33 67 34 33
Winning Trades 30 13 17 30 13 17
Losing Trades 37 21 16 37 21 16
Profitability (%) 44.7761 38.2353 51.5152 44.7761 38.2353 51.5152
Ratio Avg Win / Avg Loss 5.6392 11.3428 1.4056 1.5119 1.4899 1.6167
Largest Winning Trade 1423051 1423051 66194 1299811 1289814 1299811
Largest Losing Trade -40160 -40160 -34015 -881656 -881656 -726067
Avg Bars in Trades 155 130 182 155 130 182
Avg Bars in Winners 230 209 247 230 209 247
Avg Bars in Losers 94 81 113 94 81 113
Bars Traded 10443 4423 6020 10443 4423 6020
Profit Streak 0 0 325.0864 0 0 325.0864
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102521 618878 -200787 -114819 -583703 453805
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11128,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327467939,
    "expiration_time": 1764127296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "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": [
        [
            1783545.37674197,
            1674388.0494818103,
            109157.3272601592,
            2072261.3561480157,
            -440689.4495763849,
            2512950.8057243996
        ],
        [
            1783.545377,
            1674.388049,
            109.157327,
            2072.261356,
            -440.68945,
            2512.950806
        ],
        [
            0.961651,
            0.902796,
            0.058855,
            0.166116,
            0,
            0.176093
        ],
        [
            87.60469,
            87.60469,
            87.60469,
            87.60469,
            87.60469,
            87.60469
        ],
        [
            -98123,
            -83135,
            -57008,
            -3113181,
            -2522097,
            -1276331
        ],
        [
            4.572337,
            7.021734,
            1.49346,
            1.225853,
            0.922336,
            1.717788
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            44.776119,
            38.235294,
            51.515152,
            44.776119,
            38.235294,
            51.515152
        ],
        [
            5.639216,
            11.342801,
            1.405609,
            1.511885,
            1.489928,
            1.616742
        ],
        [
            1423051,
            1423051,
            66194,
            1299811,
            1289814,
            1299811
        ],
        [
            -40160,
            -40160,
            -34015,
            -881656,
            -881656,
            -726067
        ],
        [
            155,
            130,
            182,
            155,
            130,
            182
        ],
        [
            230,
            209,
            247,
            230,
            209,
            247
        ],
        [
            94,
            81,
            113,
            94,
            81,
            113
        ],
        [
            10443,
            4423,
            6020,
            10443,
            4423,
            6020
        ],
        [
            0,
            0,
            325.086434,
            0,
            0,
            325.086434
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102521,
            618878,
            -200787,
            -114819,
            -583703,
            453805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11128,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327467939,
    "expiration_time": 1764127296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "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)