← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: EGLD/USDT/720/VWAP/SWMA/3265

Strategy
EGLD/USDT/720/VWAP/SWMA/3265
Pair
EGLD_USDT
Interval
12h
Score
551723
Daily Profit
0.359924
Profit Factor
2.051516
Profitability
49.645390
Streak
22.734398
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-02 08:37
Expiration Time
2025-11-26 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667839.5005 637497.5783 30341.9222 180109.7652 440460.5165 -260350.7513
Total P&L (%) 667.8395 637.4976 30.3419 180.1098 440.4605 -260.3508
Avg Daily Profit (%) 0.3599 0.3436 0.0164 0.0555 0.091 0
Buy And Hold Return (%) 87.1456 87.1456 87.1456 87.1456 87.1456 87.1456
Max Trade Drawdown -105327 -88526 -85417 -904958 -658350 -595998
Profit Factor 2.0515 2.9083 1.1008 1.0567 1.2656 0.8285
Total Trades 141 71 70 141 71 70
Winning Trades 70 35 35 70 35 35
Losing Trades 71 36 35 71 36 35
Profitability (%) 49.6454 49.2958 50 49.6454 49.2958 50
Ratio Avg Win / Avg Loss 2.0808 2.9914 1.1008 1.0718 1.3017 0.8285
Largest Winning Trade 519032 519032 34498 932750 932750 119686
Largest Losing Trade -55615 -51543 -55615 -458687 -389988 -458687
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 26 22 31 26 22 31
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 3558 1665 1893 3558 1665 1893
Profit Streak 22.7344 22.7344 23.7344 22.7344 22.7344 23.7344
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551723 -71096 -539589 -281353 -158845 -673925
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383451981,
    "expiration_time": 1764172656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "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": [
        [
            667839.5004747635,
            637497.578276967,
            30341.9221977968,
            180109.7651671782,
            440460.5164953262,
            -260350.7513281474
        ],
        [
            667.8395,
            637.497578,
            30.341922,
            180.109765,
            440.460516,
            -260.350751
        ],
        [
            0.359924,
            0.343572,
            0.016352,
            0.055527,
            0.090974,
            0
        ],
        [
            87.145558,
            87.145558,
            87.145558,
            87.145558,
            87.145558,
            87.145558
        ],
        [
            -105327,
            -88526,
            -85417,
            -904958,
            -658350,
            -595998
        ],
        [
            2.051516,
            2.908257,
            1.100788,
            1.056697,
            1.265568,
            0.828506
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            49.64539,
            49.295775,
            50,
            49.64539,
            49.295775,
            50
        ],
        [
            2.080824,
            2.99135,
            1.100788,
            1.071793,
            1.301727,
            0.828506
        ],
        [
            519032,
            519032,
            34498,
            932750,
            932750,
            119686
        ],
        [
            -55615,
            -51543,
            -55615,
            -458687,
            -389988,
            -458687
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            26,
            22,
            31,
            26,
            22,
            31
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            3558,
            1665,
            1893,
            3558,
            1665,
            1893
        ],
        [
            22.734398,
            22.734398,
            23.734398,
            22.734398,
            22.734398,
            23.734398
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551723,
            -71096,
            -539589,
            -281353,
            -158845,
            -673925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383451981,
    "expiration_time": 1764172656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "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)