← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SNX/USDT/480/VWAP/KCU/6182

Strategy
SNX/USDT/480/VWAP/KCU/6182
Pair
SNX_USDT
Interval
8h
Score
449452
Daily Profit
0.171374
Profit Factor
1.587692
Profitability
71.717172
Streak
10.907656
Best Strategy
Training Data Length
1918.670000
Evaluation Time
2025-10-10 00:47
Expiration Time
2025-12-06 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328810.1012 242030.8912 86779.21 19009.8674 -186428.1685 205438.0359
Total P&L (%) 328.8101 242.0309 86.7792 19.0099 -186.4282 205.438
Avg Daily Profit (%) 0.1714 0.1261 0.0452 0.0091 0 0.0582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129024 -131248 -19741 -669265 -788409 -51734
Profit Factor 1.5877 1.5407 1.7759 1.0107 0.8804 1.9559
Total Trades 99 49 50 99 49 50
Winning Trades 71 37 34 71 37 34
Losing Trades 28 12 16 28 12 16
Profitability (%) 71.7172 75.5102 68 71.7172 75.5102 68
Ratio Avg Win / Avg Loss 0.6261 0.4997 0.8357 0.3986 0.2855 0.9204
Largest Winning Trade 96692 96692 14381 319831 319831 68878
Largest Losing Trade -75396 -75396 -18544 -404086 -404086 -51734
Avg Bars in Trades 56 110 3 56 110 3
Avg Bars in Winners 24 44 2 24 44 2
Avg Bars in Losers 139 316 6 139 316 6
Bars Traded 5633 5434 199 5633 5434 199
Profit Streak 10.9077 90.9077 10.9077 10.9077 90.9077 10.9077
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449452 -19833 -308260 -393728 -575886 -290602
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5756,
    "evaluation_days": 1918.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760046421450,
    "expiration_time": 1764998784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            328810.1011981608,
            242030.8912219795,
            86779.2099761812,
            19009.8673618876,
            -186428.168522057,
            205438.0358839449
        ],
        [
            328.810101,
            242.030891,
            86.77921,
            19.009867,
            -186.428169,
            205.438036
        ],
        [
            0.171374,
            0.126145,
            0.045229,
            0.009071,
            0,
            0.058212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129024,
            -131248,
            -19741,
            -669265,
            -788409,
            -51734
        ],
        [
            1.587692,
            1.540675,
            1.775867,
            1.010721,
            0.880357,
            1.955856
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            71.717172,
            75.510204,
            68,
            71.717172,
            75.510204,
            68
        ],
        [
            0.626132,
            0.499678,
            0.835702,
            0.398594,
            0.285521,
            0.920403
        ],
        [
            96692,
            96692,
            14381,
            319831,
            319831,
            68878
        ],
        [
            -75396,
            -75396,
            -18544,
            -404086,
            -404086,
            -51734
        ],
        [
            56,
            110,
            3,
            56,
            110,
            3
        ],
        [
            24,
            44,
            2,
            24,
            44,
            2
        ],
        [
            139,
            316,
            6,
            139,
            316,
            6
        ],
        [
            5633,
            5434,
            199,
            5633,
            5434,
            199
        ],
        [
            10.907656,
            90.907656,
            10.907656,
            10.907656,
            90.907656,
            10.907656
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449452,
            -19833,
            -308260,
            -393728,
            -575886,
            -290602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5756,
    "evaluation_days": 1918.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1595548800000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760046421450,
    "expiration_time": 1764998784000,
    "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": 45,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)