← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/360/VWAP/PWMA/1135

Strategy
FTM/USDT/360/VWAP/PWMA/1135
Pair
FTM_USDT
Interval
6h
Score
393750
Daily Profit
0.339898
Profit Factor
1.748071
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-10 03:54
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3174572.4564 3048278.0292 126294.4271 71901803.6372 102475208.6278 -30573404.9906
Total P&L (%) 3174.5725 3048.278 126.2944 71901.8036 102475.2086 -30573.405
Avg Daily Profit (%) 1.5537 1.4919 0.0618 0.3225 0.3399 0
Buy And Hold Return (%) 2947.4946 2947.4946 2947.4946 2947.4946 2947.4946 2947.4946
Max Trade Drawdown -121058 -63364 -100420 -81160939 -44305902 -90307951
Profit Factor 4.5068 7.5981 1.2849 1.2319 1.7481 0.8234
Total Trades 179 90 89 179 90 89
Winning Trades 88 42 46 88 42 46
Losing Trades 91 48 43 91 48 43
Profitability (%) 49.162 46.6667 51.6854 49.162 46.6667 51.6854
Ratio Avg Win / Avg Loss 4.6605 8.6835 1.2011 1.2739 1.9978 0.7697
Largest Winning Trade 1895612 1895612 78140 39135559 39135559 29071475
Largest Losing Trade -72252 -59182 -72252 -30726685 -24005221 -30726685
Avg Bars in Trades 44 44 45 44 44 45
Avg Bars in Winners 53 51 55 53 51 55
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 7982 3960 4022 7982 3960 4022
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119944 -134455 -276275 337106 393750 -580875
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563084000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760057677373,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 133
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "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": [
        [
            3174572.4563550637,
            3048278.029224275,
            126294.4271307891,
            71901803.63722098,
            102475208.62782142,
            -30573404.990600437
        ],
        [
            3174.572456,
            3048.278029,
            126.294427,
            71901.803637,
            102475.208628,
            -30573.404991
        ],
        [
            1.553688,
            1.491877,
            0.061811,
            0.32252,
            0.339898,
            0
        ],
        [
            2947.494553,
            2947.494553,
            2947.494553,
            2947.494553,
            2947.494553,
            2947.494553
        ],
        [
            -121058,
            -63364,
            -100420,
            -81160939,
            -44305902,
            -90307951
        ],
        [
            4.506824,
            7.598082,
            1.284921,
            1.231884,
            1.748071,
            0.823368
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            49.162011,
            46.666667,
            51.685393,
            49.162011,
            46.666667,
            51.685393
        ],
        [
            4.660465,
            8.683522,
            1.201122,
            1.27388,
            1.997796,
            0.76967
        ],
        [
            1895612,
            1895612,
            78140,
            39135559,
            39135559,
            29071475
        ],
        [
            -72252,
            -59182,
            -72252,
            -30726685,
            -24005221,
            -30726685
        ],
        [
            44,
            44,
            45,
            44,
            44,
            45
        ],
        [
            53,
            51,
            55,
            53,
            51,
            55
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            7982,
            3960,
            4022,
            7982,
            3960,
            4022
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119944,
            -134455,
            -276275,
            337106,
            393750,
            -580875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563084000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760057677373,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 133
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "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)