← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/120/VWMA/EMA/6242

Strategy
FIL/USDT/120/VWMA/EMA/6242
Pair
FIL_USDT
Interval
2h
Score
457117
Daily Profit
0.260714
Profit Factor
1.560774
Profitability
52.232143
Streak
46.294241
Best Strategy
Training Data Length
1812.920000
Evaluation Time
2025-10-03 04:03
Expiration Time
2025-12-07 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472652.8617 241279.1103 231373.7514 703474.7035 -49036.0175 752510.721
Total P&L (%) 472.6529 241.2791 231.3738 703.4747 -49.036 752.5107
Avg Daily Profit (%) 0.2607 0.1331 0.1276 0.115 -0.0372 0.1183
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100443 -148372 -97127 -1299485 -1431998 -1320459
Profit Factor 1.5608 1.5425 1.5812 1.0971 0.9873 1.222
Total Trades 224 112 112 224 112 112
Winning Trades 117 55 62 117 55 62
Losing Trades 107 57 50 107 57 50
Profitability (%) 52.2321 49.1071 55.3571 52.2321 49.1071 55.3571
Ratio Avg Win / Avg Loss 1.4274 1.5986 1.2751 1.0033 1.0232 0.9855
Largest Winning Trade 163427 163427 41809 304535 290196 304535
Largest Losing Trade -46256 -39727 -46256 -424766 -378833 -424766
Avg Bars in Trades 96 88 104 96 88 104
Avg Bars in Winners 103 90 115 103 90 115
Avg Bars in Losers 88 86 91 88 86 91
Bars Traded 21581 9861 11720 21581 9861 11720
Profit Streak 46.2942 46.2942 46.4609 46.2942 46.2942 46.4609
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457117 -12723 -19410 -149901 -579157 -35318
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21755,
    "evaluation_days": 1812.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603958400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453422414,
    "expiration_time": 1765088496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 147,
            "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": [
        [
            472652.8617459766,
            241279.1102969121,
            231373.7514490646,
            703474.7034940028,
            -49036.0175361879,
            752510.7210301899
        ],
        [
            472.652862,
            241.27911,
            231.373751,
            703.474703,
            -49.036018,
            752.510721
        ],
        [
            0.260714,
            0.133089,
            0.127625,
            0.115006,
            -0.037173,
            0.118278
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100443,
            -148372,
            -97127,
            -1299485,
            -1431998,
            -1320459
        ],
        [
            1.560774,
            1.542503,
            1.581185,
            1.097085,
            0.987286,
            1.222032
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            117,
            55,
            62,
            117,
            55,
            62
        ],
        [
            107,
            57,
            50,
            107,
            57,
            50
        ],
        [
            52.232143,
            49.107143,
            55.357143,
            52.232143,
            49.107143,
            55.357143
        ],
        [
            1.427374,
            1.598594,
            1.275149,
            1.003317,
            1.023187,
            0.98551
        ],
        [
            163427,
            163427,
            41809,
            304535,
            290196,
            304535
        ],
        [
            -46256,
            -39727,
            -46256,
            -424766,
            -378833,
            -424766
        ],
        [
            96,
            88,
            104,
            96,
            88,
            104
        ],
        [
            103,
            90,
            115,
            103,
            90,
            115
        ],
        [
            88,
            86,
            91,
            88,
            86,
            91
        ],
        [
            21581,
            9861,
            11720,
            21581,
            9861,
            11720
        ],
        [
            46.294241,
            46.294241,
            46.460907,
            46.294241,
            46.294241,
            46.460908
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457117,
            -12723,
            -19410,
            -149901,
            -579157,
            -35318
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21755,
    "evaluation_days": 1812.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603958400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453422414,
    "expiration_time": 1765088496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 147,
            "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)