← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/5/VWAP/JMA/3470

Strategy
FIL/USDT/5/VWAP/JMA/3470
Pair
FIL_USDT
Interval
5m
Score
512162
Daily Profit
0.762045
Profit Factor
1.884597
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 21:22
Expiration Time
2025-12-26 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 124832.0437 68671.475 56160.5687 122051.1616 93290.4357 28760.7259
Total P&L (%) 124.832 68.6715 56.1606 122.0512 93.2904 28.7607
Avg Daily Profit (%) 1.438 0.7911 0.6469 0.9232 0.762 0.2916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56902 -34135 -29675 -57305 -33775 -32159
Profit Factor 1.5558 1.6379 1.4802 1.5145 1.8846 1.2183
Total Trades 345 172 173 345 172 173
Winning Trades 161 84 77 161 84 77
Losing Trades 184 88 96 184 88 96
Profitability (%) 46.6667 48.8372 44.5087 46.6667 48.8372 44.5087
Ratio Avg Win / Avg Loss 1.7781 1.7159 1.8455 1.7308 1.9743 1.5189
Largest Winning Trade 85593 85593 65078 112780 112780 51944
Largest Losing Trade -13150 -5126 -13150 -32159 -4762 -32159
Avg Bars in Trades 71 72 70 71 72 70
Avg Bars in Winners 83 88 77 83 88 77
Avg Bars in Losers 61 57 64 61 57 64
Bars Traded 24690 12526 12164 24690 12526 12164
Profit Streak 1.1826 0 1.3249 1.1826 0 1.3249
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426122 490761 231250 400940 512162 -512
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752793200000,
    "first_datapoint_time": 1752833700000,
    "last_datapoint_time": 1760292900000,
    "evaluation_time": 1760293374725,
    "expiration_time": 1766772900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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": [
        [
            124832.0436767058,
            68671.4749578704,
            56160.5687188354,
            122051.1615920638,
            93290.4356695263,
            28760.7259225375
        ],
        [
            124.832044,
            68.671475,
            56.160569,
            122.051162,
            93.290436,
            28.760726
        ],
        [
            1.437992,
            0.791055,
            0.646937,
            0.923182,
            0.762045,
            0.291619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56902,
            -34135,
            -29675,
            -57305,
            -33775,
            -32159
        ],
        [
            1.555803,
            1.637897,
            1.480232,
            1.514466,
            1.884597,
            1.218252
        ],
        [
            345,
            172,
            173,
            345,
            172,
            173
        ],
        [
            161,
            84,
            77,
            161,
            84,
            77
        ],
        [
            184,
            88,
            96,
            184,
            88,
            96
        ],
        [
            46.666667,
            48.837209,
            44.508671,
            46.666667,
            48.837209,
            44.508671
        ],
        [
            1.778061,
            1.715892,
            1.845484,
            1.730818,
            1.97434,
            1.518859
        ],
        [
            85593,
            85593,
            65078,
            112780,
            112780,
            51944
        ],
        [
            -13150,
            -5126,
            -13150,
            -32159,
            -4762,
            -32159
        ],
        [
            71,
            72,
            70,
            71,
            72,
            70
        ],
        [
            83,
            88,
            77,
            83,
            88,
            77
        ],
        [
            61,
            57,
            64,
            61,
            57,
            64
        ],
        [
            24690,
            12526,
            12164,
            24690,
            12526,
            12164
        ],
        [
            1.182578,
            0,
            1.324939,
            1.182578,
            0,
            1.324939
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426122,
            490761,
            231250,
            400940,
            512162,
            -512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752793200000,
    "first_datapoint_time": 1752833700000,
    "last_datapoint_time": 1760292900000,
    "evaluation_time": 1760293374725,
    "expiration_time": 1766772900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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)