← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/30/VWMA/JMA/9005

Strategy
FTM/USDT/30/VWMA/JMA/9005
Pair
FTM_USDT
Interval
30m
Score
378460
Daily Profit
0.354514
Profit Factor
2.047536
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-06 03:16
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 135240.8747 88274.8871 46965.9876 154009.7986 156622.624 -2612.8254
Total P&L (%) 135.2409 88.2749 46.966 154.0098 156.6226 -2.6128
Avg Daily Profit (%) 0.5078 0.3315 0.1764 0.3507 0.3545 -0.0099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52274 -23000 -70797 -116768 -30978 -166814
Profit Factor 1.5722 1.9224 1.3339 1.379 2.0475 0.9898
Total Trades 80 40 40 80 40 40
Winning Trades 39 19 20 39 19 20
Losing Trades 41 21 20 41 21 20
Profitability (%) 48.75 47.5 50 48.75 47.5 50
Ratio Avg Win / Avg Loss 1.6529 2.1248 1.3339 1.4497 2.2631 0.9898
Largest Winning Trade 44346 44346 32492 83935 83935 40941
Largest Losing Trade -19296 -8494 -19296 -48652 -13463 -48652
Avg Bars in Trades 156 158 153 156 158 153
Avg Bars in Winners 211 212 210 211 212 210
Avg Bars in Losers 103 109 97 103 109 97
Bars Traded 12481 6331 6150 12481 6331 6150
Profit Streak 272.4488 0 294.1779 272.4488 0 294.1779
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11940 362679 220599 -15576 378460 -580757
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714069800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759709773744,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "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": [
        [
            135240.8747465549,
            88274.8871019296,
            46965.9876446253,
            154009.7986475341,
            156622.6240319147,
            -2612.8253843807
        ],
        [
            135.240875,
            88.274887,
            46.965988,
            154.009799,
            156.622624,
            -2.612825
        ],
        [
            0.507833,
            0.331474,
            0.176358,
            0.350658,
            0.354514,
            -0.009941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52274,
            -23000,
            -70797,
            -116768,
            -30978,
            -166814
        ],
        [
            1.572234,
            1.922428,
            1.333945,
            1.378951,
            2.047536,
            0.989829
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            48.75,
            47.5,
            50,
            48.75,
            47.5,
            50
        ],
        [
            1.652861,
            2.124788,
            1.333945,
            1.449666,
            2.263066,
            0.989829
        ],
        [
            44346,
            44346,
            32492,
            83935,
            83935,
            40941
        ],
        [
            -19296,
            -8494,
            -19296,
            -48652,
            -13463,
            -48652
        ],
        [
            156,
            158,
            153,
            156,
            158,
            153
        ],
        [
            211,
            212,
            210,
            211,
            212,
            210
        ],
        [
            103,
            109,
            97,
            103,
            109,
            97
        ],
        [
            12481,
            6331,
            6150,
            12481,
            6331,
            6150
        ],
        [
            272.44877,
            0,
            294.177937,
            272.44877,
            0,
            294.177937
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11940,
            362679,
            220599,
            -15576,
            378460,
            -580757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714069800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759709773744,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "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)