← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ADA/USDT/15/JMA/VWMA/4344

Strategy
ADA/USDT/15/JMA/VWMA/4344
Pair
ADA_USDT
Interval
15m
Score
357771
Daily Profit
0.303739
Profit Factor
1.210315
Profitability
65.416667
Streak
5.023938
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 19:19
Expiration Time
2025-12-22 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79099.6163 52627.7418 26471.8745 45093.8947 24572.36 20521.5347
Total P&L (%) 79.0996 52.6277 26.4719 45.0939 24.5724 20.5215
Avg Daily Profit (%) 0.3037 0.2021 0.1017 0.143 0.0844 0.0717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77250 -36281 -56033 -118604 -54836 -79184
Profit Factor 1.2103 1.2723 1.1448 1.0866 1.0907 1.0821
Total Trades 240 120 120 240 120 120
Winning Trades 157 79 78 157 79 78
Losing Trades 83 41 42 83 41 42
Profitability (%) 65.4167 65.8333 65 65.4167 65.8333 65
Ratio Avg Win / Avg Loss 0.6398 0.6603 0.6164 0.5745 0.5661 0.5827
Largest Winning Trade 36350 36350 12536 33984 33984 15981
Largest Losing Trade -36281 -36281 -23025 -43776 -43776 -36061
Avg Bars in Trades 103 107 98 103 107 98
Avg Bars in Winners 63 67 60 63 67 60
Avg Bars in Losers 176 183 170 176 183 170
Bars Traded 24720 12865 11855 24720 12865 11855
Profit Streak 5.0239 11.9198 5.0239 5.0239 11.9198 5.0239
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357771 243231 -121699 -127233 -204472 -233655
Evaluation Data
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737441000000,
    "first_datapoint_time": 1737575100000,
    "last_datapoint_time": 1759940100000,
    "evaluation_time": 1759940368324,
    "expiration_time": 1766420100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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": [
        [
            79099.6163002221,
            52627.7418489283,
            26471.874451294,
            45093.8947282092,
            24572.3600134557,
            20521.5347147534
        ],
        [
            79.099616,
            52.627742,
            26.471874,
            45.093895,
            24.57236,
            20.521535
        ],
        [
            0.303739,
            0.202088,
            0.101651,
            0.143029,
            0.084406,
            0.071702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77250,
            -36281,
            -56033,
            -118604,
            -54836,
            -79184
        ],
        [
            1.210315,
            1.272305,
            1.144788,
            1.086609,
            1.090727,
            1.082145
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            65.416667,
            65.833333,
            65,
            65.416667,
            65.833333,
            65
        ],
        [
            0.639848,
            0.66031,
            0.616424,
            0.57445,
            0.566074,
            0.582694
        ],
        [
            36350,
            36350,
            12536,
            33984,
            33984,
            15981
        ],
        [
            -36281,
            -36281,
            -23025,
            -43776,
            -43776,
            -36061
        ],
        [
            103,
            107,
            98,
            103,
            107,
            98
        ],
        [
            63,
            67,
            60,
            63,
            67,
            60
        ],
        [
            176,
            183,
            170,
            176,
            183,
            170
        ],
        [
            24720,
            12865,
            11855,
            24720,
            12865,
            11855
        ],
        [
            5.023938,
            11.919772,
            5.023939,
            5.023939,
            11.919772,
            5.023939
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357771,
            243231,
            -121699,
            -127233,
            -204472,
            -233655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737441000000,
    "first_datapoint_time": 1737575100000,
    "last_datapoint_time": 1759940100000,
    "evaluation_time": 1759940368324,
    "expiration_time": 1766420100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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)