← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALGO/USDT/120/VWMA/TEMA/1516

Strategy
ALGO/USDT/120/VWMA/TEMA/1516
Pair
ALGO_USDT
Interval
2h
Score
300034
Daily Profit
0.311691
Profit Factor
1.556826
Profitability
35.526316
Streak
12.464351
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 08:08
Expiration Time
2025-12-16 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649355.3527 540740.6338 108614.7189 870373.6607 571738.0235 298635.6371
Total P&L (%) 649.3554 540.7406 108.6147 870.3737 571.738 298.6356
Avg Daily Profit (%) 0.3117 0.2596 0.0521 0.1091 0.0915 0.0664
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89518 -112734 -129526 -468920 -515892 -225457
Profit Factor 1.5568 1.9325 1.1853 1.2758 1.3476 1.1977
Total Trades 304 152 152 304 152 152
Winning Trades 108 51 57 108 51 57
Losing Trades 196 101 95 196 101 95
Profitability (%) 35.5263 33.5526 37.5 35.5263 33.5526 37.5
Ratio Avg Win / Avg Loss 2.8254 3.8271 1.9754 2.3154 2.6688 1.9961
Largest Winning Trade 276737 276737 47398 816113 816113 201084
Largest Losing Trade -18361 -17397 -18361 -140440 -140440 -121774
Avg Bars in Trades 81 75 88 81 75 88
Avg Bars in Winners 151 140 161 151 140 161
Avg Bars in Losers 43 42 44 43 42 44
Bars Traded 24866 11452 13414 24866 11452 13414
Profit Streak 12.4644 0 13.631 12.4644 0 13.631
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300034 218216 -142949 -49244 -75102 -110251
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580176800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381719952,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 48,
            "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": [
        [
            649355.3526836036,
            540740.633798471,
            108614.7188851332,
            870373.6606767538,
            571738.0235445669,
            298635.6371321871
        ],
        [
            649.355353,
            540.740634,
            108.614719,
            870.373661,
            571.738024,
            298.635637
        ],
        [
            0.311691,
            0.259556,
            0.052135,
            0.10914,
            0.091467,
            0.0664
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89518,
            -112734,
            -129526,
            -468920,
            -515892,
            -225457
        ],
        [
            1.556826,
            1.932517,
            1.185254,
            1.275838,
            1.347618,
            1.197688
        ],
        [
            304,
            152,
            152,
            304,
            152,
            152
        ],
        [
            108,
            51,
            57,
            108,
            51,
            57
        ],
        [
            196,
            101,
            95,
            196,
            101,
            95
        ],
        [
            35.526316,
            33.552632,
            37.5,
            35.526316,
            33.552632,
            37.5
        ],
        [
            2.825351,
            3.827141,
            1.975424,
            2.31541,
            2.668811,
            1.996146
        ],
        [
            276737,
            276737,
            47398,
            816113,
            816113,
            201084
        ],
        [
            -18361,
            -17397,
            -18361,
            -140440,
            -140440,
            -121774
        ],
        [
            81,
            75,
            88,
            81,
            75,
            88
        ],
        [
            151,
            140,
            161,
            151,
            140,
            161
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            24866,
            11452,
            13414,
            24866,
            11452,
            13414
        ],
        [
            12.464351,
            0,
            13.631018,
            12.464351,
            0,
            13.631018
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300034,
            218216,
            -142949,
            -49244,
            -75102,
            -110251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579312800000,
    "first_datapoint_time": 1580176800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759381719952,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 48,
            "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)