← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: EOS/USDT/15/VWAP/ALMA/4214

Strategy
EOS/USDT/15/VWAP/ALMA/4214
Pair
EOS_USDT
Interval
15m
Score
601286
Daily Profit
0.790773
Profit Factor
1.622584
Profitability
77.165354
Streak
138.043133
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 15:47
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109846.2552 66831.8515 43014.4037 124130.0482 96408.0895 27721.9587
Total P&L (%) 109.8463 66.8319 43.0144 124.13 96.4081 27.722
Avg Daily Profit (%) 0.7908 0.4811 0.3097 0.5827 0.4871 0.1763
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44150 -17948 -49435 -64284 -25937 -68183
Profit Factor 1.6226 2.056 1.3802 1.5099 2.2478 1.1668
Total Trades 127 64 63 127 64 63
Winning Trades 98 46 52 98 46 52
Losing Trades 29 18 11 29 18 11
Profitability (%) 77.1654 71.875 82.5397 77.1654 71.875 82.5397
Ratio Avg Win / Avg Loss 0.4802 0.8045 0.292 0.4468 0.8796 0.2468
Largest Winning Trade 12403 11847 12403 17094 17094 14198
Largest Losing Trade -39821 -12323 -39821 -53469 -17640 -53469
Avg Bars in Trades 103 100 106 103 100 106
Avg Bars in Winners 75 72 78 75 72 78
Avg Bars in Losers 196 170 238 196 170 238
Bars Traded 13128 6406 6722 13128 6406 6722
Profit Streak 138.0431 138.0431 147.0744 138.0431 138.0431 147.0744
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 601286 -126222 -137339 515868 -125589 -177432
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736357400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759668426681,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            109846.2551910669,
            66831.8514824598,
            43014.4037086072,
            124130.0481550631,
            96408.0894732542,
            27721.9586818089
        ],
        [
            109.846255,
            66.831851,
            43.014404,
            124.130048,
            96.408089,
            27.721959
        ],
        [
            0.790773,
            0.481116,
            0.309657,
            0.582683,
            0.487126,
            0.176302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44150,
            -17948,
            -49435,
            -64284,
            -25937,
            -68183
        ],
        [
            1.622584,
            2.055955,
            1.380168,
            1.509906,
            2.247791,
            1.166825
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            98,
            46,
            52,
            98,
            46,
            52
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            77.165354,
            71.875,
            82.539683,
            77.165354,
            71.875,
            82.539683
        ],
        [
            0.480152,
            0.804504,
            0.291959,
            0.446809,
            0.87957,
            0.246828
        ],
        [
            12403,
            11847,
            12403,
            17094,
            17094,
            14198
        ],
        [
            -39821,
            -12323,
            -39821,
            -53469,
            -17640,
            -53469
        ],
        [
            103,
            100,
            106,
            103,
            100,
            106
        ],
        [
            75,
            72,
            78,
            75,
            72,
            78
        ],
        [
            196,
            170,
            238,
            196,
            170,
            238
        ],
        [
            13128,
            6406,
            6722,
            13128,
            6406,
            6722
        ],
        [
            138.043133,
            138.043133,
            147.074383,
            138.043133,
            138.043133,
            147.074383
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            601286,
            -126222,
            -137339,
            515868,
            -125589,
            -177432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736357400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759668426681,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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)