← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: EOS/USDT/15/VWAP/ALMA/4856

Strategy
EOS/USDT/15/VWAP/ALMA/4856
Pair
EOS_USDT
Interval
15m
Score
326301
Daily Profit
0.364528
Profit Factor
1.294332
Profitability
70.476190
Streak
133.309411
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 16:40
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 50636.5217 33944.5633 16691.9584 35452.3105 28766.2118 6686.0987
Total P&L (%) 50.6365 33.9446 16.692 35.4523 28.7662 6.6861
Avg Daily Profit (%) 0.3645 0.2444 0.1202 0.2187 0.1822 0.0466
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49252 -36885 -37133 -50151 -36491 -31712
Profit Factor 1.2943 1.4804 1.1647 1.2179 1.4327 1.0695
Total Trades 105 53 52 105 53 52
Winning Trades 74 37 37 74 37 37
Losing Trades 31 16 15 31 16 15
Profitability (%) 70.4762 69.8113 71.1538 70.4762 69.8113 71.1538
Ratio Avg Win / Avg Loss 0.5422 0.6402 0.4722 0.5102 0.6196 0.4336
Largest Winning Trade 14085 8721 14085 10330 10330 9429
Largest Losing Trade -27196 -19801 -27196 -27916 -20620 -27916
Avg Bars in Trades 124 125 124 124 125 124
Avg Bars in Winners 85 82 89 85 82 89
Avg Bars in Losers 217 224 210 217 224 210
Bars Traded 13090 6629 6461 13090 6629 6461
Profit Streak 133.3094 133.3094 137.8198 133.3094 133.3094 137.8198
Trades During Streak 8 4 5 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326301 -173125 -260438 216522 -174408 -619908

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": 1736391600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758894033079,
    "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": 184,
            "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": [
        [
            50636.5216815875,
            33944.563283896,
            16691.9583976915,
            35452.3104543951,
            28766.2117747833,
            6686.0986796118
        ],
        [
            50.636522,
            33.944563,
            16.691958,
            35.45231,
            28.766212,
            6.686099
        ],
        [
            0.364528,
            0.244364,
            0.120164,
            0.218689,
            0.182174,
            0.046603
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49252,
            -36885,
            -37133,
            -50151,
            -36491,
            -31712
        ],
        [
            1.294332,
            1.480389,
            1.164651,
            1.217861,
            1.432726,
            1.069465
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            70.47619,
            69.811321,
            71.153846,
            70.47619,
            69.811321,
            71.153846
        ],
        [
            0.54222,
            0.640168,
            0.472156,
            0.510185,
            0.619557,
            0.433567
        ],
        [
            14085,
            8721,
            14085,
            10330,
            10330,
            9429
        ],
        [
            -27196,
            -19801,
            -27196,
            -27916,
            -20620,
            -27916
        ],
        [
            124,
            125,
            124,
            124,
            125,
            124
        ],
        [
            85,
            82,
            89,
            85,
            82,
            89
        ],
        [
            217,
            224,
            210,
            217,
            224,
            210
        ],
        [
            13090,
            6629,
            6461,
            13090,
            6629,
            6461
        ],
        [
            133.309411,
            133.309411,
            137.819827,
            133.309411,
            133.309411,
            137.819827
        ],
        [
            8,
            4,
            5,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326301,
            -173125,
            -260438,
            216522,
            -174408,
            -619908
        ]
    ]
}
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": 1736391600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758894033079,
    "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": 184,
            "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)