← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/120/T3/VWMA/1950

Strategy
FIL/USDT/120/T3/VWMA/1950
Pair
FIL_USDT
Interval
2h
Score
354804
Daily Profit
0.384227
Profit Factor
2.024133
Profitability
36.994220
Streak
22.352548
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 23:27
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 693338.3266 407966.6009 285371.7257 3439721.1539 -462050.4215 3901771.5754
Total P&L (%) 693.3383 407.9666 285.3717 3439.7212 -462.0504 3901.7716
Avg Daily Profit (%) 0.3842 0.2261 0.1581 0.1978 0 0.2047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89519 -96123 -34170 -3016845 -3525805 -843697
Profit Factor 2.0241 2.0242 2.024 1.2128 0.9524 1.6046
Total Trades 173 87 86 173 87 86
Winning Trades 64 25 39 64 25 39
Losing Trades 109 62 47 109 62 47
Profitability (%) 36.9942 28.7356 45.3488 36.9942 28.7356 45.3488
Ratio Avg Win / Avg Loss 3.4474 5.02 2.4392 2.0655 2.362 1.9338
Largest Winning Trade 252298 252298 64120 2436570 2436570 1558244
Largest Losing Trade -24263 -24263 -15213 -842429 -842429 -690977
Avg Bars in Trades 124 130 118 124 130 118
Avg Bars in Winners 198 231 178 198 231 178
Avg Bars in Losers 80 89 68 80 89 68
Bars Traded 21471 11322 10149 21471 11322 10149
Profit Streak 22.3525 24.0192 0 22.3525 24.0192 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354804 -1436 323173 182805 -591127 323348
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603735200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004860183,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 134,
            "offset": 0,
            "a": 0.79637
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            693338.326606774,
            407966.6009463012,
            285371.7256604729,
            3439721.153913594,
            -462050.4215299035,
            3901771.575443499
        ],
        [
            693.338327,
            407.966601,
            285.371726,
            3439.721154,
            -462.050422,
            3901.771575
        ],
        [
            0.384227,
            0.226083,
            0.158144,
            0.197848,
            0,
            0.20466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89519,
            -96123,
            -34170,
            -3016845,
            -3525805,
            -843697
        ],
        [
            2.024133,
            2.0242,
            2.024036,
            1.212796,
            0.952422,
            1.604638
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            64,
            25,
            39,
            64,
            25,
            39
        ],
        [
            109,
            62,
            47,
            109,
            62,
            47
        ],
        [
            36.99422,
            28.735632,
            45.348837,
            36.99422,
            28.735632,
            45.348837
        ],
        [
            3.447351,
            5.020017,
            2.439223,
            2.065542,
            2.362006,
            1.933795
        ],
        [
            252298,
            252298,
            64120,
            2436570,
            2436570,
            1558244
        ],
        [
            -24263,
            -24263,
            -15213,
            -842429,
            -842429,
            -690977
        ],
        [
            124,
            130,
            118,
            124,
            130,
            118
        ],
        [
            198,
            231,
            178,
            198,
            231,
            178
        ],
        [
            80,
            89,
            68,
            80,
            89,
            68
        ],
        [
            21471,
            11322,
            10149,
            21471,
            11322,
            10149
        ],
        [
            22.352548,
            24.019215,
            0,
            22.352548,
            24.019215,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354804,
            -1436,
            323173,
            182805,
            -591127,
            323348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603735200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004860183,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 134,
            "offset": 0,
            "a": 0.79637
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)