← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/60/BBL/VWMA/6965

Strategy
FIL/USDT/60/BBL/VWMA/6965
Pair
FIL_USDT
Interval
1h
Score
313707
Daily Profit
0.155377
Profit Factor
1.201988
Profitability
61.390887
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 22:11
Expiration Time
2025-12-25 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161851.575 114097.669 47753.906 96061.8697 -77718.2639 173780.1336
Total P&L (%) 161.8516 114.0977 47.7539 96.0619 -77.7183 173.7801
Avg Daily Profit (%) 0.1554 0.1095 0.0458 0.0647 -0.144 0.0967
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103120 -97619 -35361 -423646 -478124 -56980
Profit Factor 1.202 1.2297 1.1568 1.0445 0.9471 1.253
Total Trades 417 208 209 417 208 209
Winning Trades 256 133 123 256 133 123
Losing Trades 161 75 86 161 75 86
Profitability (%) 61.3909 63.9423 58.8517 61.3909 63.9423 58.8517
Ratio Avg Win / Avg Loss 0.7559 0.6934 0.8088 0.6569 0.5341 0.8761
Largest Winning Trade 30286 30286 13440 86041 86041 32908
Largest Losing Trade -31226 -31226 -14605 -187032 -187032 -48009
Avg Bars in Trades 58 100 15 58 100 15
Avg Bars in Winners 39 59 16 39 59 16
Avg Bars in Losers 88 173 14 88 173 14
Bars Traded 24203 20937 3266 24203 20937 3266
Profit Streak 0 7.5079 0 0 7.5079 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313707 -45755 -180916 -276134 -577758 -63735
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670209200000,
    "first_datapoint_time": 1670778000000,
    "last_datapoint_time": 1760209200000,
    "evaluation_time": 1760209883687,
    "expiration_time": 1766689200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 3.87389
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "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": [
        [
            161851.574955857,
            114097.6689585712,
            47753.9059972856,
            96061.8697359534,
            -77718.2638505179,
            173780.1335864715
        ],
        [
            161.851575,
            114.097669,
            47.753906,
            96.06187,
            -77.718264,
            173.780134
        ],
        [
            0.155377,
            0.109533,
            0.045844,
            0.064654,
            -0.14403,
            0.096733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103120,
            -97619,
            -35361,
            -423646,
            -478124,
            -56980
        ],
        [
            1.201988,
            1.229654,
            1.156843,
            1.044549,
            0.947111,
            1.253003
        ],
        [
            417,
            208,
            209,
            417,
            208,
            209
        ],
        [
            256,
            133,
            123,
            256,
            133,
            123
        ],
        [
            161,
            75,
            86,
            161,
            75,
            86
        ],
        [
            61.390887,
            63.942308,
            58.851675,
            61.390887,
            63.942308,
            58.851675
        ],
        [
            0.755938,
            0.693414,
            0.808849,
            0.656923,
            0.534085,
            0.876083
        ],
        [
            30286,
            30286,
            13440,
            86041,
            86041,
            32908
        ],
        [
            -31226,
            -31226,
            -14605,
            -187032,
            -187032,
            -48009
        ],
        [
            58,
            100,
            15,
            58,
            100,
            15
        ],
        [
            39,
            59,
            16,
            39,
            59,
            16
        ],
        [
            88,
            173,
            14,
            88,
            173,
            14
        ],
        [
            24203,
            20937,
            3266,
            24203,
            20937,
            3266
        ],
        [
            0,
            7.507913,
            0,
            0,
            7.507913,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313707,
            -45755,
            -180916,
            -276134,
            -577758,
            -63735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670209200000,
    "first_datapoint_time": 1670778000000,
    "last_datapoint_time": 1760209200000,
    "evaluation_time": 1760209883687,
    "expiration_time": 1766689200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 3.87389
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "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)