← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/720/SMA/VWMA/6580

Strategy
FTM/USDT/720/SMA/VWMA/6580
Pair
FTM_USDT
Interval
12h
Score
354143
Daily Profit
0.333621
Profit Factor
2.277483
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 07:24
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3183747.6023 -617.5923 -3183130.01 -732504.097 90243697.2014 -90976201.2984
Total P&L (%) -3183.7476 -0.6176 -3183.13 -732.5041 90243.6972 -90976.2013
Avg Daily Profit (%) -1.558 -0.0003 -1.5577 0 0.3336 0
Buy And Hold Return (%) 3749.202 3749.202 3749.202 3749.202 3749.202 3749.202
Max Trade Drawdown -3299550 -120001 -3234406 -186507902 -50018119 -170650930
Profit Factor 0.1605 0.998 0.0846 0.997 2.2775 0.4749
Total Trades 65 32 33 65 32 33
Winning Trades 46 22 24 26 13 13
Losing Trades 19 10 9 39 19 20
Profitability (%) 70.7692 68.75 72.7273 40 40.625 39.3939
Ratio Avg Win / Avg Loss 0.0663 0.4537 0.0317 1.4955 3.3286 0.7305
Largest Winning Trade 45612 45612 22438 104853782 104853782 58730052
Largest Losing Trade -1980527 -76881 -1980527 -103834804 -23853196 -103834804
Avg Bars in Trades 57 63 52 57 63 52
Avg Bars in Winners 22 27 18 83 100 65
Avg Bars in Losers 142 143 141 40 38 43
Bars Traded 3754 2037 1717 3754 2037 1717
Profit Streak 0 408.1836 0 316.6836 0 318.1836
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714085 -577021 -577856 -718690 354143 -584339
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565524800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638259007,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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": [
        [
            -3183747.602275021,
            -617.5922927808,
            -3183130.009982241,
            -732504.0969951791,
            90243697.20141092,
            -90976201.29840608
        ],
        [
            -3183.747602,
            -0.617592,
            -3183.13001,
            -732.504097,
            90243.697201,
            -90976.201298
        ],
        [
            -1.557988,
            -0.000302,
            -1.557685,
            0,
            0.333621,
            0
        ],
        [
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981
        ],
        [
            -3299550,
            -120001,
            -3234406,
            -186507902,
            -50018119,
            -170650930
        ],
        [
            0.160533,
            0.998042,
            0.084582,
            0.996996,
            2.277483,
            0.474854
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            46,
            22,
            24,
            26,
            13,
            13
        ],
        [
            19,
            10,
            9,
            39,
            19,
            20
        ],
        [
            70.769231,
            68.75,
            72.727273,
            40,
            40.625,
            39.393939
        ],
        [
            0.066307,
            0.453655,
            0.031718,
            1.495495,
            3.328629,
            0.730544
        ],
        [
            45612,
            45612,
            22438,
            104853782,
            104853782,
            58730052
        ],
        [
            -1980527,
            -76881,
            -1980527,
            -103834804,
            -23853196,
            -103834804
        ],
        [
            57,
            63,
            52,
            57,
            63,
            52
        ],
        [
            22,
            27,
            18,
            83,
            100,
            65
        ],
        [
            142,
            143,
            141,
            40,
            38,
            43
        ],
        [
            3754,
            2037,
            1717,
            3754,
            2037,
            1717
        ],
        [
            0,
            408.183553,
            0,
            316.683553,
            0,
            318.183553
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714085,
            -577021,
            -577856,
            -718690,
            354143,
            -584339
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565524800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638259007,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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)