← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/15/BBU/VWMA/6468

Strategy
ICP/USDT/15/BBU/VWMA/6468
Pair
ICP_USDT
Interval
15m
Score
438923
Daily Profit
0.282840
Profit Factor
2.186962
Profitability
61.764706
Streak
5.796961
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 02:07
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65507.2528 -8149.9812 73657.234 72225.0405 -13554.0949 85779.1353
Total P&L (%) 65.5073 -8.15 73.6572 72.225 -13.5541 85.7791
Avg Daily Profit (%) 0.2515 -0.0313 0.2828 0.209 -0.0559 0.2381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33141 -10231 -27465 -61334 -16160 -52394
Profit Factor 1.7965 0.5963 2.187 1.5269 0.5644 1.8095
Total Trades 69 35 34 69 35 34
Winning Trades 35 14 21 35 14 21
Losing Trades 34 21 13 34 21 13
Profitability (%) 50.7246 40 61.7647 50.7246 40 61.7647
Ratio Avg Win / Avg Loss 1.7452 0.8944 1.3538 1.4832 0.8466 1.1201
Largest Winning Trade 24952 3390 24952 29077 4566 29077
Largest Losing Trade -15353 -2334 -15353 -26515 -3990 -26515
Avg Bars in Trades 358 13 713 358 13 713
Avg Bars in Winners 426 14 701 426 14 701
Avg Bars in Losers 288 13 733 288 13 733
Bars Traded 24734 471 24263 24734 471 24263
Profit Streak 0 0 5.797 0 0 5.797
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96131 -585238 438923 -98133 -585238 398938

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736317800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758841657475,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 2.19514
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "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": [
        [
            65507.2528349724,
            -8149.9811785131,
            73657.2340134855,
            72225.0404502607,
            -13554.0948698567,
            85779.1353201173
        ],
        [
            65.507253,
            -8.149981,
            73.657234,
            72.22504,
            -13.554095,
            85.779135
        ],
        [
            0.251545,
            -0.031296,
            0.28284,
            0.20897,
            -0.055914,
            0.238125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33141,
            -10231,
            -27465,
            -61334,
            -16160,
            -52394
        ],
        [
            1.796509,
            0.596291,
            2.186962,
            1.526864,
            0.564386,
            1.809467
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            50.724638,
            40,
            61.764706,
            50.724638,
            40,
            61.764706
        ],
        [
            1.74518,
            0.894436,
            1.353834,
            1.483239,
            0.84658,
            1.120146
        ],
        [
            24952,
            3390,
            24952,
            29077,
            4566,
            29077
        ],
        [
            -15353,
            -2334,
            -15353,
            -26515,
            -3990,
            -26515
        ],
        [
            358,
            13,
            713,
            358,
            13,
            713
        ],
        [
            426,
            14,
            701,
            426,
            14,
            701
        ],
        [
            288,
            13,
            733,
            288,
            13,
            733
        ],
        [
            24734,
            471,
            24263,
            24734,
            471,
            24263
        ],
        [
            0,
            0,
            5.796961,
            0,
            0,
            5.796961
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96131,
            -585238,
            438923,
            -98133,
            -585238,
            398938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736317800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758841657475,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 2.19514
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "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)