← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/15/DEMA/VWMA/8596

Strategy
ICP/USDT/15/DEMA/VWMA/8596
Pair
ICP_USDT
Interval
15m
Score
314594
Daily Profit
0.272231
Profit Factor
1.262629
Profitability
60.986547
Streak
4.408811
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 09:48
Expiration Time
2025-12-23 08:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70894.4729 9948.0675 60946.4054 68052.1866 -414.7979 68466.9845
Total P&L (%) 70.8945 9.9481 60.9464 68.0522 -0.4148 68.467
Avg Daily Profit (%) 0.2722 0.0382 0.234 0.1995 -0.0016 0.2005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37038 -24402 -24814 -60657 -35268 -40311
Profit Factor 1.2626 1.0585 1.6099 1.1772 0.9982 1.4599
Total Trades 223 112 111 223 112 111
Winning Trades 136 66 70 136 66 70
Losing Trades 87 46 41 87 46 41
Profitability (%) 60.9865 58.9286 63.0631 60.9865 58.9286 63.0631
Ratio Avg Win / Avg Loss 0.8077 0.7378 0.943 0.7531 0.6957 0.8551
Largest Winning Trade 13171 13171 7295 12849 12849 9966
Largest Losing Trade -18399 -18399 -15865 -27796 -25847 -27796
Avg Bars in Trades 110 127 93 110 127 93
Avg Bars in Winners 82 85 80 82 85 80
Avg Bars in Losers 154 187 116 154 187 116
Bars Traded 24654 14282 10372 24654 14282 10372
Profit Streak 4.4088 7.8776 4.4088 4.4088 7.8776 4.4088
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314594 -464415 296723 -17489 -579713 272942
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737493200000,
    "first_datapoint_time": 1737700200000,
    "last_datapoint_time": 1759992300000,
    "evaluation_time": 1759992521292,
    "expiration_time": 1766472300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "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": [
        [
            70894.4728526134,
            9948.0674928659,
            60946.4053597477,
            68052.1865500154,
            -414.7979019913,
            68466.9844520068
        ],
        [
            70.894473,
            9.948067,
            60.946405,
            68.052187,
            -0.414798,
            68.466984
        ],
        [
            0.272231,
            0.0382,
            0.234031,
            0.199532,
            -0.001596,
            0.200481
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37038,
            -24402,
            -24814,
            -60657,
            -35268,
            -40311
        ],
        [
            1.262629,
            1.058513,
            1.609915,
            1.177187,
            0.998236,
            1.459915
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            60.986547,
            58.928571,
            63.063063,
            60.986547,
            58.928571,
            63.063063
        ],
        [
            0.807711,
            0.737751,
            0.94295,
            0.753053,
            0.695741,
            0.855093
        ],
        [
            13171,
            13171,
            7295,
            12849,
            12849,
            9966
        ],
        [
            -18399,
            -18399,
            -15865,
            -27796,
            -25847,
            -27796
        ],
        [
            110,
            127,
            93,
            110,
            127,
            93
        ],
        [
            82,
            85,
            80,
            82,
            85,
            80
        ],
        [
            154,
            187,
            116,
            154,
            187,
            116
        ],
        [
            24654,
            14282,
            10372,
            24654,
            14282,
            10372
        ],
        [
            4.408811,
            7.877561,
            4.408811,
            4.408811,
            7.877561,
            4.408811
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314594,
            -464415,
            296723,
            -17489,
            -579713,
            272942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737493200000,
    "first_datapoint_time": 1737700200000,
    "last_datapoint_time": 1759992300000,
    "evaluation_time": 1759992521292,
    "expiration_time": 1766472300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "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)