← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LINK/USDT/15/SSF/VWMA/3801

Strategy
LINK/USDT/15/SSF/VWMA/3801
Pair
LINK_USDT
Interval
15m
Score
509609
Daily Profit
0.286196
Profit Factor
2.444952
Profitability
66.666667
Streak
27.415521
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 17:28
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 107931.5792 74531.2218 33400.3574 114769.5366 107559.8156 7209.7211
Total P&L (%) 107.9316 74.5312 33.4004 114.7695 107.5598 7.2097
Avg Daily Profit (%) 0.4145 0.2862 0.1283 0.294 0.2808 0.0267
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55264 -16938 -57027 -130342 -22062 -136278
Profit Factor 1.633 2.445 1.2809 1.3451 2.2092 1.0296
Total Trades 79 39 40 79 39 40
Winning Trades 56 26 30 56 26 30
Losing Trades 23 13 10 23 13 10
Profitability (%) 70.8861 66.6667 75 70.8861 66.6667 75
Ratio Avg Win / Avg Loss 0.6707 1.2225 0.427 0.5525 1.1046 0.3432
Largest Winning Trade 26286 26286 19866 36816 36816 23213
Largest Losing Trade -31966 -14167 -31966 -84130 -18989 -84130
Avg Bars in Trades 301 302 301 301 302 301
Avg Bars in Winners 198 211 187 198 211 187
Avg Bars in Losers 553 483 643 553 483 643
Bars Traded 23854 11787 12067 23854 11787 12067
Profit Streak 10.3322 27.4155 10.3322 10.3322 27.4155 10.3322
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18819 509609 -23777 -21470 491574 -510040

Evaluation Data

{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736630100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758810501036,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 226
        }
    }
}
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": [
        [
            107931.5791913289,
            74531.221755491,
            33400.3574358379,
            114769.5366318003,
            107559.8155638241,
            7209.7210679763
        ],
        [
            107.931579,
            74.531222,
            33.400357,
            114.769537,
            107.559816,
            7.209721
        ],
        [
            0.414452,
            0.286196,
            0.128256,
            0.293955,
            0.280806,
            0.026736
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55264,
            -16938,
            -57027,
            -130342,
            -22062,
            -136278
        ],
        [
            1.633023,
            2.444952,
            1.280861,
            1.345146,
            2.209229,
            1.0296
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            70.886076,
            66.666667,
            75,
            70.886076,
            66.666667,
            75
        ],
        [
            0.670706,
            1.222476,
            0.426954,
            0.552471,
            1.104615,
            0.3432
        ],
        [
            26286,
            26286,
            19866,
            36816,
            36816,
            23213
        ],
        [
            -31966,
            -14167,
            -31966,
            -84130,
            -18989,
            -84130
        ],
        [
            301,
            302,
            301,
            301,
            302,
            301
        ],
        [
            198,
            211,
            187,
            198,
            211,
            187
        ],
        [
            553,
            483,
            643,
            553,
            483,
            643
        ],
        [
            23854,
            11787,
            12067,
            23854,
            11787,
            12067
        ],
        [
            10.332188,
            27.415521,
            10.332188,
            10.332188,
            27.415521,
            10.332188
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18819,
            509609,
            -23777,
            -21470,
            491574,
            -510040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736630100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758810501036,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 226
        }
    }
}

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)