← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ADA/USDT/15/VWAP/SSF/5040

Strategy
ADA/USDT/15/VWAP/SSF/5040
Pair
ADA_USDT
Interval
15m
Score
390319
Daily Profit
0.461915
Profit Factor
1.540521
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 17:17
Expiration Time
2025-12-16 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120291.7903 61411.0134 58880.7769 157822.3584 87959.2088 69863.1496
Total P&L (%) 120.2918 61.411 58.8808 157.8224 87.9592 69.8632
Avg Daily Profit (%) 0.4619 0.2358 0.2261 0.3643 0.2426 0.2037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28401 -29316 -28687 -55266 -42887 -55899
Profit Factor 1.5405 1.5931 1.4948 1.4183 1.5088 1.3418
Total Trades 145 72 73 145 72 73
Winning Trades 70 37 33 70 37 33
Losing Trades 75 35 40 75 35 40
Profitability (%) 48.2759 51.3889 45.2055 48.2759 51.3889 45.2055
Ratio Avg Win / Avg Loss 1.6506 1.507 1.8118 1.5197 1.4273 1.6265
Largest Winning Trade 36778 36778 20107 44660 44660 27408
Largest Losing Trade -11205 -11205 -9708 -19003 -17233 -19003
Avg Bars in Trades 169 155 182 169 155 182
Avg Bars in Winners 223 191 258 223 191 258
Avg Bars in Losers 118 117 120 118 117 120
Bars Traded 24541 11207 13334 24541 11207 13334
Profit Streak 0 7.231 0 0 7.231 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390319 -69184 -65730 333419 -70180 -66124
Evaluation Data
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736915400000,
    "first_datapoint_time": 1737105300000,
    "last_datapoint_time": 1759414500000,
    "evaluation_time": 1759414662210,
    "expiration_time": 1765894500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            120291.7902721415,
            61411.0134042099,
            58880.7768679315,
            157822.3584122594,
            87959.2088128706,
            69863.1495993888
        ],
        [
            120.29179,
            61.411013,
            58.880777,
            157.822358,
            87.959209,
            69.86315
        ],
        [
            0.461915,
            0.235815,
            0.226099,
            0.364344,
            0.242616,
            0.203656
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28401,
            -29316,
            -28687,
            -55266,
            -42887,
            -55899
        ],
        [
            1.540521,
            1.593123,
            1.494757,
            1.418349,
            1.508812,
            1.341832
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            48.275862,
            51.388889,
            45.205479,
            48.275862,
            51.388889,
            45.205479
        ],
        [
            1.650558,
            1.507008,
            1.811827,
            1.51966,
            1.427254,
            1.626463
        ],
        [
            36778,
            36778,
            20107,
            44660,
            44660,
            27408
        ],
        [
            -11205,
            -11205,
            -9708,
            -19003,
            -17233,
            -19003
        ],
        [
            169,
            155,
            182,
            169,
            155,
            182
        ],
        [
            223,
            191,
            258,
            223,
            191,
            258
        ],
        [
            118,
            117,
            120,
            118,
            117,
            120
        ],
        [
            24541,
            11207,
            13334,
            24541,
            11207,
            13334
        ],
        [
            0,
            7.231044,
            0,
            0,
            7.231044,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390319,
            -69184,
            -65730,
            333419,
            -70180,
            -66124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736915400000,
    "first_datapoint_time": 1737105300000,
    "last_datapoint_time": 1759414500000,
    "evaluation_time": 1759414662210,
    "expiration_time": 1765894500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}

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)