← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FIL/USDT/5/VWMA/ZLMA/7488

Strategy
FIL/USDT/5/VWMA/ZLMA/7488
Pair
FIL_USDT
Interval
5m
Score
428285
Daily Profit
1.276142
Profit Factor
2.424883
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:28
Expiration Time
2025-12-25 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 164050.1252 98556.6637 65493.4614 200660.0866 149010.3554 51649.7312
Total P&L (%) 164.0501 98.5567 65.4935 200.6601 149.0104 51.6497
Avg Daily Profit (%) 1.8898 1.1353 0.7544 1.2761 1.0565 0.4808
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32062 -18075 -19184 -32028 -18120 -19066
Profit Factor 2.143 2.3132 1.9564 2.4249 3.1204 1.7321
Total Trades 176 88 88 176 88 88
Winning Trades 66 33 33 66 33 33
Losing Trades 110 55 55 110 55 55
Profitability (%) 37.5 37.5 37.5 37.5 37.5 37.5
Ratio Avg Win / Avg Loss 3.5716 3.8553 3.2607 4.0415 5.2006 2.8868
Largest Winning Trade 108354 108354 64818 160636 160636 58302
Largest Losing Trade -5875 -4533 -5875 -8227 -4531 -8227
Avg Bars in Trades 140 150 129 140 150 129
Avg Bars in Winners 219 249 189 219 249 189
Avg Bars in Losers 93 91 94 93 91 94
Bars Traded 24716 13280 11436 24716 13280 11436
Profit Streak 0 0.6829 0 0 0.6829 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427875 263695 311360 428285 317308 178362
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752724500000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174900843,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "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": [
        [
            164050.1251690131,
            98556.6637195387,
            65493.4614494744,
            200660.0866040179,
            149010.355382673,
            51649.731221345
        ],
        [
            164.050125,
            98.556664,
            65.493461,
            200.660087,
            149.010355,
            51.649731
        ],
        [
            1.889761,
            1.135315,
            0.754446,
            1.276142,
            1.056486,
            0.480824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32062,
            -18075,
            -19184,
            -32028,
            -18120,
            -19066
        ],
        [
            2.142971,
            2.313208,
            1.956398,
            2.424883,
            3.12037,
            1.732101
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            37.5,
            37.5,
            37.5,
            37.5,
            37.5,
            37.5
        ],
        [
            3.571618,
            3.855346,
            3.260664,
            4.041472,
            5.200616,
            2.886836
        ],
        [
            108354,
            108354,
            64818,
            160636,
            160636,
            58302
        ],
        [
            -5875,
            -4533,
            -5875,
            -8227,
            -4531,
            -8227
        ],
        [
            140,
            150,
            129,
            140,
            150,
            129
        ],
        [
            219,
            249,
            189,
            219,
            249,
            189
        ],
        [
            93,
            91,
            94,
            93,
            91,
            94
        ],
        [
            24716,
            13280,
            11436,
            24716,
            13280,
            11436
        ],
        [
            0,
            0.68288,
            0,
            0,
            0.68288,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427875,
            263695,
            311360,
            428285,
            317308,
            178362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752724500000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174900843,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "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)