← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/360/T3/VWMA/8102

Strategy
FTM/USDT/360/T3/VWMA/8102
Pair
FTM_USDT
Interval
6h
Score
525981
Daily Profit
0.243217
Profit Factor
3.110737
Profitability
56.250000
Streak
400.137286
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 00:17
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2397409.0054 197650.0415 -2595059.0469 -19622.646 14209395.2647 -14229017.9107
Total P&L (%) -2397.409 197.65 -2595.059 -19.6226 14209.3953 -14229.0179
Avg Daily Profit (%) -1.1733 0.0967 -1.2701 -0.0107 0.2432 0
Buy And Hold Return (%) 3222.5653 3222.5653 3222.5653 3222.5653 3222.5653 3222.5653
Max Trade Drawdown -2599821 -148252 -2677760 -23347499 -3585531 -23649590
Profit Factor 0.273 1.5488 0.1165 0.9994 3.1107 0.4153
Total Trades 65 32 33 65 32 33
Winning Trades 43 21 22 33 18 15
Losing Trades 22 11 11 32 14 18
Profitability (%) 66.1538 65.625 66.6667 50.7692 56.25 45.4545
Ratio Avg Win / Avg Loss 0.1397 0.8113 0.0583 0.9691 2.4195 0.4984
Largest Winning Trade 87278 87278 38102 12044915 12044915 6546061
Largest Losing Trade -1621594 -78760 -1621594 -18782471 -1976034 -18782471
Avg Bars in Trades 115 124 107 115 124 107
Avg Bars in Winners 51 51 51 119 129 107
Avg Bars in Losers 241 261 220 111 117 107
Bars Traded 7520 3970 3550 7520 3970 3550
Profit Streak 0 400.1373 0 0 400.1373 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714683 -226335 -578642 -716678 525981 -582570

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563537600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758921461481,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 15,
            "offset": 0,
            "a": 0.44747
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "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": [
        [
            -2397409.0054067485,
            197650.0414714019,
            -2595059.0468781497,
            -19622.6460013045,
            14209395.264734719,
            -14229017.910736023
        ],
        [
            -2397.409005,
            197.650041,
            -2595.059047,
            -19.622646,
            14209.395265,
            -14229.017911
        ],
        [
            -1.173331,
            0.096733,
            -1.270064,
            -0.01069,
            0.243217,
            0
        ],
        [
            3222.565321,
            3222.565321,
            3222.565321,
            3222.565321,
            3222.565321,
            3222.565321
        ],
        [
            -2599821,
            -148252,
            -2677760,
            -23347499,
            -3585531,
            -23649590
        ],
        [
            0.272967,
            1.548771,
            0.116532,
            0.999368,
            3.110737,
            0.415329
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            43,
            21,
            22,
            33,
            18,
            15
        ],
        [
            22,
            11,
            11,
            32,
            14,
            18
        ],
        [
            66.153846,
            65.625,
            66.666667,
            50.769231,
            56.25,
            45.454545
        ],
        [
            0.139657,
            0.811261,
            0.058266,
            0.969085,
            2.419462,
            0.498394
        ],
        [
            87278,
            87278,
            38102,
            12044915,
            12044915,
            6546061
        ],
        [
            -1621594,
            -78760,
            -1621594,
            -18782471,
            -1976034,
            -18782471
        ],
        [
            115,
            124,
            107,
            115,
            124,
            107
        ],
        [
            51,
            51,
            51,
            119,
            129,
            107
        ],
        [
            241,
            261,
            220,
            111,
            117,
            107
        ],
        [
            7520,
            3970,
            3550,
            7520,
            3970,
            3550
        ],
        [
            0,
            400.137286,
            0,
            0,
            400.137286,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714683,
            -226335,
            -578642,
            -716678,
            525981,
            -582570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563537600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758921461481,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 15,
            "offset": 0,
            "a": 0.44747
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "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)