← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/360/VWAP/EMA/1255

Strategy
ICP/USDT/360/VWAP/EMA/1255
Pair
ICP_USDT
Interval
6h
Score
307134
Daily Profit
0.196593
Profit Factor
1.368021
Profitability
42.307692
Streak
23.021914
Best Strategy
Training Data Length
1611.750000
Evaluation Time
2025-10-08 21:31
Expiration Time
2025-11-25 22:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316858.3384 105712.4282 211145.9102 250590.3909 -5854.0434 256444.4343
Total P&L (%) 316.8583 105.7124 211.1459 250.5904 -5.854 256.4444
Avg Daily Profit (%) 0.1966 0.0656 0.131 0.0779 -0.0037 0.0789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103067 -80667 -74123 -690786 -452735 -383261
Profit Factor 1.368 1.2334 1.5175 1.0774 0.9965 1.1623
Total Trades 286 143 143 286 143 143
Winning Trades 121 50 71 121 50 71
Losing Trades 165 93 72 165 93 72
Profitability (%) 42.3077 34.965 49.6504 42.3077 34.965 49.6504
Ratio Avg Win / Avg Loss 1.8655 2.2941 1.5389 1.4692 1.8534 1.1787
Largest Winning Trade 115677 115677 63528 258782 258782 163254
Largest Losing Trade -27709 -16873 -27709 -130696 -82280 -130696
Avg Bars in Trades 22 19 25 22 19 25
Avg Bars in Winners 34 32 36 34 32 36
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 6355 2726 3629 6355 2726 3629
Profit Streak 23.0219 0 61.0219 23.0219 0 61.0219
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307134 -110311 -14667 -225043 -583744 -128646
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6447,
    "evaluation_days": 1611.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621360800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759948293353,
    "expiration_time": 1764102456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 8,
            "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": [
        [
            316858.3384073721,
            105712.4282270012,
            211145.9101803713,
            250590.3908654557,
            -5854.0433965595,
            256444.4342620153
        ],
        [
            316.858338,
            105.712428,
            211.14591,
            250.590391,
            -5.854043,
            256.444434
        ],
        [
            0.196593,
            0.065589,
            0.131004,
            0.077862,
            -0.003743,
            0.07889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103067,
            -80667,
            -74123,
            -690786,
            -452735,
            -383261
        ],
        [
            1.368021,
            1.233363,
            1.517536,
            1.077405,
            0.996468,
            1.162326
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            121,
            50,
            71,
            121,
            50,
            71
        ],
        [
            165,
            93,
            72,
            165,
            93,
            72
        ],
        [
            42.307692,
            34.965035,
            49.65035,
            42.307692,
            34.965035,
            49.65035
        ],
        [
            1.865483,
            2.294055,
            1.538909,
            1.469189,
            1.853431,
            1.178696
        ],
        [
            115677,
            115677,
            63528,
            258782,
            258782,
            163254
        ],
        [
            -27709,
            -16873,
            -27709,
            -130696,
            -82280,
            -130696
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            6355,
            2726,
            3629,
            6355,
            2726,
            3629
        ],
        [
            23.021914,
            0,
            61.021914,
            23.021914,
            0,
            61.021914
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307134,
            -110311,
            -14667,
            -225043,
            -583744,
            -128646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6447,
    "evaluation_days": 1611.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621360800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759948293353,
    "expiration_time": 1764102456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 8,
            "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)