← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: VET/USDT/15/VWAP/MIDPOINT/2954

Strategy
VET/USDT/15/VWAP/MIDPOINT/2954
Pair
VET_USDT
Interval
15m
Score
309517
Daily Profit
0.223448
Profit Factor
1.220613
Profitability
68.717949
Streak
10.433017
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 14:23
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 58190.2479 9546.7409 48643.5071 44527.7467 4354.089 40173.6577
Total P&L (%) 58.1902 9.5467 48.6435 44.5277 4.3541 40.1737
Avg Daily Profit (%) 0.2234 0.0367 0.1868 0.1415 0.0164 0.1298
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38742 -31590 -37823 -59637 -40861 -57103
Profit Factor 1.2206 1.0656 1.4117 1.1342 1.0244 1.262
Total Trades 195 97 98 195 97 98
Winning Trades 134 63 71 134 63 71
Losing Trades 61 34 27 61 34 27
Profitability (%) 68.7179 64.9485 72.449 68.7179 64.9485 72.449
Ratio Avg Win / Avg Loss 0.5557 0.5751 0.5368 0.5163 0.5528 0.4799
Largest Winning Trade 11045 11045 10255 12766 12766 9913
Largest Losing Trade -23835 -12886 -23835 -34524 -17758 -34524
Avg Bars in Trades 124 127 120 124 127 120
Avg Bars in Winners 83 75 91 83 75 91
Avg Bars in Losers 213 225 197 213 225 197
Bars Traded 24234 12414 11820 24234 12414 11820
Profit Streak 10.433 10.4747 10.433 10.433 10.4747 10.433
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309517 -458159 279094 -76877 -530496 -21211
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758972212702,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 243,
            "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": [
        [
            58190.2479260733,
            9546.7408556946,
            48643.5070703787,
            44527.7467049608,
            4354.0890025078,
            40173.6577024529
        ],
        [
            58.190248,
            9.546741,
            48.643507,
            44.527747,
            4.354089,
            40.173658
        ],
        [
            0.223448,
            0.036659,
            0.186789,
            0.141526,
            0.016367,
            0.129764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38742,
            -31590,
            -37823,
            -59637,
            -40861,
            -57103
        ],
        [
            1.220613,
            1.065561,
            1.411712,
            1.134191,
            1.024396,
            1.261973
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            134,
            63,
            71,
            134,
            63,
            71
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            68.717949,
            64.948454,
            72.44898,
            68.717949,
            64.948454,
            72.44898
        ],
        [
            0.555652,
            0.575064,
            0.536848,
            0.516311,
            0.552849,
            0.479905
        ],
        [
            11045,
            11045,
            10255,
            12766,
            12766,
            9913
        ],
        [
            -23835,
            -12886,
            -23835,
            -34524,
            -17758,
            -34524
        ],
        [
            124,
            127,
            120,
            124,
            127,
            120
        ],
        [
            83,
            75,
            91,
            83,
            75,
            91
        ],
        [
            213,
            225,
            197,
            213,
            225,
            197
        ],
        [
            24234,
            12414,
            11820,
            24234,
            12414,
            11820
        ],
        [
            10.433017,
            10.474684,
            10.433017,
            10.433017,
            10.474684,
            10.433017
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309517,
            -458159,
            279094,
            -76877,
            -530496,
            -21211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758972212702,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 243,
            "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)