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Trade: FTM/USDT/120/SMA/VWMA/9061

Strategy
FTM/USDT/120/SMA/VWMA/9061
Pair
FTM_USDT
Interval
2h
Score
465393
Daily Profit
0.353246
Profit Factor
1.733145
Profitability
48.543689
Streak
331.977686
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-08 00:27
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2744974.2795 2678219.5234 66754.7561 62914855.0231 53456076.6326 9458778.3905
Total P&L (%) 2744.9743 2678.2195 66.7548 62914.855 53456.0766 9458.7784
Avg Daily Profit (%) 1.5016 1.4651 0.0365 0.3532 0.3443 0.2498
Buy And Hold Return (%) 7749.6072 7749.6072 7749.6072 7749.6072 7749.6072 7749.6072
Max Trade Drawdown -96023 -66620 -169512 -30419597 -19604525 -20003994
Profit Factor 4.4743 8.5405 1.1535 1.7331 2.1262 1.2466
Total Trades 103 52 51 103 52 51
Winning Trades 50 23 27 50 23 27
Losing Trades 53 29 24 53 29 24
Profitability (%) 48.5437 44.2308 52.9412 48.5437 44.2308 52.9412
Ratio Avg Win / Avg Loss 4.7427 10.7684 1.0253 1.8371 2.6809 1.1081
Largest Winning Trade 1788988 1788988 68869 23211917 23211917 14058546
Largest Losing Trade -43975 -37914 -43975 -11988098 -11988098 -11931166
Avg Bars in Trades 207 227 186 207 227 186
Avg Bars in Winners 299 363 243 299 363 243
Avg Bars in Losers 120 118 122 120 118 122
Bars Traded 21325 11805 9520 21325 11805 9520
Profit Streak 331.9777 343.561 0 331.9777 343.561 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144298 -325218 -541251 465393 -168465 -268615
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759872472083,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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": [
        [
            2744974.2794910893,
            2678219.523421217,
            66754.7560698717,
            62914855.02310256,
            53456076.632603414,
            9458778.390499124
        ],
        [
            2744.974279,
            2678.219523,
            66.754756,
            62914.855023,
            53456.076633,
            9458.77839
        ],
        [
            1.501627,
            1.465109,
            0.036518,
            0.353246,
            0.344318,
            0.249767
        ],
        [
            7749.607183,
            7749.607183,
            7749.607183,
            7749.607183,
            7749.607183,
            7749.607183
        ],
        [
            -96023,
            -66620,
            -169512,
            -30419597,
            -19604525,
            -20003994
        ],
        [
            4.474292,
            8.540455,
            1.153494,
            1.733145,
            2.126204,
            1.246648
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            48.543689,
            44.230769,
            52.941176,
            48.543689,
            44.230769,
            52.941176
        ],
        [
            4.742749,
            10.7684,
            1.025328,
            1.837133,
            2.680866,
            1.108131
        ],
        [
            1788988,
            1788988,
            68869,
            23211917,
            23211917,
            14058546
        ],
        [
            -43975,
            -37914,
            -43975,
            -11988098,
            -11988098,
            -11931166
        ],
        [
            207,
            227,
            186,
            207,
            227,
            186
        ],
        [
            299,
            363,
            243,
            299,
            363,
            243
        ],
        [
            120,
            118,
            122,
            120,
            118,
            122
        ],
        [
            21325,
            11805,
            9520,
            21325,
            11805,
            9520
        ],
        [
            331.977686,
            343.561019,
            0,
            331.977686,
            343.561019,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144298,
            -325218,
            -541251,
            465393,
            -168465,
            -268615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759872472083,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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)