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Trade: FTM/USDT/240/VWMA/SWMA/5942

Strategy
FTM/USDT/240/VWMA/SWMA/5942
Pair
FTM_USDT
Interval
4h
Score
454285
Daily Profit
0.315298
Profit Factor
2.605519
Profitability
43.902439
Streak
410.406887
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-08 04:45
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2833228.8317 -73375.9061 -2759852.9256 -14510.7342 61939845.3385 -61954356.0727
Total P&L (%) -2833.2288 -73.3759 -2759.8529 -14.5107 61939.8453 -61954.3561
Avg Daily Profit (%) -1.387 -0.0359 -1.3511 -0.0077 0.3153 0
Buy And Hold Return (%) 3227.3073 3227.3073 3227.3073 3227.3073 3227.3073 3227.3073
Max Trade Drawdown -2977011 -159923 -2854182 -125463639 -20125241 -119591389
Profit Factor 0.174 0.786 0.106 0.9999 2.6055 0.6185
Total Trades 82 41 41 82 41 41
Winning Trades 50 23 27 40 18 22
Losing Trades 32 18 14 42 23 19
Profitability (%) 60.9756 56.0976 65.8537 48.7805 43.9024 53.6585
Ratio Avg Win / Avg Loss 0.1113 0.6151 0.055 1.0499 3.3293 0.5342
Largest Winning Trade 41417 37114 41417 64297237 64297237 35266347
Largest Losing Trade -1384981 -68936 -1384981 -109978250 -9900799 -109978250
Avg Bars in Trades 145 126 164 145 126 164
Avg Bars in Winners 71 54 85 111 95 124
Avg Bars in Losers 261 218 315 177 150 209
Bars Traded 11913 5179 6734 11913 5179 6734
Profit Streak 0 410.4069 0 0 410.4069 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -587855 -578989 -578687 -588363 454285 -580268
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563206400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759887955014,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "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": [
        [
            -2833228.831733158,
            -73375.9061100337,
            -2759852.9256231235,
            -14510.7342055743,
            61939845.33853591,
            -61954356.072741486
        ],
        [
            -2833.228832,
            -73.375906,
            -2759.852926,
            -14.510734,
            61939.845339,
            -61954.356073
        ],
        [
            -1.387022,
            -0.035922,
            -1.351101,
            -0.007675,
            0.315298,
            0
        ],
        [
            3227.307326,
            3227.307326,
            3227.307326,
            3227.307326,
            3227.307326,
            3227.307326
        ],
        [
            -2977011,
            -159923,
            -2854182,
            -125463639,
            -20125241,
            -119591389
        ],
        [
            0.173976,
            0.786005,
            0.105997,
            0.999928,
            2.605519,
            0.618515
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            50,
            23,
            27,
            40,
            18,
            22
        ],
        [
            32,
            18,
            14,
            42,
            23,
            19
        ],
        [
            60.97561,
            56.097561,
            65.853659,
            48.780488,
            43.902439,
            53.658537
        ],
        [
            0.111345,
            0.615134,
            0.054962,
            1.049924,
            3.329275,
            0.534172
        ],
        [
            41417,
            37114,
            41417,
            64297237,
            64297237,
            35266347
        ],
        [
            -1384981,
            -68936,
            -1384981,
            -109978250,
            -9900799,
            -109978250
        ],
        [
            145,
            126,
            164,
            145,
            126,
            164
        ],
        [
            71,
            54,
            85,
            111,
            95,
            124
        ],
        [
            261,
            218,
            315,
            177,
            150,
            209
        ],
        [
            11913,
            5179,
            6734,
            11913,
            5179,
            6734
        ],
        [
            0,
            410.406887,
            0,
            0,
            410.406887,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -587855,
            -578989,
            -578687,
            -588363,
            454285,
            -580268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563206400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759887955014,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "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)