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Trade: FTM/USDT/240/VWMA/VWMA/6122

Strategy
FTM/USDT/240/VWMA/VWMA/6122
Pair
FTM_USDT
Interval
4h
Score
360054
Daily Profit
0.280752
Profit Factor
1.955788
Profitability
41.379310
Streak
323.167051
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-03 03:00
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 3415782.7981 3372939.6786 42843.1195 18510617.0111 30598306.1346 -12087689.1235
Total P&L (%) 3415.7828 3372.9397 42.8431 18510.617 30598.3061 -12087.6891
Avg Daily Profit (%) 1.6722 1.6512 0.021 0.2562 0.2808 0
Buy And Hold Return (%) 3249.6169 3249.6169 3249.6169 3249.6169 3249.6169 3249.6169
Max Trade Drawdown -110151 -68127 -92749 -22585186 -14685352 -27697906
Profit Factor 6.8222 12.7112 1.1434 1.2299 1.9558 0.7507
Total Trades 57 29 28 57 29 28
Winning Trades 25 12 13 25 12 13
Losing Trades 32 17 15 32 17 15
Profitability (%) 43.8596 41.3793 46.4286 43.8596 41.3793 46.4286
Ratio Avg Win / Avg Loss 8.7324 18.0075 1.3194 1.5743 2.7707 0.8662
Largest Winning Trade 1675811 1675811 75844 17689554 17689554 11790611
Largest Losing Trade -44327 -44327 -42483 -10461137 -7889923 -10461137
Avg Bars in Trades 203 202 205 203 202 205
Avg Bars in Winners 327 336 319 327 336 319
Avg Bars in Losers 107 107 106 107 107 106
Bars Traded 11610 5858 5752 11610 5858 5752
Profit Streak 314.6671 323.1671 0 314.6671 323.1671 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -308718 -133979 -415799 -172884 360054 -603222
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": 1563580800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759449633172,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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": [
        [
            3415782.7981119636,
            3372939.6786250174,
            42843.1194869457,
            18510617.011084113,
            30598306.13460116,
            -12087689.123517046
        ],
        [
            3415.782798,
            3372.939679,
            42.843119,
            18510.617011,
            30598.306135,
            -12087.689124
        ],
        [
            1.672215,
            1.651241,
            0.020974,
            0.256185,
            0.280752,
            0
        ],
        [
            3249.616858,
            3249.616858,
            3249.616858,
            3249.616858,
            3249.616858,
            3249.616858
        ],
        [
            -110151,
            -68127,
            -92749,
            -22585186,
            -14685352,
            -27697906
        ],
        [
            6.822223,
            12.711188,
            1.143446,
            1.229939,
            1.955788,
            0.750711
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43.859649,
            41.37931,
            46.428571,
            43.859649,
            41.37931,
            46.428571
        ],
        [
            8.732445,
            18.007517,
            1.319361,
            1.574322,
            2.770699,
            0.866205
        ],
        [
            1675811,
            1675811,
            75844,
            17689554,
            17689554,
            11790611
        ],
        [
            -44327,
            -44327,
            -42483,
            -10461137,
            -7889923,
            -10461137
        ],
        [
            203,
            202,
            205,
            203,
            202,
            205
        ],
        [
            327,
            336,
            319,
            327,
            336,
            319
        ],
        [
            107,
            107,
            106,
            107,
            107,
            106
        ],
        [
            11610,
            5858,
            5752,
            11610,
            5858,
            5752
        ],
        [
            314.667051,
            323.167051,
            0,
            314.667051,
            323.167051,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -308718,
            -133979,
            -415799,
            -172884,
            360054,
            -603222
        ]
    ]
}
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": 1563580800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759449633172,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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)