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Trade: FTM/USDT/30/VWMA/HMA/4320

Strategy
FTM/USDT/30/VWMA/HMA/4320
Pair
FTM_USDT
Interval
30m
Score
332489
Daily Profit
0.284635
Profit Factor
1.902459
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-06 20:39
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101091.1315 75801.1721 25289.9593 83880.7246 83469.8324 410.8922
Total P&L (%) 101.0911 75.8012 25.29 83.8807 83.4698 0.4109
Avg Daily Profit (%) 0.3796 0.2846 0.095 0.229 0.2281 0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54121 -27545 -59034 -78641 -28436 -90323
Profit Factor 1.4806 1.9025 1.2002 1.3407 1.8826 1.0027
Total Trades 60 30 30 60 30 30
Winning Trades 26 14 12 26 14 12
Losing Trades 34 16 18 34 16 18
Profitability (%) 43.3333 46.6667 40 43.3333 46.6667 40
Ratio Avg Win / Avg Loss 1.9362 2.1742 1.8003 1.7532 2.1515 1.5041
Largest Winning Trade 45720 45720 29121 48636 48636 26604
Largest Losing Trade -19914 -10994 -19914 -16489 -11604 -16489
Avg Bars in Trades 202 212 192 202 212 192
Avg Bars in Winners 308 313 302 308 313 302
Avg Bars in Losers 121 125 119 121 125 119
Bars Traded 12154 6384 5770 12154 6384 5770
Profit Streak 273.1105 0 298.423 273.1105 0 298.423
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165425 332489 -73098 -167567 313728 -576931
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714156200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759772345645,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 198,
            "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": [
        [
            101091.1314614768,
            75801.1721320442,
            25289.9593294327,
            83880.7245852258,
            83469.8324201701,
            410.8921650557
        ],
        [
            101.091131,
            75.801172,
            25.289959,
            83.880725,
            83.469832,
            0.410892
        ],
        [
            0.379599,
            0.284635,
            0.094964,
            0.228987,
            0.228145,
            0.00154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54121,
            -27545,
            -59034,
            -78641,
            -28436,
            -90323
        ],
        [
            1.480643,
            1.902459,
            1.200188,
            1.340687,
            1.8826,
            1.00271
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            43.333333,
            46.666667,
            40,
            43.333333,
            46.666667,
            40
        ],
        [
            1.936225,
            2.174239,
            1.800282,
            1.753206,
            2.151543,
            1.504065
        ],
        [
            45720,
            45720,
            29121,
            48636,
            48636,
            26604
        ],
        [
            -19914,
            -10994,
            -19914,
            -16489,
            -11604,
            -16489
        ],
        [
            202,
            212,
            192,
            202,
            212,
            192
        ],
        [
            308,
            313,
            302,
            308,
            313,
            302
        ],
        [
            121,
            125,
            119,
            121,
            125,
            119
        ],
        [
            12154,
            6384,
            5770,
            12154,
            6384,
            5770
        ],
        [
            273.110482,
            0,
            298.422982,
            273.110482,
            0,
            298.422982
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165425,
            332489,
            -73098,
            -167567,
            313728,
            -576931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714156200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759772345645,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 198,
            "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)