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Trade: FTM/USDT/30/VWMA/SMA/1165

Strategy
FTM/USDT/30/VWMA/SMA/1165
Pair
FTM_USDT
Interval
30m
Score
368012
Daily Profit
0.448691
Profit Factor
1.406843
Profitability
51.851852
Streak
276.555521
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-10 13:49
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 119490.9662 82923.5052 36567.461 114127.9478 111752.6564 2375.2915
Total P&L (%) 119.491 82.9235 36.5675 114.1279 111.7527 2.3753
Avg Daily Profit (%) 0.4487 0.3114 0.1373 0.2863 0.2821 0.0088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44472 -30436 -58893 -86538 -37644 -113305
Profit Factor 1.4068 1.7131 1.2061 1.2942 1.7759 1.0097
Total Trades 108 54 54 108 54 54
Winning Trades 56 30 26 56 30 26
Losing Trades 52 24 28 52 24 28
Profitability (%) 51.8519 55.5556 48.1481 51.8519 55.5556 48.1481
Ratio Avg Win / Avg Loss 1.3064 1.3705 1.2989 1.2018 1.4207 1.0874
Largest Winning Trade 38207 33621 38207 42502 42502 30233
Largest Losing Trade -19475 -15276 -19475 -38403 -17210 -38403
Avg Bars in Trades 113 116 111 113 116 111
Avg Bars in Winners 134 131 137 134 131 137
Avg Bars in Losers 92 97 87 92 97 87
Bars Traded 12298 6264 6034 12298 6264 6034
Profit Streak 276.5555 0 297.8264 276.5555 0 297.8264
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368012 -170003 -193482 293269 -170132 -737386
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": 1714039200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760093397043,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 86,
            "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": [
        [
            119490.9661810249,
            82923.5051737492,
            36567.4610072756,
            114127.9478470108,
            111752.6563616186,
            2375.2914853922
        ],
        [
            119.490966,
            82.923505,
            36.567461,
            114.127948,
            111.752656,
            2.375291
        ],
        [
            0.448691,
            0.31138,
            0.137312,
            0.286318,
            0.282117,
            0.008815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44472,
            -30436,
            -58893,
            -86538,
            -37644,
            -113305
        ],
        [
            1.406843,
            1.713074,
            1.206115,
            1.294194,
            1.775863,
            1.009739
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            51.851852,
            55.555556,
            48.148148,
            51.851852,
            55.555556,
            48.148148
        ],
        [
            1.306354,
            1.370459,
            1.298894,
            1.201751,
            1.42069,
            1.087411
        ],
        [
            38207,
            33621,
            38207,
            42502,
            42502,
            30233
        ],
        [
            -19475,
            -15276,
            -19475,
            -38403,
            -17210,
            -38403
        ],
        [
            113,
            116,
            111,
            113,
            116,
            111
        ],
        [
            134,
            131,
            137,
            134,
            131,
            137
        ],
        [
            92,
            97,
            87,
            92,
            97,
            87
        ],
        [
            12298,
            6264,
            6034,
            12298,
            6264,
            6034
        ],
        [
            276.555521,
            0,
            297.826355,
            276.555521,
            0,
            297.826355
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368012,
            -170003,
            -193482,
            293269,
            -170132,
            -737386
        ]
    ]
}
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": 1714039200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760093397043,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 86,
            "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)