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Trade: FTM/USDT/240/VWMA/VWMA/1979

Strategy
FTM/USDT/240/VWMA/VWMA/1979
Pair
FTM_USDT
Interval
4h
Score
443280
Daily Profit
0.385786
Profit Factor
1.613051
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-12 21:01
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 -2402784.2124 95929.6794 -2498713.8918 -125899.7168 260394140.8466 -260520040.5634
Total P&L (%) -2402.7842 95.9297 -2498.7139 -125.8997 260394.1408 -260520.0406
Avg Daily Profit (%) -1.1763 0.047 -1.2233 0 0.3858 0
Buy And Hold Return (%) 2964.8554 2964.8554 2964.8554 2964.8554 2964.8554 2964.8554
Max Trade Drawdown -2569017 -165856 -2630779 -747650292 -299547446 -615934922
Profit Factor 0.2693 1.2372 0.1336 0.9999 1.6131 0.6136
Total Trades 69 34 35 69 34 35
Winning Trades 39 19 20 39 19 20
Losing Trades 30 15 15 30 15 15
Profitability (%) 56.5217 55.8824 57.1429 56.5217 55.8824 57.1429
Ratio Avg Win / Avg Loss 0.2072 0.9768 0.1002 0.7691 1.2735 0.4602
Largest Winning Trade 118836 118836 55771 387418769 387418769 269565511
Largest Losing Trade -1346546 -69255 -1346546 -448102845 -270269255 -448102845
Avg Bars in Trades 173 175 170 173 175 170
Avg Bars in Winners 93 93 93 156 177 136
Avg Bars in Losers 276 279 273 194 174 215
Bars Traded 11946 5979 5967 11946 5979 5967
Profit Streak 0 444.751 0 331.751 0 435.9177
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -685932 -296226 -579861 -685345 443280 -578899
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": 1562846400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760292088002,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "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": [
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            95929.679350265,
            -2498713.89178306,
            -125899.7167532228,
            260394140.84662774,
            -260520040.563381
        ],
        [
            -2402.784212,
            95.929679,
            -2498.713892,
            -125.899717,
            260394.140847,
            -260520.040563
        ],
        [
            -1.176296,
            0.046963,
            -1.223259,
            0,
            0.385786,
            0
        ],
        [
            2964.85539,
            2964.85539,
            2964.85539,
            2964.85539,
            2964.85539,
            2964.85539
        ],
        [
            -2569017,
            -165856,
            -2630779,
            -747650292,
            -299547446,
            -615934922
        ],
        [
            0.269302,
            1.237247,
            0.133594,
            0.999885,
            1.613051,
            0.613561
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            56.521739,
            55.882353,
            57.142857,
            56.521739,
            55.882353,
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        ],
        [
            0.207156,
            0.976774,
            0.100195,
            0.769143,
            1.273462,
            0.46017
        ],
        [
            118836,
            118836,
            55771,
            387418769,
            387418769,
            269565511
        ],
        [
            -1346546,
            -69255,
            -1346546,
            -448102845,
            -270269255,
            -448102845
        ],
        [
            173,
            175,
            170,
            173,
            175,
            170
        ],
        [
            93,
            93,
            93,
            156,
            177,
            136
        ],
        [
            276,
            279,
            273,
            194,
            174,
            215
        ],
        [
            11946,
            5979,
            5967,
            11946,
            5979,
            5967
        ],
        [
            0,
            444.751018,
            0,
            331.751018,
            0,
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        ],
        [
            0,
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        ],
        [
            0.8,
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        ],
        [
            -685932,
            -296226,
            -579861,
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        ]
    ]
}
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": 1562846400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760292088002,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "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)