← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FTM/USDT/240/VWMA/VWMA/2963

Strategy
FTM/USDT/240/VWMA/VWMA/2963
Pair
FTM_USDT
Interval
4h
Score
459139
Daily Profit
0.280409
Profit Factor
2.071212
Profitability
46.875000
Streak
428.966339
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-08 06:11
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 2904198.5109 2821368.4023 82830.1086 18018772.4045 30384643.3441 -12365870.9396
Total P&L (%) 2904.1985 2821.3684 82.8301 18018.7724 30384.6433 -12365.8709
Avg Daily Profit (%) 1.4218 1.3812 0.0406 0.2549 0.2804 0
Buy And Hold Return (%) 2727.0008 2727.0008 2727.0008 2727.0008 2727.0008 2727.0008
Max Trade Drawdown -169932 -102607 -130356 -27515075 -16005276 -18958192
Profit Factor 5.8304 11.5401 1.2483 1.2628 2.0712 0.6924
Total Trades 63 32 31 63 32 31
Winning Trades 31 15 16 31 15 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 49.2063 46.875 51.6129 49.2063 46.875 51.6129
Ratio Avg Win / Avg Loss 6.0185 13.0787 1.1703 1.3035 2.3474 0.6491
Largest Winning Trade 1258925 1258925 71879 24413582 24413582 9750323
Largest Losing Trade -76283 -35680 -76283 -16324847 -7732913 -16324847
Avg Bars in Trades 189 194 184 189 194 184
Avg Bars in Winners 263 294 233 263 294 233
Avg Bars in Losers 117 105 132 117 105 132
Bars Traded 11930 6209 5721 11930 6209 5721
Profit Streak 344.7997 428.9663 344.7997 344.7997 428.9663 344.7997
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -273417 -132721 -303993 -141863 459139 -580022
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": 1563076800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759893091647,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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": [
        [
            2904198.510891636,
            2821368.4023040966,
            82830.1085875392,
            18018772.404464386,
            30384643.344099548,
            -12365870.939635156
        ],
        [
            2904.198511,
            2821.368402,
            82.830109,
            18018.772404,
            30384.643344,
            -12365.87094
        ],
        [
            1.421766,
            1.381216,
            0.04055,
            0.25487,
            0.280409,
            0
        ],
        [
            2727.000808,
            2727.000808,
            2727.000808,
            2727.000808,
            2727.000808,
            2727.000808
        ],
        [
            -169932,
            -102607,
            -130356,
            -27515075,
            -16005276,
            -18958192
        ],
        [
            5.830417,
            11.540067,
            1.248328,
            1.262808,
            2.071212,
            0.692373
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49.206349,
            46.875,
            51.612903,
            49.206349,
            46.875,
            51.612903
        ],
        [
            6.018495,
            13.078742,
            1.170308,
            1.303544,
            2.347374,
            0.6491
        ],
        [
            1258925,
            1258925,
            71879,
            24413582,
            24413582,
            9750323
        ],
        [
            -76283,
            -35680,
            -76283,
            -16324847,
            -7732913,
            -16324847
        ],
        [
            189,
            194,
            184,
            189,
            194,
            184
        ],
        [
            263,
            294,
            233,
            263,
            294,
            233
        ],
        [
            117,
            105,
            132,
            117,
            105,
            132
        ],
        [
            11930,
            6209,
            5721,
            11930,
            6209,
            5721
        ],
        [
            344.799672,
            428.966338,
            344.799672,
            344.799672,
            428.966339,
            344.799672
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -273417,
            -132721,
            -303993,
            -141863,
            459139,
            -580022
        ]
    ]
}
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": 1563076800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759893091647,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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)