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Trade: FTM/USDT/240/WMA/VWMA/2233

Strategy
FTM/USDT/240/WMA/VWMA/2233
Pair
FTM_USDT
Interval
4h
Score
419419
Daily Profit
0.274384
Profit Factor
2.499281
Profitability
43.103448
Streak
323.539866
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-30 07:57
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 2404504.8292 2351999.2311 52505.598 26863974.228 23291783.7027 3572190.5253
Total P&L (%) 2404.5048 2351.9992 52.5056 26863.9742 23291.7837 3572.1905
Avg Daily Profit (%) 1.1771 1.1514 0.0257 0.2744 0.2674 0.1766
Buy And Hold Return (%) 2516.5357 2516.5357 2516.5357 2516.5357 2516.5357 2516.5357
Max Trade Drawdown -161217 -97290 -160413 -5656576 -2917010 -8819272
Profit Factor 3.9468 7.1465 1.1212 2.4993 4.2391 1.333
Total Trades 116 58 58 116 58 58
Winning Trades 50 23 27 50 23 27
Losing Trades 66 35 31 66 35 31
Profitability (%) 43.1034 39.6552 46.5517 43.1034 39.6552 46.5517
Ratio Avg Win / Avg Loss 5.2098 10.8752 1.2873 3.2991 6.4508 1.5305
Largest Winning Trade 1501819 1501819 68943 8816610 8816610 5222528
Largest Losing Trade -43949 -43949 -38858 -5392257 -2656241 -5392257
Avg Bars in Trades 102 107 97 102 107 97
Avg Bars in Winners 162 177 149 162 177 149
Avg Bars in Losers 57 61 52 57 61 52
Bars Traded 11903 6234 5669 11903 6234 5669
Profit Streak 323.5399 335.3732 0 323.5399 335.3732 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147048 -327547 -592948 419419 -167918 -207432
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": 1562400000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759208244464,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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": [
        [
            2404504.8291575518,
            2351999.2311273767,
            52505.5980301745,
            26863974.22801163,
            23291783.702742085,
            3572190.5252695503
        ],
        [
            2404.504829,
            2351.999231,
            52.505598,
            26863.974228,
            23291.783703,
            3572.190525
        ],
        [
            1.177138,
            1.151434,
            0.025704,
            0.274384,
            0.267408,
            0.176561
        ],
        [
            2516.535728,
            2516.535728,
            2516.535728,
            2516.535728,
            2516.535728,
            2516.535728
        ],
        [
            -161217,
            -97290,
            -160413,
            -5656576,
            -2917010,
            -8819272
        ],
        [
            3.946786,
            7.146535,
            1.12117,
            2.499281,
            4.239114,
            1.333006
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            43.103448,
            39.655172,
            46.551724,
            43.103448,
            39.655172,
            46.551724
        ],
        [
            5.209758,
            10.875162,
            1.28727,
            3.29905,
            6.450825,
            1.530488
        ],
        [
            1501819,
            1501819,
            68943,
            8816610,
            8816610,
            5222528
        ],
        [
            -43949,
            -43949,
            -38858,
            -5392257,
            -2656241,
            -5392257
        ],
        [
            102,
            107,
            97,
            102,
            107,
            97
        ],
        [
            162,
            177,
            149,
            162,
            177,
            149
        ],
        [
            57,
            61,
            52,
            57,
            61,
            52
        ],
        [
            11903,
            6234,
            5669,
            11903,
            6234,
            5669
        ],
        [
            323.539866,
            335.3732,
            0,
            323.539866,
            335.3732,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -147048,
            -327547,
            -592948,
            419419,
            -167918,
            -207432
        ]
    ]
}
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": 1562400000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759208244464,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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)