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Trade: FTM/USDT/30/SMA/VWMA/9536

Strategy
FTM/USDT/30/SMA/VWMA/9536
Pair
FTM_USDT
Interval
30m
Score
380050
Daily Profit
0.462171
Profit Factor
1.507849
Profitability
44.736842
Streak
266.669126
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-09-30 03:33
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 123080.7579 79187.7014 43893.0565 132657.5708 85593.8463 47063.7245
Total P&L (%) 123.0808 79.1877 43.8931 132.6576 85.5938 47.0637
Avg Daily Profit (%) 0.4622 0.2974 0.1648 0.3176 0.2325 0.1449
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52794 -44581 -41359 -66043 -36475 -61004
Profit Factor 1.5078 1.6767 1.3502 1.5172 1.6726 1.3641
Total Trades 114 57 57 114 57 57
Winning Trades 51 27 24 51 27 24
Losing Trades 63 30 33 63 30 33
Profitability (%) 44.7368 47.3684 42.1053 44.7368 47.3684 42.1053
Ratio Avg Win / Avg Loss 1.8626 1.863 1.8565 1.8741 1.8585 1.8757
Largest Winning Trade 44039 44039 25341 47038 47038 32275
Largest Losing Trade -14987 -12127 -14987 -17667 -17667 -16201
Avg Bars in Trades 109 120 99 109 120 99
Avg Bars in Winners 153 152 155 153 152 155
Avg Bars in Losers 74 91 58 74 91 58
Bars Traded 12527 6861 5666 12527 6861 5666
Profit Streak 266.6691 266.6691 288.44 266.6691 266.6691 288.44
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380050 -170236 -176165 337608 -170799 -182678
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": 1714006800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759192412464,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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": [
        [
            123080.757858904,
            79187.7013919855,
            43893.0564669185,
            132657.5707520074,
            85593.8462744086,
            47063.7244775987
        ],
        [
            123.080758,
            79.187701,
            43.893056,
            132.657571,
            85.593846,
            47.063724
        ],
        [
            0.462171,
            0.297352,
            0.164819,
            0.317576,
            0.232477,
            0.144935
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52794,
            -44581,
            -41359,
            -66043,
            -36475,
            -61004
        ],
        [
            1.507849,
            1.676726,
            1.350189,
            1.517163,
            1.672622,
            1.364113
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            44.736842,
            47.368421,
            42.105263,
            44.736842,
            47.368421,
            42.105263
        ],
        [
            1.862637,
            1.863029,
            1.85651,
            1.874143,
            1.858469,
            1.875655
        ],
        [
            44039,
            44039,
            25341,
            47038,
            47038,
            32275
        ],
        [
            -14987,
            -12127,
            -14987,
            -17667,
            -17667,
            -16201
        ],
        [
            109,
            120,
            99,
            109,
            120,
            99
        ],
        [
            153,
            152,
            155,
            153,
            152,
            155
        ],
        [
            74,
            91,
            58,
            74,
            91,
            58
        ],
        [
            12527,
            6861,
            5666,
            12527,
            6861,
            5666
        ],
        [
            266.669126,
            266.669126,
            288.439959,
            266.669126,
            266.669126,
            288.439959
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380050,
            -170236,
            -176165,
            337608,
            -170799,
            -182678
        ]
    ]
}
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": 1714006800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759192412464,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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)