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Trade: FTM/USDT/30/VWMA/DEMA/3657

Strategy
FTM/USDT/30/VWMA/DEMA/3657
Pair
FTM_USDT
Interval
30m
Score
380944
Daily Profit
0.485053
Profit Factor
1.572822
Profitability
43.333333
Streak
288.701365
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 129174.4778 83373.1872 45801.2906 148183.3999 111056.7926 37126.6074
Total P&L (%) 129.1745 83.3732 45.8013 148.1834 111.0568 37.1266
Avg Daily Profit (%) 0.4851 0.3131 0.172 0.3419 0.2809 0.1186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31845 -27752 -66451 -62094 -31506 -110990
Profit Factor 1.5728 2.0545 1.3128 1.4742 2.0509 1.1795
Total Trades 90 45 45 90 45 45
Winning Trades 39 20 19 39 20 19
Losing Trades 51 25 26 51 25 26
Profitability (%) 43.3333 44.4444 42.2222 43.3333 44.4444 42.2222
Ratio Avg Win / Avg Loss 2.0568 2.5681 1.7964 1.9278 2.5636 1.6141
Largest Winning Trade 39678 39678 30281 60191 60191 33344
Largest Losing Trade -20162 -7743 -20162 -39635 -12814 -39635
Avg Bars in Trades 138 135 141 138 135 141
Avg Bars in Winners 212 197 228 212 197 228
Avg Bars in Losers 82 86 78 82 86 78
Bars Traded 12482 6111 6372 12482 6111 6372
Profit Streak 288.7014 288.7014 298.8264 288.7014 288.7014 298.8264
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380944 359635 143319 315212 349478 -61998
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": 1713976200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760093397983,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 127,
            "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": [
        [
            129174.4778207805,
            83373.1872366799,
            45801.2905841006,
            148183.3999097918,
            111056.7925597584,
            37126.6073500334
        ],
        [
            129.174478,
            83.373187,
            45.801291,
            148.1834,
            111.056793,
            37.126607
        ],
        [
            0.485053,
            0.313068,
            0.171985,
            0.341914,
            0.280878,
            0.118629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31845,
            -27752,
            -66451,
            -62094,
            -31506,
            -110990
        ],
        [
            1.572822,
            2.054495,
            1.312763,
            1.474237,
            2.050855,
            1.179542
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            43.333333,
            44.444444,
            42.222222,
            43.333333,
            44.444444,
            42.222222
        ],
        [
            2.056767,
            2.568119,
            1.796412,
            1.927849,
            2.563569,
            1.614111
        ],
        [
            39678,
            39678,
            30281,
            60191,
            60191,
            33344
        ],
        [
            -20162,
            -7743,
            -20162,
            -39635,
            -12814,
            -39635
        ],
        [
            138,
            135,
            141,
            138,
            135,
            141
        ],
        [
            212,
            197,
            228,
            212,
            197,
            228
        ],
        [
            82,
            86,
            78,
            82,
            86,
            78
        ],
        [
            12482,
            6111,
            6372,
            12482,
            6111,
            6372
        ],
        [
            288.701365,
            288.701365,
            298.826365,
            288.701366,
            288.701366,
            298.826366
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380944,
            359635,
            143319,
            315212,
            349478,
            -61998
        ]
    ]
}
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": 1713976200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760093397983,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 127,
            "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)