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Trade: FTM/USDT/30/VWMA/SSF/7350

Strategy
FTM/USDT/30/VWMA/SSF/7350
Pair
FTM_USDT
Interval
30m
Score
388286
Daily Profit
0.455640
Profit Factor
1.451210
Profitability
46.464646
Streak
284.784978
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-07 03:20
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 121341.5594 81986.5121 39355.0474 119889.0616 116785.8631 3103.1986
Total P&L (%) 121.3416 81.9865 39.355 119.8891 116.7859 3.1032
Avg Daily Profit (%) 0.4556 0.3079 0.1478 0.2963 0.291 0.0115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46846 -27945 -62068 -93549 -45130 -121683
Profit Factor 1.4512 1.736 1.2498 1.2957 1.7231 1.0127
Total Trades 99 49 50 99 49 50
Winning Trades 46 24 22 46 24 22
Losing Trades 53 25 28 53 25 28
Profitability (%) 46.4646 48.9796 44 46.4646 48.9796 44
Ratio Avg Win / Avg Loss 1.672 1.8083 1.5907 1.4928 1.7949 1.2889
Largest Winning Trade 43123 43123 29351 69895 69895 29272
Largest Losing Trade -18672 -11907 -18672 -36856 -17004 -36856
Avg Bars in Trades 125 128 123 125 128 123
Avg Bars in Winners 174 172 176 174 172 176
Avg Bars in Losers 83 85 81 83 85 81
Bars Traded 12447 6286 6161 12447 6286 6161
Profit Streak 284.785 284.785 294.9516 284.785 284.785 294.9516
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388286 386813 -179555 265045 380718 -732215
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": 1714122000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759796422131,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            121341.5594402392,
            81986.5120525425,
            39355.0473876967,
            119889.0616379844,
            116785.8630803284,
            3103.198557656
        ],
        [
            121.341559,
            81.986512,
            39.355047,
            119.889062,
            116.785863,
            3.103199
        ],
        [
            0.45564,
            0.307861,
            0.147779,
            0.296316,
            0.290964,
            0.011476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46846,
            -27945,
            -62068,
            -93549,
            -45130,
            -121683
        ],
        [
            1.45121,
            1.736006,
            1.249824,
            1.295674,
            1.723112,
            1.012719
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            46.464646,
            48.979592,
            44,
            46.464646,
            48.979592,
            44
        ],
        [
            1.672046,
            1.808339,
            1.590685,
            1.492841,
            1.794908,
            1.288916
        ],
        [
            43123,
            43123,
            29351,
            69895,
            69895,
            29272
        ],
        [
            -18672,
            -11907,
            -18672,
            -36856,
            -17004,
            -36856
        ],
        [
            125,
            128,
            123,
            125,
            128,
            123
        ],
        [
            174,
            172,
            176,
            174,
            172,
            176
        ],
        [
            83,
            85,
            81,
            83,
            85,
            81
        ],
        [
            12447,
            6286,
            6161,
            12447,
            6286,
            6161
        ],
        [
            284.784978,
            284.784978,
            294.951645,
            284.784978,
            284.784978,
            294.951645
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388286,
            386813,
            -179555,
            265045,
            380718,
            -732215
        ]
    ]
}
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": 1714122000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759796422131,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 3
        }
    }
}

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)