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Trade: FTM/USDT/360/HILO/VWAP/6933

Strategy
FTM/USDT/360/HILO/VWAP/6933
Pair
FTM_USDT
Interval
6h
Score
455175
Daily Profit
0.339745
Profit Factor
1.739778
Profitability
54.347826
Streak
315.952594
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-06 07:51
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2756112.7456 133137.4019 -2889250.1475 5404317.2078 102157694.7212 -96753377.5135
Total P&L (%) -2756.1127 133.1374 -2889.2501 5404.3172 102157.6947 -96753.3775
Avg Daily Profit (%) -1.3489 0.0652 -1.414 0.1964 0.3397 0
Buy And Hold Return (%) 3096.5265 3096.5265 3096.5265 3096.5265 3096.5265 3096.5265
Max Trade Drawdown -2880217 -92507 -2967906 -269965525 -86899485 -224375552
Profit Factor 0.2307 1.3965 0.1101 1.0141 1.7398 0.606
Total Trades 93 46 47 93 46 47
Winning Trades 54 27 27 48 25 23
Losing Trades 39 19 20 45 21 24
Profitability (%) 58.0645 58.6957 57.4468 51.6129 54.3478 48.9362
Ratio Avg Win / Avg Loss 0.1666 0.9827 0.0815 0.9507 1.4614 0.6323
Largest Winning Trade 75883 75883 60471 208194629 208194629 114775558
Largest Losing Trade -1804616 -84416 -1804616 -122704267 -86899485 -122704267
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 39 44 34 59 63 53
Avg Bars in Losers 138 139 136 104 107 100
Bars Traded 7518 3861 3658 7518 3861 3658
Profit Streak 315.9526 315.9526 316.4526 315.9526 315.9526 316.4526
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578138 -270909 -578764 -205475 455175 -580143
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564855200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759726304100,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 215
        }
    }
}
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": [
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            133137.4019393815,
            -2889250.147515725,
            5404317.207757028,
            102157694.72124422,
            -96753377.51348713
        ],
        [
            -2756.112746,
            133.137402,
            -2889.250148,
            5404.317208,
            102157.694721,
            -96753.377513
        ],
        [
            -1.348887,
            0.06516,
            -1.414046,
            0.196356,
            0.339745,
            0
        ],
        [
            3096.526508,
            3096.526508,
            3096.526508,
            3096.526508,
            3096.526508,
            3096.526508
        ],
        [
            -2880217,
            -92507,
            -2967906,
            -269965525,
            -86899485,
            -224375552
        ],
        [
            0.23065,
            1.396476,
            0.110066,
            1.014087,
            1.739778,
            0.605957
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            54,
            27,
            27,
            48,
            25,
            23
        ],
        [
            39,
            19,
            20,
            45,
            21,
            24
        ],
        [
            58.064516,
            58.695652,
            57.446809,
            51.612903,
            54.347826,
            48.93617
        ],
        [
            0.16658,
            0.982705,
            0.08153,
            0.950707,
            1.461414,
            0.632303
        ],
        [
            75883,
            75883,
            60471,
            208194629,
            208194629,
            114775558
        ],
        [
            -1804616,
            -84416,
            -1804616,
            -122704267,
            -86899485,
            -122704267
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            39,
            44,
            34,
            59,
            63,
            53
        ],
        [
            138,
            139,
            136,
            104,
            107,
            100
        ],
        [
            7518,
            3861,
            3658,
            7518,
            3861,
            3658
        ],
        [
            315.952594,
            315.952594,
            316.452594,
            315.952594,
            315.952594,
            316.452594
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578138,
            -270909,
            -578764,
            -205475,
            455175,
            -580143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564855200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759726304100,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 215
        }
    }
}

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)