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Trade: FTM/USDT/360/VWMA/BBU/2707

Strategy
FTM/USDT/360/VWMA/BBU/2707
Pair
FTM_USDT
Interval
6h
Score
391145
Daily Profit
0.368150
Profit Factor
1.714714
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-04 14:28
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 3350179.9579 3185734.5199 164445.4381 182233068.4288 173820691.0397 8412377.3891
Total P&L (%) 3350.18 3185.7345 164.4454 182233.0684 173820.691 8412.3774
Avg Daily Profit (%) 1.6396 1.5592 0.0805 0.3682 0.3658 0.2177
Buy And Hold Return (%) 3238.4248 3238.4248 3238.4248 3238.4248 3238.4248 3238.4248
Max Trade Drawdown -111034 -90212 -106155 -32846573 -37730587 -44890612
Profit Factor 4.2677 8.9066 1.2642 1.7147 2.8524 1.0522
Total Trades 335 168 167 335 168 167
Winning Trades 134 58 76 134 58 76
Losing Trades 201 110 91 201 110 91
Profitability (%) 40 34.5238 45.509 40 34.5238 45.509
Ratio Avg Win / Avg Loss 6.4015 16.8918 1.5138 2.5721 5.4097 1.2599
Largest Winning Trade 1907622 1907622 57179 62358507 62358507 26903501
Largest Losing Trade -26811 -15352 -26811 -13417915 -11732605 -13417915
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 42 51 35 42 51 35
Avg Bars in Losers 11 10 11 11 10 11
Bars Traded 7920 4176 3744 7920 4176 3744
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135748 -148840 -251447 391145 341422 -159528
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": 1563667200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759577295698,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 3.85643
        }
    }
}
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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            3185734.519865024,
            164445.4380570806,
            182233068.42880115,
            173820691.03966588,
            8412377.38913526
        ],
        [
            3350.179958,
            3185.73452,
            164.445438,
            182233.068429,
            173820.69104,
            8412.377389
        ],
        [
            1.639633,
            1.559151,
            0.080482,
            0.36815,
            0.36583,
            0.217739
        ],
        [
            3238.424821,
            3238.424821,
            3238.424821,
            3238.424821,
            3238.424821,
            3238.424821
        ],
        [
            -111034,
            -90212,
            -106155,
            -32846573,
            -37730587,
            -44890612
        ],
        [
            4.267667,
            8.906606,
            1.264241,
            1.714714,
            2.852366,
            1.052207
        ],
        [
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            167,
            335,
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        ],
        [
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            76,
            134,
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        ],
        [
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            91,
            201,
            110,
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        ],
        [
            40,
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            45.508982,
            40,
            34.52381,
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        ],
        [
            6.401501,
            16.891838,
            1.513763,
            2.572071,
            5.409659,
            1.259879
        ],
        [
            1907622,
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        ],
        [
            -26811,
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            -26811,
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        ],
        [
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            24,
            22,
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        ],
        [
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            51,
            35,
            42,
            51,
            35
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            7920,
            4176,
            3744,
            7920,
            4176,
            3744
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -135748,
            -148840,
            -251447,
            391145,
            341422,
            -159528
        ]
    ]
}
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": 1563667200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759577295698,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 3.85643
        }
    }
}

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)