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Trade: FTM/USDT/360/VWMA/DEMA/6277

Strategy
FTM/USDT/360/VWMA/DEMA/6277
Pair
FTM_USDT
Interval
6h
Score
547317
Daily Profit
0.383272
Profit Factor
2.207153
Profitability
50.000000
Streak
392.760123
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-05 09:14
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 -3332508.0078 -23378.9951 -3309129.0127 -99188.4418 247953486.8455 -248052675.2873
Total P&L (%) -3332.508 -23.379 -3309.129 -99.1884 247953.4868 -248052.6753
Avg Daily Profit (%) -1.631 -0.0114 -1.6195 -0.2353 0.3833 0
Buy And Hold Return (%) 4412.2581 4412.2581 4412.2581 4412.2581 4412.2581 4412.2581
Max Trade Drawdown -3415849 -144992 -3354359 -529635628 -202946498 -332599040
Profit Factor 0.1528 0.9328 0.0772 0.9998 2.2072 0.2572
Total Trades 89 44 45 89 44 45
Winning Trades 62 29 33 44 22 22
Losing Trades 27 15 12 45 22 23
Profitability (%) 69.6629 65.9091 73.3333 49.4382 50 48.8889
Ratio Avg Win / Avg Loss 0.0666 0.4825 0.0281 1.0225 2.2072 0.2689
Largest Winning Trade 43235 43235 23093 429470975 429470975 53170059
Largest Losing Trade -1790036 -88137 -1790036 -189285579 -50894362 -189285579
Avg Bars in Trades 84 86 83 84 86 83
Avg Bars in Winners 26 33 20 89 100 77
Avg Bars in Losers 216 186 254 80 71 88
Bars Traded 7527 3784 3743 7527 3784 3743
Profit Streak 0 392.7601 0 0 392.7601 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577713 -577316 -577687 -579092 547317 -581144
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": 1566734400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759644874654,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 178,
            "offset": 125
        }
    }
}
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": [
        [
            -3332508.007801408,
            -23378.9950929723,
            -3309129.0127084358,
            -99188.4417765703,
            247953486.84554258,
            -248052675.28731924
        ],
        [
            -3332.508008,
            -23.378995,
            -3309.129013,
            -99.188442,
            247953.486846,
            -248052.675287
        ],
        [
            -1.630984,
            -0.011442,
            -1.619542,
            -0.235326,
            0.383272,
            0
        ],
        [
            4412.258065,
            4412.258065,
            4412.258065,
            4412.258065,
            4412.258065,
            4412.258065
        ],
        [
            -3415849,
            -144992,
            -3354359,
            -529635628,
            -202946498,
            -332599040
        ],
        [
            0.152824,
            0.932785,
            0.077168,
            0.999816,
            2.207153,
            0.257213
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            62,
            29,
            33,
            44,
            22,
            22
        ],
        [
            27,
            15,
            12,
            45,
            22,
            23
        ],
        [
            69.662921,
            65.909091,
            73.333333,
            49.438202,
            50,
            48.888889
        ],
        [
            0.066552,
            0.482475,
            0.028061,
            1.022539,
            2.207153,
            0.268905
        ],
        [
            43235,
            43235,
            23093,
            429470975,
            429470975,
            53170059
        ],
        [
            -1790036,
            -88137,
            -1790036,
            -189285579,
            -50894362,
            -189285579
        ],
        [
            84,
            86,
            83,
            84,
            86,
            83
        ],
        [
            26,
            33,
            20,
            89,
            100,
            77
        ],
        [
            216,
            186,
            254,
            80,
            71,
            88
        ],
        [
            7527,
            3784,
            3743,
            7527,
            3784,
            3743
        ],
        [
            0,
            392.760123,
            0,
            0,
            392.760123,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577713,
            -577316,
            -577687,
            -579092,
            547317,
            -581144
        ]
    ]
}
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": 1566734400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759644874654,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 178,
            "offset": 125
        }
    }
}

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)