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Trade: FTM/USDT/480/VWAP/ZLMA/6161

Strategy
FTM/USDT/480/VWAP/ZLMA/6161
Pair
FTM_USDT
Interval
8h
Score
451581
Daily Profit
0.342866
Profit Factor
2.728859
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-11 16:19
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3261946.4528 21619.047 -3283565.4998 -311460.8353 108897487.1586 -109208947.9939
Total P&L (%) -3261.9465 21.619 -3283.5655 -311.4608 108897.4872 -109208.948
Avg Daily Profit (%) -1.5964 0.0106 -1.607 0 0.3429 0
Buy And Hold Return (%) 4332.1926 4332.1926 4332.1926 4332.1926 4332.1926 4332.1926
Max Trade Drawdown -3431276 -102929 -3362020 -201350518 -58630890 -148399402
Profit Factor 0.1521 1.0694 0.0712 0.9985 2.7289 0.2761
Total Trades 63 31 32 63 31 32
Winning Trades 44 21 23 28 14 14
Losing Trades 19 10 9 35 17 18
Profitability (%) 69.8413 67.7419 71.875 44.4444 45.1613 43.75
Ratio Avg Win / Avg Loss 0.0657 0.5092 0.0279 1.2482 3.3136 0.355
Largest Winning Trade 63749 63749 33436 156218536 156218536 23320304
Largest Losing Trade -2050269 -86508 -2050269 -80713979 -28889491 -80713979
Avg Bars in Trades 89 90 89 89 90 89
Avg Bars in Winners 36 37 34 115 128 103
Avg Bars in Losers 214 200 230 69 58 79
Bars Traded 5666 2797 2869 5666 2797 2869
Profit Streak 325.8883 415.555 325.8883 0 0 0
Trades During Streak 6 6 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -727799 -486705 -576629 -732549 451581 -583240
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1568505600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760188749300,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "offset": 111
        }
    }
}
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": [
        [
            -3261946.452817445,
            21619.0469857014,
            -3283565.499803147,
            -311460.8353065265,
            108897487.15859963,
            -109208947.9939062
        ],
        [
            -3261.946453,
            21.619047,
            -3283.5655,
            -311.460835,
            108897.487159,
            -109208.947994
        ],
        [
            -1.596387,
            0.01058,
            -1.606968,
            0,
            0.342866,
            0
        ],
        [
            4332.192649,
            4332.192649,
            4332.192649,
            4332.192649,
            4332.192649,
            4332.192649
        ],
        [
            -3431276,
            -102929,
            -3362020,
            -201350518,
            -58630890,
            -148399402
        ],
        [
            0.152077,
            1.069373,
            0.071219,
            0.998544,
            2.728859,
            0.276139
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            44,
            21,
            23,
            28,
            14,
            14
        ],
        [
            19,
            10,
            9,
            35,
            17,
            18
        ],
        [
            69.84127,
            67.741935,
            71.875,
            44.444444,
            45.16129,
            43.75
        ],
        [
            0.065669,
            0.509225,
            0.027868,
            1.24818,
            3.313615,
            0.355036
        ],
        [
            63749,
            63749,
            33436,
            156218536,
            156218536,
            23320304
        ],
        [
            -2050269,
            -86508,
            -2050269,
            -80713979,
            -28889491,
            -80713979
        ],
        [
            89,
            90,
            89,
            89,
            90,
            89
        ],
        [
            36,
            37,
            34,
            115,
            128,
            103
        ],
        [
            214,
            200,
            230,
            69,
            58,
            79
        ],
        [
            5666,
            2797,
            2869,
            5666,
            2797,
            2869
        ],
        [
            325.888302,
            415.554969,
            325.888302,
            0,
            0,
            0
        ],
        [
            6,
            6,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -727799,
            -486705,
            -576629,
            -732549,
            451581,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1568505600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760188749300,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "offset": 111
        }
    }
}

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)