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Trade: FTM/USDT/720/HILO/VWAP/7883

Strategy
FTM/USDT/720/HILO/VWAP/7883
Pair
FTM_USDT
Interval
12h
Score
499930
Daily Profit
0.383029
Profit Factor
2.137621
Profitability
51.063830
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 16:07
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2605983.5808 87326.1007 -2693309.6816 -10572154.0161 246967654.3851 -257539808.4013
Total P&L (%) -2605.9836 87.3261 -2693.3097 -10572.154 246967.6544 -257539.8084
Avg Daily Profit (%) -1.2753 0.0427 -1.318 0 0.383 0
Buy And Hold Return (%) 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629
Max Trade Drawdown -2683898 -128469 -2765127 -398810979 -102125580 -418527765
Profit Factor 0.246 1.2124 0.1155 0.9852 2.1376 0.4839
Total Trades 95 47 48 95 47 48
Winning Trades 53 23 30 49 24 25
Losing Trades 42 24 18 46 23 23
Profitability (%) 55.7895 48.9362 62.5 51.5789 51.0638 52.0833
Ratio Avg Win / Avg Loss 0.1949 1.2651 0.0693 0.9249 2.0486 0.4452
Largest Winning Trade 116888 116888 64352 141546433 141546433 69505829
Largest Losing Trade -1300959 -67302 -1300959 -285510940 -47152854 -285510940
Avg Bars in Trades 41 45 38 41 45 38
Avg Bars in Winners 21 26 17 42 48 35
Avg Bars in Losers 67 62 72 41 41 41
Bars Traded 3961 2122 1840 3961 2122 1840
Profit Streak 0 392.5471 0 330.0471 0 482.0471
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579774 -301803 -579068 -579732 499930 -579458
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760101672511,
    "expiration_time": 1742023152000,
    "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": 86
        }
    }
}
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": [
        [
            -2605983.5808318574,
            87326.1007392339,
            -2693309.68157109,
            -10572154.016142953,
            246967654.38511848,
            -257539808.40126136
        ],
        [
            -2605.983581,
            87.326101,
            -2693.309682,
            -10572.154016,
            246967.654385,
            -257539.808401
        ],
        [
            -1.275255,
            0.042734,
            -1.317989,
            0,
            0.383029,
            0
        ],
        [
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887
        ],
        [
            -2683898,
            -128469,
            -2765127,
            -398810979,
            -102125580,
            -418527765
        ],
        [
            0.245964,
            1.212363,
            0.11545,
            0.985236,
            2.137621,
            0.483861
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            53,
            23,
            30,
            49,
            24,
            25
        ],
        [
            42,
            24,
            18,
            46,
            23,
            23
        ],
        [
            55.789474,
            48.93617,
            62.5,
            51.578947,
            51.06383,
            52.083333
        ],
        [
            0.194915,
            1.265074,
            0.06927,
            0.924915,
            2.048554,
            0.445153
        ],
        [
            116888,
            116888,
            64352,
            141546433,
            141546433,
            69505829
        ],
        [
            -1300959,
            -67302,
            -1300959,
            -285510940,
            -47152854,
            -285510940
        ],
        [
            41,
            45,
            38,
            41,
            45,
            38
        ],
        [
            21,
            26,
            17,
            42,
            48,
            35
        ],
        [
            67,
            62,
            72,
            41,
            41,
            41
        ],
        [
            3961,
            2122,
            1840,
            3961,
            2122,
            1840
        ],
        [
            0,
            392.547135,
            0,
            330.047136,
            0,
            482.047136
        ],
        [
            0,
            1,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579774,
            -301803,
            -579068,
            -579732,
            499930,
            -579458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760101672511,
    "expiration_time": 1742023152000,
    "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": 86
        }
    }
}

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)