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Trade: FTM/USDT/720/VWAP/HMA/1677

Strategy
FTM/USDT/720/VWAP/HMA/1677
Pair
FTM_USDT
Interval
12h
Score
586221
Daily Profit
0.275003
Profit Factor
4.119121
Profitability
58.064516
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 11:17
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 3225328.508 3282483.1269 -57154.6189 -626113.8027 27268388.9609 -27894502.7635
Total P&L (%) 3225.3285 3282.4831 -57.1546 -626.1138 27268.389 -27894.5028
Avg Daily Profit (%) 1.5783 1.6063 -0.028 0 0.275 0
Buy And Hold Return (%) 4415.1711 4415.1711 4415.1711 4415.1711 4415.1711 4415.1711
Max Trade Drawdown -160252 -93937 -157592 -23457271 -7800928 -29011098
Profit Factor 6.8137 15.287 0.8242 0.9837 4.1191 0.0562
Total Trades 61 31 30 61 31 30
Winning Trades 29 15 14 32 18 14
Losing Trades 32 16 16 29 13 16
Profitability (%) 47.541 48.3871 46.6667 52.459 58.0645 46.6667
Ratio Avg Win / Avg Loss 7.5185 16.3061 0.9419 0.8914 2.9749 0.0643
Largest Winning Trade 2582011 2582011 77048 17158643 17158643 668759
Largest Losing Trade -105351 -54568 -105351 -23435431 -6229490 -23435431
Avg Bars in Trades 61 59 63 61 59 63
Avg Bars in Winners 103 101 105 50 55 44
Avg Bars in Losers 22 20 25 72 64 79
Bars Traded 3741 1846 1895 3741 1846 1895
Profit Streak 385.3452 393.3452 0 0 0 398.3452
Trades During Streak 1 2 0 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -309778 -143087 -582121 -746459 586221 -580781
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": 1565827200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760170624995,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 130
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    }
}
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": [
        [
            3225328.5080057736,
            3282483.1269219294,
            -57154.6189161566,
            -626113.8026924577,
            27268388.960851748,
            -27894502.763544198
        ],
        [
            3225.328508,
            3282.483127,
            -57.154619,
            -626.113803,
            27268.388961,
            -27894.502764
        ],
        [
            1.578335,
            1.606304,
            -0.027969,
            0,
            0.275003,
            0
        ],
        [
            4415.171078,
            4415.171078,
            4415.171078,
            4415.171078,
            4415.171078,
            4415.171078
        ],
        [
            -160252,
            -93937,
            -157592,
            -23457271,
            -7800928,
            -29011098
        ],
        [
            6.813676,
            15.286952,
            0.824155,
            0.983652,
            4.119121,
            0.056241
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            29,
            15,
            14,
            32,
            18,
            14
        ],
        [
            32,
            16,
            16,
            29,
            13,
            16
        ],
        [
            47.540984,
            48.387097,
            46.666667,
            52.459016,
            58.064516,
            46.666667
        ],
        [
            7.518539,
            16.306082,
            0.941892,
            0.891435,
            2.974921,
            0.064276
        ],
        [
            2582011,
            2582011,
            77048,
            17158643,
            17158643,
            668759
        ],
        [
            -105351,
            -54568,
            -105351,
            -23435431,
            -6229490,
            -23435431
        ],
        [
            61,
            59,
            63,
            61,
            59,
            63
        ],
        [
            103,
            101,
            105,
            50,
            55,
            44
        ],
        [
            22,
            20,
            25,
            72,
            64,
            79
        ],
        [
            3741,
            1846,
            1895,
            3741,
            1846,
            1895
        ],
        [
            385.345197,
            393.345197,
            0,
            0,
            0,
            398.345197
        ],
        [
            1,
            2,
            0,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -309778,
            -143087,
            -582121,
            -746459,
            586221,
            -580781
        ]
    ]
}
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": 1565827200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760170624995,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 130
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    }
}

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)