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Trade: FTM/USDT/720/VWMA/JMA/5063

Strategy
FTM/USDT/720/VWMA/JMA/5063
Pair
FTM_USDT
Interval
12h
Score
469125
Daily Profit
0.240971
Profit Factor
3.111634
Profitability
50.000000
Streak
333.683483
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 07:24
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 3160103.0025 3103659.7998 56443.2027 5128760.3833 13577276.8257 -8448516.4424
Total P&L (%) 3160.103 3103.6598 56.4432 5128.7604 13577.2768 -8448.5164
Avg Daily Profit (%) 1.5464 1.5188 0.0276 0.1938 0.241 0
Buy And Hold Return (%) 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385
Max Trade Drawdown -185940 -68336 -169555 -9604622 -1767790 -9233968
Profit Factor 6.4749 13.6874 1.1697 1.2468 3.1116 0.4115
Total Trades 59 30 29 59 30 29
Winning Trades 31 15 16 31 15 16
Losing Trades 28 15 13 28 15 13
Profitability (%) 52.5424 50 55.1724 52.5424 50 55.1724
Ratio Avg Win / Avg Loss 5.8483 13.6874 0.9504 1.1261 3.1116 0.3343
Largest Winning Trade 1299440 1299440 81045 9042342 9042342 1273007
Largest Losing Trade -95801 -46656 -95801 -5713712 -1650950 -5713712
Avg Bars in Trades 65 64 66 65 64 66
Avg Bars in Winners 91 97 85 91 97 85
Avg Bars in Losers 37 31 43 37 31 43
Bars Traded 3862 1929 1932 3862 1929 1932
Profit Streak 329.6835 333.6835 0 329.6835 333.6835 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -312484 -139112 -356648 -179910 469125 -580162
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": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638252900,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "offset": 59
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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": [
        [
            3160103.0024884325,
            3103659.799771837,
            56443.202716595,
            5128760.3833399825,
            13577276.825719079,
            -8448516.442379095
        ],
        [
            3160.103002,
            3103.6598,
            56.443203,
            5128.760383,
            13577.276826,
            -8448.516442
        ],
        [
            1.546417,
            1.518796,
            0.027621,
            0.193814,
            0.240971,
            0
        ],
        [
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524
        ],
        [
            -185940,
            -68336,
            -169555,
            -9604622,
            -1767790,
            -9233968
        ],
        [
            6.474877,
            13.687413,
            1.169715,
            1.246758,
            3.111634,
            0.411452
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            52.542373,
            50,
            55.172414,
            52.542373,
            50,
            55.172414
        ],
        [
            5.848276,
            13.687413,
            0.950394,
            1.126104,
            3.111634,
            0.334305
        ],
        [
            1299440,
            1299440,
            81045,
            9042342,
            9042342,
            1273007
        ],
        [
            -95801,
            -46656,
            -95801,
            -5713712,
            -1650950,
            -5713712
        ],
        [
            65,
            64,
            66,
            65,
            64,
            66
        ],
        [
            91,
            97,
            85,
            91,
            97,
            85
        ],
        [
            37,
            31,
            43,
            37,
            31,
            43
        ],
        [
            3862,
            1929,
            1932,
            3862,
            1929,
            1932
        ],
        [
            329.683483,
            333.683483,
            0,
            329.683483,
            333.683483,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -312484,
            -139112,
            -356648,
            -179910,
            469125,
            -580162
        ]
    ]
}
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": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638252900,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "offset": 59
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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)