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Trade: FTM/USDT/240/VWMA/PSAR/4866

Strategy
FTM/USDT/240/VWMA/PSAR/4866
Pair
FTM_USDT
Interval
4h
Score
309165
Daily Profit
0.225275
Profit Factor
1.609231
Profitability
53.608247
Streak
319.983875
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-06 14:36
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2518859.0029 2523762.5275 -4903.5246 6530704.9595 9813207.5286 -3282502.5691
Total P&L (%) 2518.859 2523.7625 -4.9035 6530.705 9813.2075 -3282.5026
Avg Daily Profit (%) 1.2331 1.2355 -0.0024 0.2055 0.2253 0
Buy And Hold Return (%) 3280.377 3280.377 3280.377 3280.377 3280.377 3280.377
Max Trade Drawdown -126730 -86026 -196796 -9682324 -6611865 -7049264
Profit Factor 3.4083 6.3791 0.9915 1.2055 1.6092 0.7904
Total Trades 193 97 96 193 97 96
Winning Trades 99 52 47 99 52 47
Losing Trades 94 45 49 94 45 49
Profitability (%) 51.2953 53.6082 48.9583 51.2953 53.6082 48.9583
Ratio Avg Win / Avg Loss 3.2362 5.5204 1.0337 1.1447 1.3926 0.8241
Largest Winning Trade 1795292 1795292 75838 8354275 8354275 2096718
Largest Losing Trade -57602 -41664 -57602 -3071360 -3071360 -2882811
Avg Bars in Trades 61 55 67 61 55 67
Avg Bars in Winners 87 74 101 87 74 101
Avg Bars in Losers 33 33 34 33 33 34
Bars Traded 11864 5404 6460 11864 5404 6460
Profit Streak 316.9839 319.9839 316.9839 316.9839 319.9839 316.9839
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143193 -142187 -579226 113977 309165 -580893
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563523200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759750606796,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 73
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 26,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2518859.00293621,
            2523762.5275242683,
            -4903.5245880595,
            6530704.959542099,
            9813207.528617496,
            -3282502.5690754033
        ],
        [
            2518.859003,
            2523.762528,
            -4.903525,
            6530.70496,
            9813.207529,
            -3282.502569
        ],
        [
            1.233121,
            1.235521,
            -0.002401,
            0.205545,
            0.225275,
            0
        ],
        [
            3280.376994,
            3280.376994,
            3280.376994,
            3280.376994,
            3280.376994,
            3280.376994
        ],
        [
            -126730,
            -86026,
            -196796,
            -9682324,
            -6611865,
            -7049264
        ],
        [
            3.40829,
            6.37909,
            0.991498,
            1.205549,
            1.609231,
            0.790449
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            51.295337,
            53.608247,
            48.958333,
            51.295337,
            53.608247,
            48.958333
        ],
        [
            3.236154,
            5.520367,
            1.033689,
            1.144663,
            1.392604,
            0.824085
        ],
        [
            1795292,
            1795292,
            75838,
            8354275,
            8354275,
            2096718
        ],
        [
            -57602,
            -41664,
            -57602,
            -3071360,
            -3071360,
            -2882811
        ],
        [
            61,
            55,
            67,
            61,
            55,
            67
        ],
        [
            87,
            74,
            101,
            87,
            74,
            101
        ],
        [
            33,
            33,
            34,
            33,
            33,
            34
        ],
        [
            11864,
            5404,
            6460,
            11864,
            5404,
            6460
        ],
        [
            316.983875,
            319.983875,
            316.983875,
            316.983875,
            319.983875,
            316.983875
        ],
        [
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            3,
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            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            -143193,
            -142187,
            -579226,
            113977,
            309165,
            -580893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563523200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759750606796,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 73
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 26,
            "af": 0,
            "af0": 0,
            "max_af": 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)