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Trade: FTM/USDT/30/VWAP/KCU/6525

Strategy
FTM/USDT/30/VWAP/KCU/6525
Pair
FTM_USDT
Interval
30m
Score
316163
Daily Profit
0.232000
Profit Factor
1.213982
Profitability
73.043478
Streak
268.630720
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-09-27 18:08
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61783.8539 65137.3694 -3353.5156 10366.7763 10252.0606 114.7157
Total P&L (%) 61.7839 65.1374 -3.3535 10.3668 10.2521 0.1147
Avg Daily Profit (%) 0.232 0.2446 -0.0126 0.037 0.0367 0.0004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47566 -60205 -55511 -67363 -73755 -51384
Profit Factor 1.214 1.3457 0.9666 1.0322 1.0454 1.0012
Total Trades 115 57 58 115 57 58
Winning Trades 84 41 43 84 41 43
Losing Trades 31 16 15 31 16 15
Profitability (%) 73.0435 71.9298 74.1379 73.0435 71.9298 74.1379
Ratio Avg Win / Avg Loss 0.448 0.5251 0.3372 0.3809 0.408 0.3493
Largest Winning Trade 22053 22053 5926 19532 19532 8910
Largest Losing Trade -42298 -42298 -21764 -67363 -67363 -19543
Avg Bars in Trades 102 177 28 102 177 28
Avg Bars in Winners 52 89 17 52 89 17
Avg Bars in Losers 237 403 59 237 403 59
Bars Traded 11782 10140 1642 11782 10140 1642
Profit Streak 268.6307 268.6307 288.9641 268.6307 268.6307 288.9641
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316163 -171626 -757433 -480985 -652135 -755542
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713933000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758985694218,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 115,
            "offset": 240,
            "scalar": 3
        }
    }
}
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": [
        [
            61783.853878896,
            65137.3694314783,
            -3353.5155525825,
            10366.7763140351,
            10252.0605981452,
            114.7157158899
        ],
        [
            61.783854,
            65.137369,
            -3.353516,
            10.366776,
            10.252061,
            0.114716
        ],
        [
            0.232,
            0.244592,
            -0.012593,
            0.037046,
            0.036655,
            0.000431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47566,
            -60205,
            -55511,
            -67363,
            -73755,
            -51384
        ],
        [
            1.213982,
            1.34567,
            0.966564,
            1.032221,
            1.045389,
            1.001197
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            73.043478,
            71.929825,
            74.137931,
            73.043478,
            71.929825,
            74.137931
        ],
        [
            0.448017,
            0.525139,
            0.337173,
            0.380939,
            0.407957,
            0.349255
        ],
        [
            22053,
            22053,
            5926,
            19532,
            19532,
            8910
        ],
        [
            -42298,
            -42298,
            -21764,
            -67363,
            -67363,
            -19543
        ],
        [
            102,
            177,
            28,
            102,
            177,
            28
        ],
        [
            52,
            89,
            17,
            52,
            89,
            17
        ],
        [
            237,
            403,
            59,
            237,
            403,
            59
        ],
        [
            11782,
            10140,
            1642,
            11782,
            10140,
            1642
        ],
        [
            268.63072,
            268.63072,
            288.964053,
            268.63072,
            268.63072,
            288.964053
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316163,
            -171626,
            -757433,
            -480985,
            -652135,
            -755542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713933000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758985694218,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 115,
            "offset": 240,
            "scalar": 3
        }
    }
}

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)