← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FTM/USDT/30/VWMA/SSF/7201

Strategy
FTM/USDT/30/VWMA/SSF/7201
Pair
FTM_USDT
Interval
30m
Score
526194
Daily Profit
0.646504
Profit Factor
1.562087
Profitability
50.000000
Streak
274.016393
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-09-26 09:53
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 172170.5286 107999.0812 64171.4475 256401.2995 165069.6434 91331.6562
Total P&L (%) 172.1705 107.9991 64.1714 256.4013 165.0696 91.3317
Avg Daily Profit (%) 0.6465 0.4055 0.241 0.4784 0.3667 0.2439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51200 -46116 -34050 -101095 -42963 -84882
Profit Factor 1.5621 1.8065 1.3723 1.6588 2.0648 1.3901
Total Trades 138 69 69 138 69 69
Winning Trades 69 39 30 69 39 30
Losing Trades 69 30 39 69 30 39
Profitability (%) 50 56.5217 43.4783 50 56.5217 43.4783
Ratio Avg Win / Avg Loss 1.5621 1.3896 1.7839 1.6588 1.5883 1.8071
Largest Winning Trade 35460 28811 35460 49375 46704 49375
Largest Losing Trade -21623 -21623 -15798 -41047 -23038 -41047
Avg Bars in Trades 90 88 92 90 88 92
Avg Bars in Winners 116 107 127 116 107 127
Avg Bars in Losers 64 63 64 64 63 64
Bars Traded 12463 6109 6354 12463 6109 6354
Profit Streak 274.0164 274.0164 275.9539 274.0164 274.0164 275.9539
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526194 -89548 -95302 486887 -88271 -94779

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": 1713985200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758869616395,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 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": [
        [
            172170.5286487962,
            107999.081152059,
            64171.4474967373,
            256401.2995373034,
            165069.6433838466,
            91331.6561534569
        ],
        [
            172.170529,
            107.999081,
            64.171447,
            256.4013,
            165.069643,
            91.331656
        ],
        [
            0.646504,
            0.405539,
            0.240965,
            0.478361,
            0.366719,
            0.243937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51200,
            -46116,
            -34050,
            -101095,
            -42963,
            -84882
        ],
        [
            1.562087,
            1.806453,
            1.372252,
            1.658838,
            2.064811,
            1.390057
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            50,
            56.521739,
            43.478261,
            50,
            56.521739,
            43.478261
        ],
        [
            1.562087,
            1.38958,
            1.783928,
            1.658838,
            1.588316,
            1.807074
        ],
        [
            35460,
            28811,
            35460,
            49375,
            46704,
            49375
        ],
        [
            -21623,
            -21623,
            -15798,
            -41047,
            -23038,
            -41047
        ],
        [
            90,
            88,
            92,
            90,
            88,
            92
        ],
        [
            116,
            107,
            127,
            116,
            107,
            127
        ],
        [
            64,
            63,
            64,
            64,
            63,
            64
        ],
        [
            12463,
            6109,
            6354,
            12463,
            6109,
            6354
        ],
        [
            274.016393,
            274.016393,
            275.953893,
            274.016393,
            274.016393,
            275.953893
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526194,
            -89548,
            -95302,
            486887,
            -88271,
            -94779
        ]
    ]
}
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": 1713985200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758869616395,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 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)