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Trade: FTM/USDT/30/VWMA/WMA/5172

Strategy
FTM/USDT/30/VWMA/WMA/5172
Pair
FTM_USDT
Interval
30m
Score
348692
Daily Profit
0.324799
Profit Factor
2.027258
Profitability
44.827586
Streak
276.267774
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-09-28 05:55
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 125329.1634 86497.288 38831.8755 128423.6606 116756.4445 11667.2161
Total P&L (%) 125.3292 86.4973 38.8319 128.4237 116.7564 11.6672
Avg Daily Profit (%) 0.4706 0.3248 0.1458 0.3107 0.2909 0.0414
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57642 -21743 -66026 -105257 -36824 -127112
Profit Factor 1.6151 2.0273 1.3248 1.4336 2.0441 1.0633
Total Trades 58 29 29 58 29 29
Winning Trades 26 13 13 26 13 13
Losing Trades 32 16 16 32 16 16
Profitability (%) 44.8276 44.8276 44.8276 44.8276 44.8276 44.8276
Ratio Avg Win / Avg Loss 1.9878 2.4951 1.6306 1.7645 2.5159 1.3087
Largest Winning Trade 47372 47372 24103 54510 54510 31979
Largest Losing Trade -16742 -11567 -16742 -31004 -14235 -31004
Avg Bars in Trades 209 221 197 209 221 197
Avg Bars in Winners 318 344 292 318 344 292
Avg Bars in Losers 121 121 120 121 121 120
Bars Traded 12152 6422 5730 12152 6422 5730
Profit Streak 276.2678 276.2678 289.9344 276.2678 276.2678 289.9344
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168547 348692 -1460 -170960 339439 -404455
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": 1714176000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759028135643,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "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": [
        [
            125329.1634479067,
            86497.2879508605,
            38831.8754970462,
            128423.6606351833,
            116756.444491333,
            11667.2161438502
        ],
        [
            125.329163,
            86.497288,
            38.831875,
            128.423661,
            116.756444,
            11.667216
        ],
        [
            0.470614,
            0.324799,
            0.145815,
            0.310658,
            0.290912,
            0.041446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57642,
            -21743,
            -66026,
            -105257,
            -36824,
            -127112
        ],
        [
            1.615127,
            2.027258,
            1.324836,
            1.433628,
            2.044142,
            1.063292
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            44.827586,
            44.827586,
            44.827586,
            44.827586,
            44.827586,
            44.827586
        ],
        [
            1.987848,
            2.495086,
            1.630567,
            1.764466,
            2.515867,
            1.308667
        ],
        [
            47372,
            47372,
            24103,
            54510,
            54510,
            31979
        ],
        [
            -16742,
            -11567,
            -16742,
            -31004,
            -14235,
            -31004
        ],
        [
            209,
            221,
            197,
            209,
            221,
            197
        ],
        [
            318,
            344,
            292,
            318,
            344,
            292
        ],
        [
            121,
            121,
            120,
            121,
            121,
            120
        ],
        [
            12152,
            6422,
            5730,
            12152,
            6422,
            5730
        ],
        [
            276.267774,
            276.267774,
            289.93444,
            276.267774,
            276.267774,
            289.93444
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168547,
            348692,
            -1460,
            -170960,
            339439,
            -404455
        ]
    ]
}
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": 1714176000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759028135643,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "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)