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Trade: FTM/USDT/480/VWAP/PWMA/5865

Strategy
FTM/USDT/480/VWAP/PWMA/5865
Pair
FTM_USDT
Interval
8h
Score
581402
Daily Profit
0.356584
Profit Factor
4.591635
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-25 17:31
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2881413.9912 -69260.8146 -2812153.1766 -149325.865 144019472.6372 -144168798.5021
Total P&L (%) -2881.414 -69.2608 -2812.1532 -149.3259 144019.4726 -144168.7985
Avg Daily Profit (%) -1.4102 -0.0339 -1.3763 0 0.3566 0
Buy And Hold Return (%) 3632.1238 3632.1238 3632.1238 3632.1238 3632.1238 3632.1238
Max Trade Drawdown -2950787 -174660 -2855526 -214243646 -28531104 -193301841
Profit Factor 0.1697 0.8215 0.0877 0.9994 4.5916 0.2773
Total Trades 97 48 49 97 48 49
Winning Trades 67 29 38 41 23 18
Losing Trades 30 19 11 56 25 31
Profitability (%) 69.0722 60.4167 77.551 42.268 47.9167 36.7347
Ratio Avg Win / Avg Loss 0.076 0.5382 0.0254 1.365 4.9909 0.4776
Largest Winning Trade 59477 59477 25353 87086018 87086018 24408080
Largest Losing Trade -1275687 -77680 -1275687 -166665072 -12399059 -166665072
Avg Bars in Trades 59 63 56 59 63 56
Avg Bars in Winners 24 30 20 79 80 77
Avg Bars in Losers 138 113 181 45 46 43
Bars Traded 5779 3024 2755 5779 3024 2755
Profit Streak 0 390.6055 0 306.9388 0 311.9388
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577769 -577979 -577110 -581272 581402 -585252

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758810714832,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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": [
        [
            -2881413.9911503373,
            -69260.8145724909,
            -2812153.1765778465,
            -149325.8649692003,
            144019472.63715488,
            -144168798.50212404
        ],
        [
            -2881.413991,
            -69.260815,
            -2812.153177,
            -149.325865,
            144019.472637,
            -144168.798502
        ],
        [
            -1.410156,
            -0.033896,
            -1.37626,
            0,
            0.356584,
            0
        ],
        [
            3632.123799,
            3632.123799,
            3632.123799,
            3632.123799,
            3632.123799,
            3632.123799
        ],
        [
            -2950787,
            -174660,
            -2855526,
            -214243646,
            -28531104,
            -193301841
        ],
        [
            0.169717,
            0.821455,
            0.087698,
            0.999377,
            4.591635,
            0.277287
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            67,
            29,
            38,
            41,
            23,
            18
        ],
        [
            30,
            19,
            11,
            56,
            25,
            31
        ],
        [
            69.072165,
            60.416667,
            77.55102,
            42.268041,
            47.916667,
            36.734694
        ],
        [
            0.075993,
            0.538195,
            0.025386,
            1.365002,
            4.990907,
            0.47755
        ],
        [
            59477,
            59477,
            25353,
            87086018,
            87086018,
            24408080
        ],
        [
            -1275687,
            -77680,
            -1275687,
            -166665072,
            -12399059,
            -166665072
        ],
        [
            59,
            63,
            56,
            59,
            63,
            56
        ],
        [
            24,
            30,
            20,
            79,
            80,
            77
        ],
        [
            138,
            113,
            181,
            45,
            46,
            43
        ],
        [
            5779,
            3024,
            2755,
            5779,
            3024,
            2755
        ],
        [
            0,
            390.605496,
            0,
            306.938829,
            0,
            311.938829
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577769,
            -577979,
            -577110,
            -581272,
            581402,
            -585252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758810714832,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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)