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Trade: FTM/USDT/480/VWAP/WMA/7513

Strategy
FTM/USDT/480/VWAP/WMA/7513
Pair
FTM_USDT
Interval
8h
Score
339612
Daily Profit
0.255660
Profit Factor
1.399903
Profitability
53.763441
Streak
310.646073
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-26 18:30
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 -2916932.1513 -79303.5538 -2837628.5975 -100265.2136 -18444000.8467 18343735.6332
Total P&L (%) -2916.9322 -79.3036 -2837.6286 -100.2652 -18444.0008 18343.7356
Avg Daily Profit (%) -1.4275 -0.0388 -1.3887 0 0 0.2557
Buy And Hold Return (%) 3180.4878 3180.4878 3180.4878 3180.4878 3180.4878 3180.4878
Max Trade Drawdown -2981526 -271280 -2924151 -66760239 -26566804 -42373873
Profit Factor 0.2375 0.8567 0.1327 0.9986 0.3332 1.3999
Total Trades 185 92 93 185 92 93
Winning Trades 133 62 71 99 49 50
Losing Trades 52 30 22 86 43 43
Profitability (%) 71.8919 67.3913 76.3441 53.5135 53.2609 53.7634
Ratio Avg Win / Avg Loss 0.0928 0.4145 0.0411 0.8675 0.2924 1.2039
Largest Winning Trade 40259 40259 27753 52114204 1775072 52114204
Largest Losing Trade -1953127 -76998 -1953127 -32032928 -6655634 -32032928
Avg Bars in Trades 31 34 29 31 34 29
Avg Bars in Winners 9 9 9 29 33 25
Avg Bars in Losers 89 85 96 34 35 34
Bars Traded 5917 3149 2768 5917 3149 2768
Profit Streak 0 402.6461 0 308.6461 0 310.6461
Trades During Streak 0 8 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576971 -577120 -577113 -578766 -580663 339612

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": 1563638400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758900620670,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "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": [
        [
            -2916932.151256254,
            -79303.5537971311,
            -2837628.597459124,
            -100265.2135553518,
            -18444000.846714944,
            18343735.633159604
        ],
        [
            -2916.932151,
            -79.303554,
            -2837.628597,
            -100.265214,
            -18444.000847,
            18343.735633
        ],
        [
            -1.427538,
            -0.038811,
            -1.388728,
            0,
            0,
            0.25566
        ],
        [
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805
        ],
        [
            -2981526,
            -271280,
            -2924151,
            -66760239,
            -26566804,
            -42373873
        ],
        [
            0.237461,
            0.856676,
            0.132747,
            0.998636,
            0.333245,
            1.399903
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            133,
            62,
            71,
            99,
            49,
            50
        ],
        [
            52,
            30,
            22,
            86,
            43,
            43
        ],
        [
            71.891892,
            67.391304,
            76.344086,
            53.513514,
            53.26087,
            53.763441
        ],
        [
            0.092842,
            0.414521,
            0.041133,
            0.867502,
            0.29244,
            1.203916
        ],
        [
            40259,
            40259,
            27753,
            52114204,
            1775072,
            52114204
        ],
        [
            -1953127,
            -76998,
            -1953127,
            -32032928,
            -6655634,
            -32032928
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            9,
            9,
            9,
            29,
            33,
            25
        ],
        [
            89,
            85,
            96,
            34,
            35,
            34
        ],
        [
            5917,
            3149,
            2768,
            5917,
            3149,
            2768
        ],
        [
            0,
            402.646072,
            0,
            308.646073,
            0,
            310.646073
        ],
        [
            0,
            8,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576971,
            -577120,
            -577113,
            -578766,
            -580663,
            339612
        ]
    ]
}
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": 1563638400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758900620670,
    "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": "wma",
        "factors": {
            "length": 120,
            "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)