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Trade: FTM/USDT/480/VWMA/SWMA/5526

Strategy
FTM/USDT/480/VWMA/SWMA/5526
Pair
FTM_USDT
Interval
8h
Score
304693
Daily Profit
0.223944
Profit Factor
1.716948
Profitability
61.290323
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-07 00:15
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 -2282745.3335 60971.0187 -2343716.3523 -98309.6707 -9660362.4378 9562052.7671
Total P&L (%) -2282.7453 60.971 -2343.7164 -98.3097 -9660.3624 9562.0528
Avg Daily Profit (%) -1.1172 0.0298 -1.147 -0.1995 0 0.2239
Buy And Hold Return (%) 3494.0391 3494.0391 3494.0391 3494.0391 3494.0391 3494.0391
Max Trade Drawdown -2366800 -158362 -2390822 -14751326 -10629826 -5472940
Profit Factor 0.2389 1.2155 0.1371 0.9961 0.2033 1.7169
Total Trades 62 31 31 62 31 31
Winning Trades 34 16 18 34 15 19
Losing Trades 28 15 13 28 16 12
Profitability (%) 54.8387 51.6129 58.0645 54.8387 48.3871 61.2903
Ratio Avg Win / Avg Loss 0.1967 1.1395 0.099 0.8204 0.2169 1.0844
Largest Winning Trade 53393 52926 53393 18296994 1110138 18296994
Largest Losing Trade -1447512 -66094 -1447512 -5992931 -5992931 -5472940
Avg Bars in Trades 89 58 121 89 58 121
Avg Bars in Winners 49 34 61 59 33 79
Avg Bars in Losers 139 84 203 127 82 187
Bars Traded 5576 1819 3757 5576 1819 3757
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -738650 -319062 -579772 -738650 -581445 304693
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": 1565625600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759785355665,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 181,
            "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": [
        [
            -2282745.3335345187,
            60971.0187168343,
            -2343716.3522513527,
            -98309.6707004135,
            -9660362.43775273,
            9562052.767052317
        ],
        [
            -2282.745334,
            60.971019,
            -2343.716352,
            -98.309671,
            -9660.362438,
            9562.052767
        ],
        [
            -1.117169,
            0.029839,
            -1.147008,
            -0.199487,
            0,
            0.223944
        ],
        [
            3494.039054,
            3494.039054,
            3494.039054,
            3494.039054,
            3494.039054,
            3494.039054
        ],
        [
            -2366800,
            -158362,
            -2390822,
            -14751326,
            -10629826,
            -5472940
        ],
        [
            0.238877,
            1.215465,
            0.137136,
            0.996139,
            0.2033,
            1.716948
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            34,
            16,
            18,
            34,
            15,
            19
        ],
        [
            28,
            15,
            13,
            28,
            16,
            12
        ],
        [
            54.83871,
            51.612903,
            58.064516,
            54.83871,
            48.387097,
            61.290323
        ],
        [
            0.196722,
            1.139498,
            0.099042,
            0.82035,
            0.216854,
            1.084388
        ],
        [
            53393,
            52926,
            53393,
            18296994,
            1110138,
            18296994
        ],
        [
            -1447512,
            -66094,
            -1447512,
            -5992931,
            -5992931,
            -5472940
        ],
        [
            89,
            58,
            121,
            89,
            58,
            121
        ],
        [
            49,
            34,
            61,
            59,
            33,
            79
        ],
        [
            139,
            84,
            203,
            127,
            82,
            187
        ],
        [
            5576,
            1819,
            3757,
            5576,
            1819,
            3757
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -738650,
            -319062,
            -579772,
            -738650,
            -581445,
            304693
        ]
    ]
}
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": 1565625600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759785355665,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 181,
            "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)