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Trade: FTM/USDT/720/HMA/VWAP/2699

Strategy
FTM/USDT/720/HMA/VWAP/2699
Pair
FTM_USDT
Interval
12h
Score
442380
Daily Profit
0.282340
Profit Factor
2.558097
Profitability
45.000000
Streak
387.938781
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-25 13:31
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1869524.2053 186064.8753 -2055589.0806 -59924.4652 31682392.5167 -31742316.9819
Total P&L (%) -1869.5242 186.0649 -2055.5891 -59.9245 31682.3925 -31742.317
Avg Daily Profit (%) -0.9149 0.0911 -1.0059 -0.0447 0.2823 0
Buy And Hold Return (%) 3924.1657 3924.1657 3924.1657 3924.1657 3924.1657 3924.1657
Max Trade Drawdown -2053638 -103533 -2094389 -70805149 -13902171 -65644241
Profit Factor 0.2896 1.5674 0.1078 0.9993 2.5581 0.5327
Total Trades 81 40 41 81 40 41
Winning Trades 43 23 20 37 18 19
Losing Trades 38 17 21 44 22 22
Profitability (%) 53.0864 57.5 48.7805 45.679 45 46.3415
Ratio Avg Win / Avg Loss 0.256 1.1585 0.1131 1.1884 3.1266 0.6168
Largest Winning Trade 177329 177329 52787 47027684 47027684 27677704
Largest Losing Trade -1007518 -78482 -1007518 -42204660 -11864616 -42204660
Avg Bars in Trades 46 47 44 46 47 44
Avg Bars in Winners 23 25 22 37 42 33
Avg Bars in Losers 71 77 66 53 51 54
Bars Traded 3740 1906 1834 3740 1906 1834
Profit Streak 0 387.9388 0 0 387.9388 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -596655 -233877 -581216 -597069 442380 -582165

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796310719,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 120
        }
    }
}
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": [
        [
            -1869524.2052872684,
            186064.8753416191,
            -2055589.080628888,
            -59924.4651553126,
            31682392.516730987,
            -31742316.981886305
        ],
        [
            -1869.524205,
            186.064875,
            -2055.589081,
            -59.924465,
            31682.392517,
            -31742.316982
        ],
        [
            -0.914864,
            0.091052,
            -1.005916,
            -0.044737,
            0.28234,
            0
        ],
        [
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708
        ],
        [
            -2053638,
            -103533,
            -2094389,
            -70805149,
            -13902171,
            -65644241
        ],
        [
            0.289639,
            1.567364,
            0.107759,
            0.999321,
            2.558097,
            0.532713
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            43,
            23,
            20,
            37,
            18,
            19
        ],
        [
            38,
            17,
            21,
            44,
            22,
            22
        ],
        [
            53.08642,
            57.5,
            48.780488,
            45.679012,
            45,
            46.341463
        ],
        [
            0.25596,
            1.158486,
            0.113147,
            1.188382,
            3.126563,
            0.616826
        ],
        [
            177329,
            177329,
            52787,
            47027684,
            47027684,
            27677704
        ],
        [
            -1007518,
            -78482,
            -1007518,
            -42204660,
            -11864616,
            -42204660
        ],
        [
            46,
            47,
            44,
            46,
            47,
            44
        ],
        [
            23,
            25,
            22,
            37,
            42,
            33
        ],
        [
            71,
            77,
            66,
            53,
            51,
            54
        ],
        [
            3740,
            1906,
            1834,
            3740,
            1906,
            1834
        ],
        [
            0,
            387.938781,
            0,
            0,
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            0
        ],
        [
            0,
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            0,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -596655,
            -233877,
            -581216,
            -597069,
            442380,
            -582165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796310719,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 120
        }
    }
}

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)