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Trade: FTM/USDT/720/SMA/VWAP/4683

Strategy
FTM/USDT/720/SMA/VWAP/4683
Pair
FTM_USDT
Interval
12h
Score
350124
Daily Profit
0.326393
Profit Factor
3.750990
Profitability
31.428571
Streak
485.192436
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-04 07:37
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 2511004.294 2437559.3488 73444.9452 68780725.6691 77876149.5686 -9095423.8995
Total P&L (%) 2511.0043 2437.5593 73.4449 68780.7257 77876.1496 -9095.4239
Avg Daily Profit (%) 1.2288 1.1928 0.0359 0.3203 0.3264 0
Buy And Hold Return (%) 3561.7801 3561.7801 3561.7801 3561.7801 3561.7801 3561.7801
Max Trade Drawdown -82118 -79950 -65136 -21156820 -16116311 -27378148
Profit Factor 7.2724 14.5196 1.3338 1.9236 3.751 0.803
Total Trades 69 35 34 69 35 34
Winning Trades 21 11 10 21 11 10
Losing Trades 48 24 24 48 24 24
Profitability (%) 30.4348 31.4286 29.4118 30.4348 31.4286 29.4118
Ratio Avg Win / Avg Loss 16.6225 31.6791 3.2011 4.3968 8.184 1.9271
Largest Winning Trade 1386877 1386877 83445 25070217 25070217 12248051
Largest Losing Trade -26409 -18532 -26409 -7572341 -3444070 -7572341
Avg Bars in Trades 54 50 57 54 50 57
Avg Bars in Winners 151 135 169 151 135 169
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 3750 1779 1971 3750 1779 1971
Profit Streak 332.6924 485.1924 0 332.6924 485.1924 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -257010 -150013 -319648 -100580 350124 -588387
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": 1567684800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759552626511,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2511004.2940275553,
            2437559.3487869008,
            73444.9452406551,
            68780725.66914697,
            77876149.56862062,
            -9095423.899473652
        ],
        [
            2511.004294,
            2437.559349,
            73.444945,
            68780.725669,
            77876.149569,
            -9095.423899
        ],
        [
            1.228776,
            1.192836,
            0.035941,
            0.320304,
            0.326393,
            0
        ],
        [
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105
        ],
        [
            -82118,
            -79950,
            -65136,
            -21156820,
            -16116311,
            -27378148
        ],
        [
            7.272361,
            14.519597,
            1.333795,
            1.923578,
            3.75099,
            0.802974
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            30.434783,
            31.428571,
            29.411765,
            30.434783,
            31.428571,
            29.411765
        ],
        [
            16.62254,
            31.679121,
            3.201108,
            4.39675,
            8.183977,
            1.927138
        ],
        [
            1386877,
            1386877,
            83445,
            25070217,
            25070217,
            12248051
        ],
        [
            -26409,
            -18532,
            -26409,
            -7572341,
            -3444070,
            -7572341
        ],
        [
            54,
            50,
            57,
            54,
            50,
            57
        ],
        [
            151,
            135,
            169,
            151,
            135,
            169
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            3750,
            1779,
            1971,
            3750,
            1779,
            1971
        ],
        [
            332.692436,
            485.192436,
            0,
            332.692436,
            485.192436,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -257010,
            -150013,
            -319648,
            -100580,
            350124,
            -588387
        ]
    ]
}
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": 1567684800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759552626511,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)