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Trade: FTM/USDT/120/MIDPOINT/VWMA/6755

Strategy
FTM/USDT/120/MIDPOINT/VWMA/6755
Pair
FTM_USDT
Interval
2h
Score
344818
Daily Profit
0.403701
Profit Factor
1.603920
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-03 12:39
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1610489.8513 1490857.1737 119632.6776 122590164.992 157840250.627 -35250085.635
Total P&L (%) 1610.4899 1490.8572 119.6327 122590.165 157840.2506 -35250.0856
Avg Daily Profit (%) 0.881 0.8156 0.0654 0.3898 0.4037 0
Buy And Hold Return (%) 7170.2703 7170.2703 7170.2703 7170.2703 7170.2703 7170.2703
Max Trade Drawdown -97078 -76865 -179700 -127555960 -96611601 -118075799
Profit Factor 2.4839 3.9018 1.2093 1.2379 1.6039 0.8612
Total Trades 197 99 98 197 99 98
Winning Trades 85 42 43 85 42 43
Losing Trades 112 57 55 112 57 55
Profitability (%) 43.1472 42.4242 43.8776 43.1472 42.4242 43.8776
Ratio Avg Win / Avg Loss 3.2729 5.2952 1.5468 1.6311 2.1767 1.1016
Largest Winning Trade 465145 465145 58963 117781614 117781614 28318958
Largest Losing Trade -51178 -28707 -51178 -42968217 -42968217 -29750249
Avg Bars in Trades 109 106 113 109 106 113
Avg Bars in Winners 177 182 174 177 182 174
Avg Bars in Losers 57 50 65 57 50 65
Bars Traded 21616 10523 11093 21616 10523 11093
Profit Streak 0 0 294.4856 0 0 294.4856
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149441 -148845 -272389 318308 344818 -580817
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759484356964,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "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": [
        [
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            1490857.1737135898,
            119632.6776097545,
            122590164.9919619,
            157840250.62700012,
            -35250085.6350382
        ],
        [
            1610.489851,
            1490.857174,
            119.632678,
            122590.164992,
            157840.250627,
            -35250.085635
        ],
        [
            0.881012,
            0.815567,
            0.065445,
            0.38983,
            0.403701,
            0
        ],
        [
            7170.27027,
            7170.27027,
            7170.27027,
            7170.27027,
            7170.27027,
            7170.27027
        ],
        [
            -97078,
            -76865,
            -179700,
            -127555960,
            -96611601,
            -118075799
        ],
        [
            2.483901,
            3.901751,
            1.20932,
            1.237863,
            1.60392,
            0.861232
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            112,
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            55,
            112,
            57,
            55
        ],
        [
            43.147208,
            42.424242,
            43.877551,
            43.147208,
            42.424242,
            43.877551
        ],
        [
            3.272905,
            5.295234,
            1.546805,
            1.631066,
            2.176748,
            1.101576
        ],
        [
            465145,
            465145,
            58963,
            117781614,
            117781614,
            28318958
        ],
        [
            -51178,
            -28707,
            -51178,
            -42968217,
            -42968217,
            -29750249
        ],
        [
            109,
            106,
            113,
            109,
            106,
            113
        ],
        [
            177,
            182,
            174,
            177,
            182,
            174
        ],
        [
            57,
            50,
            65,
            57,
            50,
            65
        ],
        [
            21616,
            10523,
            11093,
            21616,
            10523,
            11093
        ],
        [
            0,
            0,
            294.485613,
            0,
            0,
            294.485613
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -149441,
            -148845,
            -272389,
            318308,
            344818,
            -580817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759484356964,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "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)