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Trade: FTM/USDT/120/VWMA/SUPERTREND/2750

Strategy
FTM/USDT/120/VWMA/SUPERTREND/2750
Pair
FTM_USDT
Interval
2h
Score
365851
Daily Profit
0.312386
Profit Factor
2.070613
Profitability
48.275862
Streak
319.361837
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-01 15:41
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 2489810.2169 2473692.2983 16117.9186 26278990.3424 29832298.1652 -3553307.8228
Total P&L (%) 2489.8102 2473.6923 16.1179 26278.9903 29832.2982 -3553.3078
Avg Daily Profit (%) 1.362 1.3532 0.0088 0.3055 0.3124 0
Buy And Hold Return (%) 7776.1261 7776.1261 7776.1261 7776.1261 7776.1261 7776.1261
Max Trade Drawdown -146131 -67911 -228144 -20364895 -7260065 -21158914
Profit Factor 3.6718 8.6366 1.0265 1.3497 2.0706 0.9249
Total Trades 173 87 86 173 87 86
Winning Trades 76 42 34 76 42 34
Losing Trades 97 45 52 97 45 52
Profitability (%) 43.9306 48.2759 39.5349 43.9306 48.2759 39.5349
Ratio Avg Win / Avg Loss 4.6863 9.2536 1.57 1.7226 2.2185 1.4145
Largest Winning Trade 1602721 1602721 69691 15878519 15878519 10804490
Largest Losing Trade -59558 -29595 -59558 -11097581 -6045011 -11097581
Avg Bars in Trades 123 124 122 123 124 122
Avg Bars in Winners 205 184 232 205 184 232
Avg Bars in Losers 59 68 50 59 68 50
Bars Traded 21383 10851 10532 21383 10851 10532
Profit Streak 318.2785 319.3618 0 318.2785 319.3618 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146169 -144007 -541476 244694 365851 -583505
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759322462740,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 200
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 163,
            "offset": 0,
            "multiplier": 2.85527
        }
    }
}
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": [
        [
            2489810.216907336,
            2473692.2982825087,
            16117.9186248277,
            26278990.342410453,
            29832298.165208288,
            -3553307.8227978274
        ],
        [
            2489.810217,
            2473.692298,
            16.117919,
            26278.990342,
            29832.298165,
            -3553.307823
        ],
        [
            1.362041,
            1.353223,
            0.008817,
            0.305452,
            0.312386,
            0
        ],
        [
            7776.126126,
            7776.126126,
            7776.126126,
            7776.126126,
            7776.126126,
            7776.126126
        ],
        [
            -146131,
            -67911,
            -228144,
            -20364895,
            -7260065,
            -21158914
        ],
        [
            3.671777,
            8.636647,
            1.026511,
            1.349685,
            2.070613,
            0.924855
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            43.930636,
            48.275862,
            39.534884,
            43.930636,
            48.275862,
            39.534884
        ],
        [
            4.686347,
            9.25355,
            1.569958,
            1.722625,
            2.218514,
            1.414483
        ],
        [
            1602721,
            1602721,
            69691,
            15878519,
            15878519,
            10804490
        ],
        [
            -59558,
            -29595,
            -59558,
            -11097581,
            -6045011,
            -11097581
        ],
        [
            123,
            124,
            122,
            123,
            124,
            122
        ],
        [
            205,
            184,
            232,
            205,
            184,
            232
        ],
        [
            59,
            68,
            50,
            59,
            68,
            50
        ],
        [
            21383,
            10851,
            10532,
            21383,
            10851,
            10532
        ],
        [
            318.278504,
            319.361837,
            0,
            318.278504,
            319.361837,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146169,
            -144007,
            -541476,
            244694,
            365851,
            -583505
        ]
    ]
}
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": 1580328000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759322462740,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 200
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 163,
            "offset": 0,
            "multiplier": 2.85527
        }
    }
}

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)