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Trade: FTM/USDT/240/DCU/VWAP/6812

Strategy
FTM/USDT/240/DCU/VWAP/6812
Pair
FTM_USDT
Interval
4h
Score
316260
Daily Profit
0.323809
Profit Factor
2.630461
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-03 15:03
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2835714.5487 2793063.4989 42651.0497 37241957.174 73678889.0326 -36436931.8586
Total P&L (%) 2835.7145 2793.0635 42.6511 37241.9572 73678.889 -36436.9319
Avg Daily Profit (%) 1.3882 1.3674 0.0209 0.2904 0.3238 0
Buy And Hold Return (%) 2694.2469 2694.2469 2694.2469 2694.2469 2694.2469 2694.2469
Max Trade Drawdown -94726 -85788 -62472 -34440887 -26759482 -36963807
Profit Factor 7.0565 15.396 1.1556 1.2905 2.6305 0.5611
Total Trades 65 33 32 65 33 32
Winning Trades 21 12 9 21 12 9
Losing Trades 44 21 23 44 21 23
Profitability (%) 32.3077 36.3636 28.125 32.3077 36.3636 28.125
Ratio Avg Win / Avg Loss 14.785 26.943 2.9531 2.7039 4.6033 1.4339
Largest Winning Trade 1632317 1632317 82080 45792573 45792573 14884915
Largest Losing Trade -30065 -30065 -27983 -10476767 -7796111 -10476767
Avg Bars in Trades 172 127 220 172 127 220
Avg Bars in Winners 415 280 595 415 280 595
Avg Bars in Losers 57 39 73 57 39 73
Bars Traded 11236 4192 7044 11236 4192 7044
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 -270395 -137508 -395129 -133210 316260 -595185
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759492991342,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 67,
            "offset": 224
        }
    },
    "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": [
        [
            2835714.5486713056,
            2793063.498923681,
            42651.049747624,
            37241957.174023725,
            73678889.03258257,
            -36436931.85855885
        ],
        [
            2835.714549,
            2793.063499,
            42.65105,
            37241.957174,
            73678.889033,
            -36436.931859
        ],
        [
            1.388239,
            1.367359,
            0.02088,
            0.29037,
            0.323809,
            0
        ],
        [
            2694.246904,
            2694.246904,
            2694.246904,
            2694.246904,
            2694.246904,
            2694.246904
        ],
        [
            -94726,
            -85788,
            -62472,
            -34440887,
            -26759482,
            -36963807
        ],
        [
            7.056464,
            15.395978,
            1.15555,
            1.290485,
            2.630461,
            0.561091
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            32.307692,
            36.363636,
            28.125,
            32.307692,
            36.363636,
            28.125
        ],
        [
            14.784972,
            26.942962,
            2.953071,
            2.703874,
            4.603307,
            1.4339
        ],
        [
            1632317,
            1632317,
            82080,
            45792573,
            45792573,
            14884915
        ],
        [
            -30065,
            -30065,
            -27983,
            -10476767,
            -7796111,
            -10476767
        ],
        [
            172,
            127,
            220,
            172,
            127,
            220
        ],
        [
            415,
            280,
            595,
            415,
            280,
            595
        ],
        [
            57,
            39,
            73,
            57,
            39,
            73
        ],
        [
            11236,
            4192,
            7044,
            11236,
            4192,
            7044
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -270395,
            -137508,
            -395129,
            -133210,
            316260,
            -595185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759492991342,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 67,
            "offset": 224
        }
    },
    "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)