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Trade: FTM/USDT/240/VWAP/DCL/2308

Strategy
FTM/USDT/240/VWAP/DCL/2308
Pair
FTM_USDT
Interval
4h
Score
622447
Daily Profit
0.547002
Profit Factor
2.718118
Profitability
60.869565
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-08 04:45
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 -2963873.2937 117287.1271 -3081160.4208 -729629.1509 6907724833.7867 -6908454462.9377
Total P&L (%) -2963.8733 117.2871 -3081.1604 -729.6292 6907724.8338 -6908454.4629
Avg Daily Profit (%) -1.451 0.0574 -1.5084 0 0.547 0
Buy And Hold Return (%) 2782.9349 2782.9349 2782.9349 2782.9349 2782.9349 2782.9349
Max Trade Drawdown -3310762 -125398 -3293789 -9174434783 -1219879834 -10382015441
Profit Factor 0.2739 1.3115 0.1685 1 2.7181 0.4262
Total Trades 185 92 93 185 92 93
Winning Trades 139 68 71 115 56 59
Losing Trades 46 24 22 70 36 34
Profitability (%) 75.1351 73.913 76.3441 62.1622 60.8696 63.4409
Ratio Avg Win / Avg Loss 0.0907 0.4629 0.0522 0.6087 1.7474 0.2456
Largest Winning Trade 45589 44200 45589 5255610464 5255610464 2737821004
Largest Losing Trade -1706896 -65188 -1706896 -6317631850 -955079055 -6317631850
Avg Bars in Trades 64 42 86 64 42 86
Avg Bars in Winners 29 17 41 57 36 77
Avg Bars in Losers 169 111 233 76 50 103
Bars Traded 11963 3882 8082 11963 3882 8082
Profit Streak 0 441.0734 0 336.0734 0 430.9068
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576550 -279507 -577391 -577645 622447 -578101
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": 1562702400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759887945978,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 53,
            "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": [
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            -3081160.4208173756,
            -729629.1509228295,
            6907724833.78674,
            -6908454462.937666
        ],
        [
            -2963.873294,
            117.287127,
            -3081.160421,
            -729.629151,
            6907724.833787,
            -6908454.462938
        ],
        [
            -1.45098,
            0.057419,
            -1.508399,
            0,
            0.547002,
            0
        ],
        [
            2782.934872,
            2782.934872,
            2782.934872,
            2782.934872,
            2782.934872,
            2782.934872
        ],
        [
            -3310762,
            -125398,
            -3293789,
            -9174434783,
            -1219879834,
            -10382015441
        ],
        [
            0.273946,
            1.31145,
            0.168508,
            0.999955,
            2.718118,
            0.426159
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            139,
            68,
            71,
            115,
            56,
            59
        ],
        [
            46,
            24,
            22,
            70,
            36,
            34
        ],
        [
            75.135135,
            73.913043,
            76.344086,
            62.162162,
            60.869565,
            63.44086
        ],
        [
            0.090658,
            0.462865,
            0.052214,
            0.608668,
            1.747362,
            0.245583
        ],
        [
            45589,
            44200,
            45589,
            5255610464,
            5255610464,
            2737821004
        ],
        [
            -1706896,
            -65188,
            -1706896,
            -6317631850,
            -955079055,
            -6317631850
        ],
        [
            64,
            42,
            86,
            64,
            42,
            86
        ],
        [
            29,
            17,
            41,
            57,
            36,
            77
        ],
        [
            169,
            111,
            233,
            76,
            50,
            103
        ],
        [
            11963,
            3882,
            8082,
            11963,
            3882,
            8082
        ],
        [
            0,
            441.073449,
            0,
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            0,
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        ],
        [
            0,
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        ],
        [
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        ],
        [
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        ]
    ]
}
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": 1562702400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759887945978,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 53,
            "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)