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Trade: FTM/USDT/30/VWAP/BBU/7480

Strategy
FTM/USDT/30/VWAP/BBU/7480
Pair
FTM_USDT
Interval
30m
Score
329948
Daily Profit
0.278862
Profit Factor
1.253601
Profitability
68.085106
Streak
264.948035
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-02 12:15
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74263.8272 59499.6729 14764.1543 43245.3698 22059.3996 21185.9702
Total P&L (%) 74.2638 59.4997 14.7642 43.2454 22.0594 21.186
Avg Daily Profit (%) 0.2789 0.2234 0.0554 0.135 0.0749 0.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60598 -69351 -19446 -98322 -101038 -18475
Profit Factor 1.2536 1.2601 1.2304 1.1206 1.077 1.2948
Total Trades 141 70 71 141 70 71
Winning Trades 96 48 48 96 48 48
Losing Trades 45 22 23 45 22 23
Profitability (%) 68.0851 68.5714 67.6056 68.0851 68.5714 67.6056
Ratio Avg Win / Avg Loss 0.5876 0.5775 0.5896 0.5253 0.4936 0.6204
Largest Winning Trade 18238 18238 8552 29795 29795 10154
Largest Losing Trade -26779 -26779 -11460 -57683 -57683 -13555
Avg Bars in Trades 86 166 8 86 166 8
Avg Bars in Winners 48 89 6 48 89 6
Avg Bars in Losers 168 333 11 168 333 11
Bars Traded 12241 11650 590 12241 11650 590
Profit Streak 264.948 264.948 294.1147 264.948 264.948 294.1147
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329948 -86885 -222518 -101450 -328202 -188341
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713835800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759396510252,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 61,
            "offset": 0,
            "std": 1.40745
        }
    }
}
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": [
        [
            74263.8272342597,
            59499.6729456865,
            14764.1542885732,
            43245.3697599245,
            22059.3995913807,
            21185.9701685437
        ],
        [
            74.263827,
            59.499673,
            14.764154,
            43.24537,
            22.0594,
            21.18597
        ],
        [
            0.278862,
            0.223423,
            0.05544,
            0.135042,
            0.07488,
            0.072181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60598,
            -69351,
            -19446,
            -98322,
            -101038,
            -18475
        ],
        [
            1.253601,
            1.260106,
            1.230381,
            1.120628,
            1.076958,
            1.294829
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            68.085106,
            68.571429,
            67.605634,
            68.085106,
            68.571429,
            67.605634
        ],
        [
            0.587625,
            0.577548,
            0.589558,
            0.525295,
            0.493606,
            0.620439
        ],
        [
            18238,
            18238,
            8552,
            29795,
            29795,
            10154
        ],
        [
            -26779,
            -26779,
            -11460,
            -57683,
            -57683,
            -13555
        ],
        [
            86,
            166,
            8,
            86,
            166,
            8
        ],
        [
            48,
            89,
            6,
            48,
            89,
            6
        ],
        [
            168,
            333,
            11,
            168,
            333,
            11
        ],
        [
            12241,
            11650,
            590,
            12241,
            11650,
            590
        ],
        [
            264.948035,
            264.948035,
            294.114702,
            264.948035,
            264.948035,
            294.114702
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329948,
            -86885,
            -222518,
            -101450,
            -328202,
            -188341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713835800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759396510252,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 61,
            "offset": 0,
            "std": 1.40745
        }
    }
}

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)