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Trade: FTM/USDT/30/VWAP/KCU/6568

Strategy
FTM/USDT/30/VWAP/KCU/6568
Pair
FTM_USDT
Interval
30m
Score
330590
Daily Profit
0.218069
Profit Factor
1.349736
Profitability
79.545455
Streak
267.037779
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-09-26 03:54
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 52870.9506 58074.0431 -5203.0925 5513.6775 1792.763 3720.9145
Total P&L (%) 52.871 58.074 -5.2031 5.5137 1.7928 3.7209
Avg Daily Profit (%) 0.1985 0.2181 -0.0195 0.0202 0.0067 0.0137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60985 -64954 -45918 -72195 -73975 -36525
Profit Factor 1.2236 1.3497 0.9261 1.0219 1.0093 1.0635
Total Trades 89 44 45 89 44 45
Winning Trades 70 35 35 70 35 35
Losing Trades 19 9 10 19 9 10
Profitability (%) 78.6517 79.5455 77.7778 78.6517 79.5455 77.7778
Ratio Avg Win / Avg Loss 0.3321 0.3471 0.2646 0.2774 0.2595 0.3039
Largest Winning Trade 21373 21373 5224 18101 18101 8057
Largest Losing Trade -42726 -42726 -18552 -69339 -69339 -16489
Avg Bars in Trades 131 241 23 131 241 23
Avg Bars in Winners 80 148 12 80 148 12
Avg Bars in Losers 317 601 61 317 601 61
Bars Traded 11667 10610 1057 11667 10610 1057
Profit Streak 267.0378 267.0378 305.4961 267.0378 267.0378 305.4961
Trades During Streak 5 2 11 5 2 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311925 330590 -576700 -525598 -558210 -488538

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": 1713956400000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758848064080,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 128,
            "offset": 230,
            "scalar": 4
        }
    }
}
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": [
        [
            52870.9506063747,
            58074.0431031502,
            -5203.0924967755,
            5513.6775230398,
            1792.7629887514,
            3720.9145342884
        ],
        [
            52.870951,
            58.074043,
            -5.203092,
            5.513678,
            1.792763,
            3.720915
        ],
        [
            0.198532,
            0.218069,
            -0.019538,
            0.020155,
            0.006672,
            0.013719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60985,
            -64954,
            -45918,
            -72195,
            -73975,
            -36525
        ],
        [
            1.223569,
            1.349736,
            0.926129,
            1.021871,
            1.009264,
            1.063519
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            78.651685,
            79.545455,
            77.777778,
            78.651685,
            79.545455,
            77.777778
        ],
        [
            0.332112,
            0.347075,
            0.264608,
            0.277365,
            0.259525,
            0.303863
        ],
        [
            21373,
            21373,
            5224,
            18101,
            18101,
            8057
        ],
        [
            -42726,
            -42726,
            -18552,
            -69339,
            -69339,
            -16489
        ],
        [
            131,
            241,
            23,
            131,
            241,
            23
        ],
        [
            80,
            148,
            12,
            80,
            148,
            12
        ],
        [
            317,
            601,
            61,
            317,
            601,
            61
        ],
        [
            11667,
            10610,
            1057,
            11667,
            10610,
            1057
        ],
        [
            267.037779,
            267.037779,
            305.496112,
            267.037779,
            267.037779,
            305.496112
        ],
        [
            5,
            2,
            11,
            5,
            2,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311925,
            330590,
            -576700,
            -525598,
            -558210,
            -488538
        ]
    ]
}
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": 1713956400000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758848064080,
    "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": "kcu",
        "factors": {
            "length": 128,
            "offset": 230,
            "scalar": 4
        }
    }
}

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)