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Trade: FTM/USDT/360/VWMA/RMA/4131

Strategy
FTM/USDT/360/VWMA/RMA/4131
Pair
FTM_USDT
Interval
6h
Score
326415
Daily Profit
0.193371
Profit Factor
2.754397
Profitability
51.724138
Streak
493.916215
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 18:59
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2316889.9742 -170365.8147 -2146524.1595 -103831.3084 5079159.6528 -5182990.9612
Total P&L (%) -2316.89 -170.3658 -2146.5242 -103.8313 5079.1597 -5182.991
Avg Daily Profit (%) -1.1339 -0.0834 -1.0505 0 0.1934 0
Buy And Hold Return (%) 2327.6293 2327.6293 2327.6293 2327.6293 2327.6293 2327.6293
Max Trade Drawdown -2298264 -154937 -2165773 -10221830 -2245535 -9865143
Profit Factor 0.1466 0.5123 0.0926 0.9921 2.7544 0.4901
Total Trades 58 29 29 58 29 29
Winning Trades 24 8 16 30 15 15
Losing Trades 34 21 13 28 14 14
Profitability (%) 41.3793 27.5862 55.1724 51.7241 51.7241 51.7241
Ratio Avg Win / Avg Loss 0.2076 1.3447 0.0752 0.9259 2.5708 0.4574
Largest Winning Trade 58181 58181 36619 3913042 3913042 2774144
Largest Losing Trade -1203528 -62504 -1203528 -6128947 -2209150 -6128947
Avg Bars in Trades 138 130 146 138 130 146
Avg Bars in Winners 79 115 62 151 152 151
Avg Bars in Losers 179 136 249 124 107 140
Bars Traded 8031 3793 4237 8031 3793 4237
Profit Streak 0 0 0 466.6662 493.9162 466.6662
Trades During Streak 0 0 0 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -763630 -597582 -580162 -759093 326415 -580024
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562306400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758988760959,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 78,
            "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": [
        [
            -2316889.9741930766,
            -170365.8147084771,
            -2146524.1594845993,
            -103831.3084033632,
            5079159.652794676,
            -5182990.961198042
        ],
        [
            -2316.889974,
            -170.365815,
            -2146.524159,
            -103.831308,
            5079.159653,
            -5182.990961
        ],
        [
            -1.133924,
            -0.08338,
            -1.050544,
            0,
            0.193371,
            0
        ],
        [
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295
        ],
        [
            -2298264,
            -154937,
            -2165773,
            -10221830,
            -2245535,
            -9865143
        ],
        [
            0.146558,
            0.512263,
            0.092555,
            0.99205,
            2.754397,
            0.490095
        ],
        [
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            29,
            29,
            58,
            29,
            29
        ],
        [
            24,
            8,
            16,
            30,
            15,
            15
        ],
        [
            34,
            21,
            13,
            28,
            14,
            14
        ],
        [
            41.37931,
            27.586207,
            55.172414,
            51.724138,
            51.724138,
            51.724138
        ],
        [
            0.207624,
            1.344691,
            0.075201,
            0.925913,
            2.570771,
            0.457422
        ],
        [
            58181,
            58181,
            36619,
            3913042,
            3913042,
            2774144
        ],
        [
            -1203528,
            -62504,
            -1203528,
            -6128947,
            -2209150,
            -6128947
        ],
        [
            138,
            130,
            146,
            138,
            130,
            146
        ],
        [
            79,
            115,
            62,
            151,
            152,
            151
        ],
        [
            179,
            136,
            249,
            124,
            107,
            140
        ],
        [
            8031,
            3793,
            4237,
            8031,
            3793,
            4237
        ],
        [
            0,
            0,
            0,
            466.666215,
            493.916215,
            466.666215
        ],
        [
            0,
            0,
            0,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -763630,
            -597582,
            -580162,
            -759093,
            326415,
            -580024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562306400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758988760959,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 78,
            "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)