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Trade: FTM/USDT/360/VWMA/SSF/3239

Strategy
FTM/USDT/360/VWMA/SSF/3239
Pair
FTM_USDT
Interval
6h
Score
523770
Daily Profit
0.387206
Profit Factor
3.272134
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 13:58
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 -3228764.0637 -26602.9879 -3202161.0758 -1748719.2884 268634541.245 -270383260.5334
Total P&L (%) -3228.7641 -26.603 -3202.1611 -1748.7193 268634.5412 -270383.2605
Avg Daily Profit (%) -1.5802 -0.013 -1.5672 0 0.3872 0
Buy And Hold Return (%) 2831.2657 2831.2657 2831.2657 2831.2657 2831.2657 2831.2657
Max Trade Drawdown -3369067 -123573 -3293505 -372310017 -55435022 -364896672
Profit Factor 0.1643 0.9228 0.09 0.9966 3.2721 0.3156
Total Trades 60 30 30 60 30 30
Winning Trades 34 15 19 26 14 12
Losing Trades 26 15 11 34 16 18
Profitability (%) 56.6667 50 63.3333 43.3333 46.6667 40
Ratio Avg Win / Avg Loss 0.1257 0.9228 0.0521 1.3032 3.7396 0.4734
Largest Winning Trade 66051 66051 45059 198993387 198993387 34306512
Largest Losing Trade -1625668 -75857 -1625668 -254839546 -33595557 -254839546
Avg Bars in Trades 130 114 146 130 114 146
Avg Bars in Winners 86 75 95 147 138 158
Avg Bars in Losers 188 154 234 117 94 138
Bars Traded 7835 3440 4395 7835 3440 4395
Profit Streak 337.9572 391.2072 337.9572 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -752448 -580239 -578510 -755203 523770 -584714
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": 1564552800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759143499075,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 155,
            "offset": 84,
            "poles": 3
        }
    }
}
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": [
        [
            -3228764.063728263,
            -26602.987938954,
            -3202161.0757893086,
            -1748719.2884030747,
            268634541.2449531,
            -270383260.53335613
        ],
        [
            -3228.764064,
            -26.602988,
            -3202.161076,
            -1748.719288,
            268634.541245,
            -270383.260533
        ],
        [
            -1.58021,
            -0.01302,
            -1.56719,
            0,
            0.387206,
            0
        ],
        [
            2831.265717,
            2831.265717,
            2831.265717,
            2831.265717,
            2831.265717,
            2831.265717
        ],
        [
            -3369067,
            -123573,
            -3293505,
            -372310017,
            -55435022,
            -364896672
        ],
        [
            0.164326,
            0.922846,
            0.090001,
            0.996593,
            3.272134,
            0.315629
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            15,
            19,
            26,
            14,
            12
        ],
        [
            26,
            15,
            11,
            34,
            16,
            18
        ],
        [
            56.666667,
            50,
            63.333333,
            43.333333,
            46.666667,
            40
        ],
        [
            0.125661,
            0.922846,
            0.052106,
            1.303237,
            3.739582,
            0.473444
        ],
        [
            66051,
            66051,
            45059,
            198993387,
            198993387,
            34306512
        ],
        [
            -1625668,
            -75857,
            -1625668,
            -254839546,
            -33595557,
            -254839546
        ],
        [
            130,
            114,
            146,
            130,
            114,
            146
        ],
        [
            86,
            75,
            95,
            147,
            138,
            158
        ],
        [
            188,
            154,
            234,
            117,
            94,
            138
        ],
        [
            7835,
            3440,
            4395,
            7835,
            3440,
            4395
        ],
        [
            337.957165,
            391.207165,
            337.957165,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -752448,
            -580239,
            -578510,
            -755203,
            523770,
            -584714
        ]
    ]
}
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": 1564552800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759143499075,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 155,
            "offset": 84,
            "poles": 3
        }
    }
}

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)