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Trade: FTM/USDT/360/VWMA/SWMA/1958

Strategy
FTM/USDT/360/VWMA/SWMA/1958
Pair
FTM_USDT
Interval
6h
Score
724890
Daily Profit
0.290257
Profit Factor
11.554892
Profitability
60.975610
Streak
408.389574
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-09 18:20
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 -2299229.9161 55112.5675 -2354342.4836 -87337.3862 37218826.7298 -37306164.1161
Total P&L (%) -2299.2299 55.1126 -2354.3425 -87.3374 37218.8267 -37306.1641
Avg Daily Profit (%) -1.1253 0.027 -1.1523 -0.1011 0.2903 0
Buy And Hold Return (%) 3007.0635 3007.0635 3007.0635 3007.0635 3007.0635 3007.0635
Max Trade Drawdown -2454716 -161776 -2451279 -38132235 -2296489 -49829549
Profit Factor 0.2438 1.1767 0.1371 0.9984 11.5549 0.277
Total Trades 82 41 41 82 41 41
Winning Trades 48 20 28 50 25 25
Losing Trades 34 21 13 32 16 16
Profitability (%) 58.5366 48.7805 68.2927 60.9756 60.9756 60.9756
Ratio Avg Win / Avg Loss 0.1727 1.2355 0.0637 0.639 7.3951 0.1773
Largest Winning Trade 57173 57173 43020 26690132 26690132 10443982
Largest Losing Trade -1149488 -78153 -1149488 -35208953 -2296489 -35208953
Avg Bars in Trades 95 68 122 95 68 122
Avg Bars in Winners 50 35 61 81 57 105
Avg Bars in Losers 158 100 252 117 86 148
Bars Traded 7821 2810 5011 7821 2810 5011
Profit Streak 0 408.3896 0 0 408.3896 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -588171 -347916 -578370 -587855 724890 -579319
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": 1564509600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760023259198,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "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": [
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            55112.5674702822,
            -2354342.483588781,
            -87337.3862330996,
            37218826.7298228,
            -37306164.11605589
        ],
        [
            -2299.229916,
            55.112567,
            -2354.342484,
            -87.337386,
            37218.82673,
            -37306.164116
        ],
        [
            -1.125281,
            0.026973,
            -1.152254,
            -0.101088,
            0.290257,
            0
        ],
        [
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527
        ],
        [
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            -2451279,
            -38132235,
            -2296489,
            -49829549
        ],
        [
            0.243782,
            1.176663,
            0.13712,
            0.998416,
            11.554892,
            0.276983
        ],
        [
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            41,
            82,
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        ],
        [
            48,
            20,
            28,
            50,
            25,
            25
        ],
        [
            34,
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            32,
            16,
            16
        ],
        [
            58.536585,
            48.780488,
            68.292683,
            60.97561,
            60.97561,
            60.97561
        ],
        [
            0.172679,
            1.235497,
            0.063663,
            0.638986,
            7.395131,
            0.177269
        ],
        [
            57173,
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            43020,
            26690132,
            26690132,
            10443982
        ],
        [
            -1149488,
            -78153,
            -1149488,
            -35208953,
            -2296489,
            -35208953
        ],
        [
            95,
            68,
            122,
            95,
            68,
            122
        ],
        [
            50,
            35,
            61,
            81,
            57,
            105
        ],
        [
            158,
            100,
            252,
            117,
            86,
            148
        ],
        [
            7821,
            2810,
            5011,
            7821,
            2810,
            5011
        ],
        [
            0,
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            0,
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            0
        ],
        [
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        [
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        ],
        [
            -588171,
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        ]
    ]
}
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": 1564509600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760023259198,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "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)