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Trade: FTM/USDT/240/HWMA/VWMA/8035

Strategy
FTM/USDT/240/HWMA/VWMA/8035
Pair
FTM_USDT
Interval
4h
Score
356652
Daily Profit
0.324779
Profit Factor
1.352192
Profitability
49.751244
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-27 10:36
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2759230.7884 2656511.9713 102718.8171 44540280.348 75151578.7066 -30611298.3586
Total P&L (%) 2759.2308 2656.512 102.7188 44540.2803 75151.5787 -30611.2984
Avg Daily Profit (%) 1.3508 1.3005 0.0503 0.2991 0.3248 0
Buy And Hold Return (%) 3328.4314 3328.4314 3328.4314 3328.4314 3328.4314 3328.4314
Max Trade Drawdown -172218 -86723 -117310 -92967109 -51306780 -91313795
Profit Factor 2.9907 4.9706 1.1433 1.1019 1.3522 0.8631
Total Trades 401 201 200 401 201 200
Winning Trades 211 100 111 211 100 111
Losing Trades 190 101 89 190 101 89
Profitability (%) 52.6185 49.7512 55.5 52.6185 49.7512 55.5
Ratio Avg Win / Avg Loss 2.693 5.0203 0.9167 0.9923 1.3657 0.692
Largest Winning Trade 1592833 1592833 77033 57092568 57092568 45462205
Largest Losing Trade -61746 -30821 -61746 -20668888 -20668888 -20420819
Avg Bars in Trades 29 32 27 29 32 27
Avg Bars in Winners 35 38 33 35 38 33
Avg Bars in Losers 23 27 19 23 27 19
Bars Traded 11989 6539 5450 11989 6539 5450
Profit Streak 0 0 268.65 0 0 268.65
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143708 -144003 -353697 -98471 356652 -578325
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563393600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758958561878,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 209,
            "na": 0.2,
            "nb": 0.93212,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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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            2656511.971279357,
            102718.8171075979,
            44540280.348018825,
            75151578.70663472,
            -30611298.35861594
        ],
        [
            2759.230788,
            2656.511971,
            102.718817,
            44540.280348,
            75151.578707,
            -30611.298359
        ],
        [
            1.350796,
            1.30051,
            0.050287,
            0.299135,
            0.324779,
            0
        ],
        [
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373
        ],
        [
            -172218,
            -86723,
            -117310,
            -92967109,
            -51306780,
            -91313795
        ],
        [
            2.99067,
            4.97061,
            1.143254,
            1.101931,
            1.352192,
            0.863088
        ],
        [
            401,
            201,
            200,
            401,
            201,
            200
        ],
        [
            211,
            100,
            111,
            211,
            100,
            111
        ],
        [
            190,
            101,
            89,
            190,
            101,
            89
        ],
        [
            52.618454,
            49.751244,
            55.5,
            52.618454,
            49.751244,
            55.5
        ],
        [
            2.693021,
            5.020317,
            0.916663,
            0.99226,
            1.365714,
            0.692025
        ],
        [
            1592833,
            1592833,
            77033,
            57092568,
            57092568,
            45462205
        ],
        [
            -61746,
            -30821,
            -61746,
            -20668888,
            -20668888,
            -20420819
        ],
        [
            29,
            32,
            27,
            29,
            32,
            27
        ],
        [
            35,
            38,
            33,
            35,
            38,
            33
        ],
        [
            23,
            27,
            19,
            23,
            27,
            19
        ],
        [
            11989,
            6539,
            5450,
            11989,
            6539,
            5450
        ],
        [
            0,
            0,
            268.650022,
            0,
            0,
            268.650022
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -143708,
            -144003,
            -353697,
            -98471,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563393600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758958561878,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 209,
            "na": 0.2,
            "nb": 0.93212,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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)