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Trade: FTM/USDT/30/VWMA/EMA/9784

Strategy
FTM/USDT/30/VWMA/EMA/9784
Pair
FTM_USDT
Interval
30m
Score
303884
Daily Profit
0.317441
Profit Factor
1.843408
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-07 16:52
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 118262.8918 84537.688 33725.2037 104183.8331 105658.254 -1474.4209
Total P&L (%) 118.2629 84.5377 33.7252 104.1838 105.6583 -1.4744
Avg Daily Profit (%) 0.4441 0.3174 0.1266 0.2684 0.2711 -0.0056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74406 -31162 -69711 -138476 -54827 -131452
Profit Factor 1.5409 1.8434 1.2848 1.3324 1.7816 0.9917
Total Trades 68 34 34 68 34 34
Winning Trades 31 15 16 31 15 16
Losing Trades 37 19 18 37 19 18
Profitability (%) 45.5882 44.1176 47.0588 45.5882 44.1176 47.0588
Ratio Avg Win / Avg Loss 1.8391 2.335 1.4454 1.5902 2.2567 1.1157
Largest Winning Trade 56721 56721 27243 61504 61504 31033
Largest Losing Trade -21811 -12426 -21811 -28382 -23430 -28382
Avg Bars in Trades 178 189 167 178 189 167
Avg Bars in Winners 243 273 215 243 273 215
Avg Bars in Losers 124 123 125 124 123 125
Bars Traded 12148 6445 5703 12148 6445 5703
Profit Streak 273.7447 0 299.3489 273.7447 0 299.3489
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -103907 303884 -27933 -106682 285340 -580301
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": 1714161600000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759845145284,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 96,
            "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": [
        [
            118262.8917545298,
            84537.6880349738,
            33725.203719556,
            104183.8331286187,
            105658.254045847,
            -1474.4209172282
        ],
        [
            118.262892,
            84.537688,
            33.725204,
            104.183833,
            105.658254,
            -1.474421
        ],
        [
            0.44408,
            0.317441,
            0.126639,
            0.268412,
            0.271121,
            -0.005578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74406,
            -31162,
            -69711,
            -138476,
            -54827,
            -131452
        ],
        [
            1.540874,
            1.843408,
            1.284798,
            1.332362,
            1.781617,
            0.99173
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            45.588235,
            44.117647,
            47.058824,
            45.588235,
            44.117647,
            47.058824
        ],
        [
            1.839108,
            2.334984,
            1.445398,
            1.590238,
            2.256715,
            1.115696
        ],
        [
            56721,
            56721,
            27243,
            61504,
            61504,
            31033
        ],
        [
            -21811,
            -12426,
            -21811,
            -28382,
            -23430,
            -28382
        ],
        [
            178,
            189,
            167,
            178,
            189,
            167
        ],
        [
            243,
            273,
            215,
            243,
            273,
            215
        ],
        [
            124,
            123,
            125,
            124,
            123,
            125
        ],
        [
            12148,
            6445,
            5703,
            12148,
            6445,
            5703
        ],
        [
            273.744737,
            0,
            299.348904,
            273.744737,
            0,
            299.348904
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103907,
            303884,
            -27933,
            -106682,
            285340,
            -580301
        ]
    ]
}
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": 1714161600000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759845145284,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 96,
            "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)