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Trade: FTM/USDT/30/VWMA/SSF/2877

Strategy
FTM/USDT/30/VWMA/SSF/2877
Pair
FTM_USDT
Interval
30m
Score
602750
Daily Profit
0.819965
Profit Factor
1.792322
Profitability
51.388889
Streak
280.935654
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-03 07:57
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 218364.908 130421.9111 87942.9969 477076.4597 296151.4042 180925.0555
Total P&L (%) 218.3649 130.4219 87.943 477.0765 296.1514 180.9251
Avg Daily Profit (%) 0.82 0.4897 0.3302 0.6604 0.5183 0.3886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33120 -28739 -31210 -130758 -39932 -126724
Profit Factor 1.7923 2.0559 1.5783 1.9079 2.5631 1.5385
Total Trades 144 72 72 144 72 72
Winning Trades 74 36 38 74 36 38
Losing Trades 70 36 34 70 36 34
Profitability (%) 51.3889 50 52.7778 51.3889 50 52.7778
Ratio Avg Win / Avg Loss 1.6954 2.0559 1.4121 1.8048 2.5631 1.3765
Largest Winning Trade 35049 35049 31391 76174 55983 76174
Largest Losing Trade -15326 -15326 -12710 -49083 -24532 -49083
Avg Bars in Trades 86 85 87 86 85 87
Avg Bars in Winners 95 93 96 95 93 96
Avg Bars in Losers 77 78 76 77 78 76
Bars Traded 12461 6189 6272 12461 6189 6272
Profit Streak 280.9357 280.9357 290.8523 280.9357 280.9357 290.8523
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 602750 -65860 -68287 567188 -64637 -68031
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": 1713979800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759467440511,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            218364.9079845947,
            130421.9111023765,
            87942.9968822181,
            477076.4597085875,
            296151.4042135169,
            180925.0554950704
        ],
        [
            218.364908,
            130.421911,
            87.942997,
            477.07646,
            296.151404,
            180.925055
        ],
        [
            0.819965,
            0.489737,
            0.330228,
            0.660353,
            0.518265,
            0.388616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33120,
            -28739,
            -31210,
            -130758,
            -39932,
            -126724
        ],
        [
            1.792322,
            2.05589,
            1.578257,
            1.907902,
            2.563126,
            1.538451
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            51.388889,
            50,
            52.777778,
            51.388889,
            50,
            52.777778
        ],
        [
            1.695439,
            2.05589,
            1.412125,
            1.804772,
            2.563126,
            1.376509
        ],
        [
            35049,
            35049,
            31391,
            76174,
            55983,
            76174
        ],
        [
            -15326,
            -15326,
            -12710,
            -49083,
            -24532,
            -49083
        ],
        [
            86,
            85,
            87,
            86,
            85,
            87
        ],
        [
            95,
            93,
            96,
            95,
            93,
            96
        ],
        [
            77,
            78,
            76,
            77,
            78,
            76
        ],
        [
            12461,
            6189,
            6272,
            12461,
            6189,
            6272
        ],
        [
            280.935654,
            280.935654,
            290.852321,
            280.935654,
            280.935654,
            290.852321
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            602750,
            -65860,
            -68287,
            567188,
            -64637,
            -68031
        ]
    ]
}
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": 1713979800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759467440511,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    }
}

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)