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Trade: FTM/USDT/360/SWMA/VWMA/7115

Strategy
FTM/USDT/360/SWMA/VWMA/7115
Pair
FTM_USDT
Interval
6h
Score
525607
Daily Profit
0.289421
Profit Factor
2.380195
Profitability
55.000000
Streak
300.267221
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 03:24
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 -2895150.6087 -5552.7887 -2889597.82 1638415.5202 -34950153.1266 36588568.6468
Total P&L (%) -2895.1506 -5.5528 -2889.5978 1638.4155 -34950.1531 36588.5686
Avg Daily Profit (%) -1.4169 -0.0027 -1.4142 0.1399 0 0.2894
Buy And Hold Return (%) 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745
Max Trade Drawdown -2949646 -136136 -2972215 -43699429 -43976379 -11500130
Profit Factor 0.21 0.9862 0.1146 1.0195 0.3935 2.3802
Total Trades 79 39 40 79 39 40
Winning Trades 41 19 22 37 15 22
Losing Trades 38 20 18 42 24 18
Profitability (%) 51.8987 48.7179 55 46.8354 38.4615 55
Ratio Avg Win / Avg Loss 0.1946 1.0381 0.0937 1.1572 0.6295 1.9474
Largest Winning Trade 62350 60456 62350 23255661 9892412 23255661
Largest Losing Trade -1662716 -68720 -1662716 -22183436 -22183436 -7565897
Avg Bars in Trades 100 102 98 100 102 98
Avg Bars in Winners 76 76 76 78 63 88
Avg Bars in Losers 126 126 126 119 126 111
Bars Traded 7928 3982 3946 7928 3982 3946
Profit Streak 299.0172 0 300.2672 299.0172 0 300.2672
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -611221 -579589 -579513 -402722 -585244 525607

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": 1563991200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758932687926,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "offset": 163
        }
    }
}
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": [
        [
            -2895150.6087021423,
            -5552.7887071799,
            -2889597.8199949632,
            1638415.5201951743,
            -34950153.12661194,
            36588568.6468071
        ],
        [
            -2895.150609,
            -5.552789,
            -2889.59782,
            1638.41552,
            -34950.153127,
            36588.568647
        ],
        [
            -1.416934,
            -0.002718,
            -1.414216,
            0.139853,
            0,
            0.289421
        ],
        [
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536
        ],
        [
            -2949646,
            -136136,
            -2972215,
            -43699429,
            -43976379,
            -11500130
        ],
        [
            0.209965,
            0.986158,
            0.114551,
            1.019474,
            0.393461,
            2.380195
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            41,
            19,
            22,
            37,
            15,
            22
        ],
        [
            38,
            20,
            18,
            42,
            24,
            18
        ],
        [
            51.898734,
            48.717949,
            55,
            46.835443,
            38.461538,
            55
        ],
        [
            0.194602,
            1.038061,
            0.093723,
            1.157241,
            0.629537,
            1.947432
        ],
        [
            62350,
            60456,
            62350,
            23255661,
            9892412,
            23255661
        ],
        [
            -1662716,
            -68720,
            -1662716,
            -22183436,
            -22183436,
            -7565897
        ],
        [
            100,
            102,
            98,
            100,
            102,
            98
        ],
        [
            76,
            76,
            76,
            78,
            63,
            88
        ],
        [
            126,
            126,
            126,
            119,
            126,
            111
        ],
        [
            7928,
            3982,
            3946,
            7928,
            3982,
            3946
        ],
        [
            299.017221,
            0,
            300.267221,
            299.017221,
            0,
            300.267221
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -611221,
            -579589,
            -579513,
            -402722,
            -585244,
            525607
        ]
    ]
}
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": 1563991200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758932687926,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "offset": 163
        }
    }
}

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)