← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FTM/USDT/360/VWMA/KCL/6096

Strategy
FTM/USDT/360/VWMA/KCL/6096
Pair
FTM_USDT
Interval
6h
Score
622802
Daily Profit
0.354505
Profit Factor
2.814388
Profitability
59.459459
Streak
443.707067
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-09 01:58
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 -2068276.6045 42763.3913 -2111039.9957 12203957.3353 138006898.4256 -125802941.0903
Total P&L (%) -2068.2766 42.7634 -2111.04 12203.9573 138006.8984 -125802.9411
Avg Daily Profit (%) -1.0122 0.0209 -1.0332 0.2358 0.3545 0
Buy And Hold Return (%) 3982.8955 3982.8955 3982.8955 3982.8955 3982.8955 3982.8955
Max Trade Drawdown -2238768 -93982 -2236628 -259069214 -47340621 -235946288
Profit Factor 0.2343 1.1947 0.1492 1.0328 2.8144 0.5756
Total Trades 74 37 37 74 37 37
Winning Trades 56 25 31 44 22 22
Losing Trades 18 12 6 30 15 15
Profitability (%) 75.6757 67.5676 83.7838 59.4595 59.4595 59.4595
Ratio Avg Win / Avg Loss 0.0753 0.5734 0.0289 0.7042 1.9189 0.3925
Largest Winning Trade 37938 37938 25706 169119076 169119076 86047858
Largest Losing Trade -1222007 -72160 -1222007 -133914968 -27482172 -133914968
Avg Bars in Trades 106 68 145 106 68 145
Avg Bars in Winners 42 33 50 100 73 126
Avg Bars in Losers 306 140 637 116 60 173
Bars Traded 7910 2524 5386 7910 2524 5386
Profit Streak 281.7071 443.7071 281.7071 281.7071 443.7071 281.7071
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -644980 -335118 -575927 -247169 622802 -578957
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": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759964290618,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2068276.604460045,
            42763.3912740868,
            -2111039.995734132,
            12203957.335272655,
            138006898.42558464,
            -125802941.09031208
        ],
        [
            -2068.276604,
            42.763391,
            -2111.039996,
            12203.957335,
            138006.898426,
            -125802.94109
        ],
        [
            -1.012248,
            0.020929,
            -1.033178,
            0.23581,
            0.354505,
            0
        ],
        [
            3982.895505,
            3982.895505,
            3982.895505,
            3982.895505,
            3982.895505,
            3982.895505
        ],
        [
            -2238768,
            -93982,
            -2236628,
            -259069214,
            -47340621,
            -235946288
        ],
        [
            0.234257,
            1.194667,
            0.149231,
            1.032763,
            2.814388,
            0.575608
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            56,
            25,
            31,
            44,
            22,
            22
        ],
        [
            18,
            12,
            6,
            30,
            15,
            15
        ],
        [
            75.675676,
            67.567568,
            83.783784,
            59.459459,
            59.459459,
            59.459459
        ],
        [
            0.075297,
            0.57344,
            0.028883,
            0.704157,
            1.918901,
            0.39246
        ],
        [
            37938,
            37938,
            25706,
            169119076,
            169119076,
            86047858
        ],
        [
            -1222007,
            -72160,
            -1222007,
            -133914968,
            -27482172,
            -133914968
        ],
        [
            106,
            68,
            145,
            106,
            68,
            145
        ],
        [
            42,
            33,
            50,
            100,
            73,
            126
        ],
        [
            306,
            140,
            637,
            116,
            60,
            173
        ],
        [
            7910,
            2524,
            5386,
            7910,
            2524,
            5386
        ],
        [
            281.707067,
            443.707067,
            281.707067,
            281.707067,
            443.707067,
            281.707067
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -644980,
            -335118,
            -575927,
            -247169,
            622802,
            -578957
        ]
    ]
}
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": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759964290618,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)