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Trade: FTM/USDT/480/FWMA/VWMA/8542

Strategy
FTM/USDT/480/FWMA/VWMA/8542
Pair
FTM_USDT
Interval
8h
Score
667392
Daily Profit
0.380428
Profit Factor
4.398188
Profitability
51.020408
Streak
415.888301
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-11 16:19
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3204602.1493 -19163.4454 -3185438.7039 -97715.5038 234076510.0642 -234174225.5681
Total P&L (%) -3204.6021 -19.1634 -3185.4387 -97.7155 234076.5101 -234174.2256
Avg Daily Profit (%) -1.5683 -0.0094 -1.5589 -0.1848 0.3804 0
Buy And Hold Return (%) 2872.3757 2872.3757 2872.3757 2872.3757 2872.3757 2872.3757
Max Trade Drawdown -3257315 -153743 -3227231 -324244568 -55777470 -325986598
Profit Factor 0.1752 0.9469 0.0962 0.9998 4.3982 0.295
Total Trades 99 49 50 99 49 50
Winning Trades 76 36 40 46 25 21
Losing Trades 23 13 10 53 24 29
Profitability (%) 76.7677 73.4694 80 46.4646 51.0204 42
Ratio Avg Win / Avg Loss 0.053 0.3419 0.024 1.1519 4.2223 0.4074
Largest Winning Trade 30438 30438 21265 195214640 195214640 57623122
Largest Losing Trade -1782412 -78725 -1782412 -241864146 -34133724 -241864146
Avg Bars in Trades 56 61 52 56 61 52
Avg Bars in Winners 18 19 18 62 72 50
Avg Bars in Losers 181 177 187 52 50 53
Bars Traded 5624 3006 2618 5624 3006 2618
Profit Streak 0 415.8883 0 0 415.8883 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576766 -576262 -756944 -580222 667392 -763944
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760188749183,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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": [
        [
            -3204602.1492619584,
            -19163.4453521955,
            -3185438.7039097627,
            -97715.503821582,
            234076510.06422862,
            -234174225.56805012
        ],
        [
            -3204.602149,
            -19.163445,
            -3185.438704,
            -97.715504,
            234076.510064,
            -234174.225568
        ],
        [
            -1.568323,
            -0.009379,
            -1.558945,
            -0.184773,
            0.380428,
            0
        ],
        [
            2872.375691,
            2872.375691,
            2872.375691,
            2872.375691,
            2872.375691,
            2872.375691
        ],
        [
            -3257315,
            -153743,
            -3227231,
            -324244568,
            -55777470,
            -325986598
        ],
        [
            0.175172,
            0.94687,
            0.096198,
            0.999756,
            4.398188,
            0.294982
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            76,
            36,
            40,
            46,
            25,
            21
        ],
        [
            23,
            13,
            10,
            53,
            24,
            29
        ],
        [
            76.767677,
            73.469388,
            80,
            46.464646,
            51.020408,
            42
        ],
        [
            0.053013,
            0.341925,
            0.024049,
            1.151893,
            4.222261,
            0.407356
        ],
        [
            30438,
            30438,
            21265,
            195214640,
            195214640,
            57623122
        ],
        [
            -1782412,
            -78725,
            -1782412,
            -241864146,
            -34133724,
            -241864146
        ],
        [
            56,
            61,
            52,
            56,
            61,
            52
        ],
        [
            18,
            19,
            18,
            62,
            72,
            50
        ],
        [
            181,
            177,
            187,
            52,
            50,
            53
        ],
        [
            5624,
            3006,
            2618,
            5624,
            3006,
            2618
        ],
        [
            0,
            415.888301,
            0,
            0,
            415.888301,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576766,
            -576262,
            -756944,
            -580222,
            667392,
            -763944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760188749183,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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)