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Trade: FTM/USDT/720/ALMA/VWAP/5573

Strategy
FTM/USDT/720/ALMA/VWAP/5573
Pair
FTM_USDT
Interval
12h
Score
310774
Daily Profit
0.377466
Profit Factor
1.733638
Profitability
36.029412
Streak
339.535859
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-13 03:51
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3107507.165 2957172.134 150335.031 220514764.3952 220532718.1521 -17953.7568
Total P&L (%) 3107.5072 2957.1721 150.335 220514.7644 220532.7182 -17.9538
Avg Daily Profit (%) 1.5207 1.4471 0.0736 0.3775 0.3775 -0.0097
Buy And Hold Return (%) 2349.7373 2349.7373 2349.7373 2349.7373 2349.7373 2349.7373
Max Trade Drawdown -120816 -91958 -108354 -97464218 -42184824 -111453289
Profit Factor 5.1708 9.5651 1.376 1.7336 2.985 0.9999
Total Trades 136 68 68 136 68 68
Winning Trades 49 22 27 49 22 27
Losing Trades 87 46 41 87 46 41
Profitability (%) 36.0294 32.3529 39.7059 36.0294 32.3529 39.7059
Ratio Avg Win / Avg Loss 9.1807 19.9998 2.0895 3.0781 6.2414 1.5184
Largest Winning Trade 1875591 1875591 68352 103584195 103584195 58855706
Largest Losing Trade -30948 -21533 -30948 -61857083 -32232866 -61857083
Avg Bars in Trades 29 28 30 29 28 30
Avg Bars in Winners 59 60 58 59 60 58
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3994 1906 2088 3994 1906 2088
Profit Streak 339.5359 348.0359 0 339.5359 348.0359 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47943 -178552 -372296 310774 -100200 -691461
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1561939200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760316698212,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            3107507.1650491855,
            2957172.1340299626,
            150335.0310192223,
            220514764.3952368,
            220532718.15207553,
            -17953.7568386206
        ],
        [
            3107.507165,
            2957.172134,
            150.335031,
            220514.764395,
            220532.718152,
            -17.953757
        ],
        [
            1.520679,
            1.447111,
            0.073567,
            0.377466,
            0.37747,
            -0.009683
        ],
        [
            2349.737303,
            2349.737303,
            2349.737303,
            2349.737303,
            2349.737303,
            2349.737303
        ],
        [
            -120816,
            -91958,
            -108354,
            -97464218,
            -42184824,
            -111453289
        ],
        [
            5.170763,
            9.565132,
            1.376014,
            1.733638,
            2.985041,
            0.999905
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            36.029412,
            32.352941,
            39.705882,
            36.029412,
            32.352941,
            39.705882
        ],
        [
            9.180742,
            19.999822,
            2.089503,
            3.078093,
            6.241448,
            1.518375
        ],
        [
            1875591,
            1875591,
            68352,
            103584195,
            103584195,
            58855706
        ],
        [
            -30948,
            -21533,
            -30948,
            -61857083,
            -32232866,
            -61857083
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            59,
            60,
            58,
            59,
            60,
            58
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3994,
            1906,
            2088,
            3994,
            1906,
            2088
        ],
        [
            339.535859,
            348.035859,
            0,
            339.535859,
            348.035859,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47943,
            -178552,
            -372296,
            310774,
            -100200,
            -691461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1561939200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760316698212,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)