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Trade: FTM/USDT/720/SWMA/VWMA/8931

Strategy
FTM/USDT/720/SWMA/VWMA/8931
Pair
FTM_USDT
Interval
12h
Score
321464
Daily Profit
0.272133
Profit Factor
1.860183
Profitability
41.379310
Streak
423.001401
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 15:02
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 2709793.4568 2638846.246 70947.2109 33192826.6941 25713387.5929 7479439.1012
Total P&L (%) 2709.7935 2638.8462 70.9472 33192.8267 25713.3876 7479.4391
Avg Daily Profit (%) 1.3261 1.2913 0.0347 0.2846 0.2721 0.212
Buy And Hold Return (%) 4444.5094 4444.5094 4444.5094 4444.5094 4444.5094 4444.5094
Max Trade Drawdown -104982 -72703 -106796 -11516731 -10398567 -5176684
Profit Factor 6.3748 9.8604 1.3438 1.7725 1.8602 1.572
Total Trades 58 29 29 58 29 29
Winning Trades 25 12 13 25 12 13
Losing Trades 33 17 16 33 17 16
Profitability (%) 43.1034 41.3793 44.8276 43.1034 41.3793 44.8276
Ratio Avg Win / Avg Loss 8.4147 13.9689 1.6539 2.3397 2.6353 1.9348
Largest Winning Trade 1346931 1346931 68400 12958873 12958873 5036393
Largest Losing Trade -49396 -39324 -49396 -6520828 -6520828 -2917492
Avg Bars in Trades 64 85 43 64 85 43
Avg Bars in Winners 102 158 50 102 158 50
Avg Bars in Losers 35 33 36 35 33 36
Bars Traded 3721 2470 1251 3721 2470 1251
Profit Streak 314.0014 423.0014 0 314.0014 423.0014 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -325221 -146102 -312897 -169472 321464 -72
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": 1566000000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759233721006,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "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": [
        [
            2709793.456841733,
            2638846.2459593653,
            70947.2108823671,
            33192826.694145486,
            25713387.59294535,
            7479439.101200144
        ],
        [
            2709.793457,
            2638.846246,
            70.947211,
            33192.826694,
            25713.387593,
            7479.439101
        ],
        [
            1.326055,
            1.291337,
            0.034718,
            0.284619,
            0.272133,
            0.212019
        ],
        [
            4444.509422,
            4444.509422,
            4444.509422,
            4444.509422,
            4444.509422,
            4444.509422
        ],
        [
            -104982,
            -72703,
            -106796,
            -11516731,
            -10398567,
            -5176684
        ],
        [
            6.374807,
            9.860422,
            1.343834,
            1.772492,
            1.860183,
            1.572016
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            43.103448,
            41.37931,
            44.827586,
            43.103448,
            41.37931,
            44.827586
        ],
        [
            8.414745,
            13.968931,
            1.653949,
            2.33969,
            2.635259,
            1.934789
        ],
        [
            1346931,
            1346931,
            68400,
            12958873,
            12958873,
            5036393
        ],
        [
            -49396,
            -39324,
            -49396,
            -6520828,
            -6520828,
            -2917492
        ],
        [
            64,
            85,
            43,
            64,
            85,
            43
        ],
        [
            102,
            158,
            50,
            102,
            158,
            50
        ],
        [
            35,
            33,
            36,
            35,
            33,
            36
        ],
        [
            3721,
            2470,
            1251,
            3721,
            2470,
            1251
        ],
        [
            314.0014,
            423.0014,
            0,
            314.0014,
            423.001401,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -325221,
            -146102,
            -312897,
            -169472,
            321464,
            -72
        ]
    ]
}
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": 1566000000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759233721006,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "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)