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Trade: FTM/USDT/120/FWMA/BBU/2799

Strategy
FTM/USDT/120/FWMA/BBU/2799
Pair
FTM_USDT
Interval
2h
Score
334370
Daily Profit
0.313034
Profit Factor
1.219375
Profitability
69.798658
Streak
321.754998
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-12 07:07
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1107705.9811 1107892.3307 -186.3496 30187369.7808 38312876.3985 -8125506.6176
Total P&L (%) 1107.706 1107.8923 -0.1864 30187.3698 38312.8764 -8125.5066
Avg Daily Profit (%) 0.606 0.6061 -0.0001 0.313 0.3261 0
Buy And Hold Return (%) 7117.7503 7117.7503 7117.7503 7117.7503 7117.7503 7117.7503
Max Trade Drawdown -194731 -185965 -56472 -58113741 -55725365 -19259962
Profit Factor 2.396 2.9253 0.9991 1.2194 1.3528 0.72
Total Trades 149 74 75 149 74 75
Winning Trades 104 54 50 104 54 50
Losing Trades 45 20 25 45 20 25
Profitability (%) 69.7987 72.973 66.6667 69.7987 72.973 66.6667
Ratio Avg Win / Avg Loss 1.0367 1.0834 0.4996 0.5276 0.5011 0.36
Largest Winning Trade 148064 148064 18111 19095193 19095193 2850337
Largest Losing Trade -69487 -69487 -45258 -24513807 -24513807 -14357720
Avg Bars in Trades 135 266 6 135 266 6
Avg Bars in Winners 69 131 3 69 131 3
Avg Bars in Losers 287 633 11 287 633 11
Bars Traded 20190 19738 452 20190 19738 452
Profit Streak 321.755 416.4217 321.755 321.755 416.4217 321.755
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146449 -209601 -633674 334370 -53029 -633674
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580068800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760242031830,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 2.69883
        }
    }
}
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": [
        [
            1107705.981083778,
            1107892.3306759107,
            -186.3495921325,
            30187369.78082996,
            38312876.39845053,
            -8125506.617620581
        ],
        [
            1107.705981,
            1107.892331,
            -0.18635,
            30187.369781,
            38312.876398,
            -8125.506618
        ],
        [
            0.605966,
            0.606068,
            -0.000102,
            0.313034,
            0.326076,
            0
        ],
        [
            7117.750258,
            7117.750258,
            7117.750258,
            7117.750258,
            7117.750258,
            7117.750258
        ],
        [
            -194731,
            -185965,
            -56472,
            -58113741,
            -55725365,
            -19259962
        ],
        [
            2.396016,
            2.925257,
            0.999145,
            1.219375,
            1.352847,
            0.720045
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            69.798658,
            72.972973,
            66.666667,
            69.798658,
            72.972973,
            66.666667
        ],
        [
            1.036738,
            1.083428,
            0.499573,
            0.527614,
            0.501055,
            0.360022
        ],
        [
            148064,
            148064,
            18111,
            19095193,
            19095193,
            2850337
        ],
        [
            -69487,
            -69487,
            -45258,
            -24513807,
            -24513807,
            -14357720
        ],
        [
            135,
            266,
            6,
            135,
            266,
            6
        ],
        [
            69,
            131,
            3,
            69,
            131,
            3
        ],
        [
            287,
            633,
            11,
            287,
            633,
            11
        ],
        [
            20190,
            19738,
            452,
            20190,
            19738,
            452
        ],
        [
            321.754998,
            416.421665,
            321.754998,
            321.754998,
            416.421665,
            321.754998
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146449,
            -209601,
            -633674,
            334370,
            -53029,
            -633674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580068800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760242031830,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 2.69883
        }
    }
}

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)