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Trade: FTM/USDT/240/SINWMA/ALMA/2635

Strategy
FTM/USDT/240/SINWMA/ALMA/2635
Pair
FTM_USDT
Interval
4h
Score
374843
Daily Profit
0.360410
Profit Factor
1.323868
Profitability
48.571429
Streak
424.670694
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-04 15:05
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2775257.3458 155292.0936 -2930549.4394 -26088281.5909 -181413294.7922 155325013.2013
Total P&L (%) -2775.2573 155.2921 -2930.5494 -26088.2816 -181413.2948 155325.0132
Avg Daily Profit (%) -1.3586 0.076 -1.4347 0 0 0.3604
Buy And Hold Return (%) 2616.1165 2616.1165 2616.1165 2616.1165 2616.1165 2616.1165
Max Trade Drawdown -3022028 -93229 -3048911 -667232811 -363342852 -405363405
Profit Factor 0.2587 1.424 0.1323 0.974 0.6536 1.3239
Total Trades 70 35 35 70 35 35
Winning Trades 43 20 23 31 14 17
Losing Trades 27 15 12 39 21 18
Profitability (%) 61.4286 57.1429 65.7143 44.2857 40 48.5714
Ratio Avg Win / Avg Loss 0.1624 1.068 0.069 1.2254 0.9805 1.4017
Largest Winning Trade 79067 79067 48174 372026629 141187127 372026629
Largest Losing Trade -1685153 -70453 -1685153 -177609820 -177609820 -136130998
Avg Bars in Trades 171 176 165 171 176 165
Avg Bars in Winners 114 134 98 188 215 165
Avg Bars in Losers 260 231 296 157 149 166
Bars Traded 11972 6163 5809 11972 6163 5809
Profit Streak 0 430.504 0 319.1707 0 424.6707
Trades During Streak 0 3 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -677796 -254121 -578750 -679523 -584676 374843
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1562947200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759579548003,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 190,
            "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": [
        [
            -2775257.345790251,
            155292.0935899979,
            -2930549.4393802504,
            -26088281.590863794,
            -181413294.79216492,
            155325013.20130122
        ],
        [
            -2775.257346,
            155.292094,
            -2930.549439,
            -26088.281591,
            -181413.294792,
            155325.013201
        ],
        [
            -1.358642,
            0.076024,
            -1.434666,
            0,
            0,
            0.36041
        ],
        [
            2616.116505,
            2616.116505,
            2616.116505,
            2616.116505,
            2616.116505,
            2616.116505
        ],
        [
            -3022028,
            -93229,
            -3048911,
            -667232811,
            -363342852,
            -405363405
        ],
        [
            0.258664,
            1.424047,
            0.1323,
            0.973999,
            0.653636,
            1.323868
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43,
            20,
            23,
            31,
            14,
            17
        ],
        [
            27,
            15,
            12,
            39,
            21,
            18
        ],
        [
            61.428571,
            57.142857,
            65.714286,
            44.285714,
            40,
            48.571429
        ],
        [
            0.162417,
            1.068035,
            0.069026,
            1.225354,
            0.980454,
            1.401743
        ],
        [
            79067,
            79067,
            48174,
            372026629,
            141187127,
            372026629
        ],
        [
            -1685153,
            -70453,
            -1685153,
            -177609820,
            -177609820,
            -136130998
        ],
        [
            171,
            176,
            165,
            171,
            176,
            165
        ],
        [
            114,
            134,
            98,
            188,
            215,
            165
        ],
        [
            260,
            231,
            296,
            157,
            149,
            166
        ],
        [
            11972,
            6163,
            5809,
            11972,
            6163,
            5809
        ],
        [
            0,
            430.504028,
            0,
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        ],
        [
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        ],
        [
            0.8,
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        ],
        [
            -677796,
            -254121,
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            -679523,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1562947200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759579548003,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 190,
            "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)