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Trade: FTM/USDT/240/ZLMA/SINWMA/1648

Strategy
FTM/USDT/240/ZLMA/SINWMA/1648
Pair
FTM_USDT
Interval
4h
Score
448225
Daily Profit
0.311937
Profit Factor
2.345309
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-06 18:00
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 -2743184.5105 -23939.6531 -2719244.8573 -11013.9061 57836268.2503 -57847282.1563
Total P&L (%) -2743.1845 -23.9397 -2719.2449 -11.0139 57836.2683 -57847.2822
Avg Daily Profit (%) -1.3429 -0.0117 -1.3312 -0.0057 0.3119 0
Buy And Hold Return (%) 2653.5433 2653.5433 2653.5433 2653.5433 2653.5433 2653.5433
Max Trade Drawdown -2806607 -104743 -2781836 -111894961 -22227019 -115623943
Profit Factor 0.1868 0.9264 0.1079 0.9999 2.3453 0.5165
Total Trades 77 38 39 77 38 39
Winning Trades 52 24 28 36 18 18
Losing Trades 25 14 11 41 20 21
Profitability (%) 67.5325 63.1579 71.7949 46.7532 47.3684 46.1538
Ratio Avg Win / Avg Loss 0.0898 0.5404 0.0424 1.1388 2.6059 0.6025
Largest Winning Trade 31861 31861 25335 68082308 68082308 51277876
Largest Losing Trade -1565014 -76344 -1565014 -65083261 -9755487 -65083261
Avg Bars in Trades 146 155 136 146 155 136
Avg Bars in Winners 55 55 55 109 128 91
Avg Bars in Losers 334 328 342 177 180 175
Bars Traded 11248 5918 5330 11248 5918 5330
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -624505 -579059 -577932 -626651 448225 -582253
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": 1563004800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759762851360,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "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": [
        [
            -2743184.5104543366,
            -23939.6531233509,
            -2719244.8573309868,
            -11013.9060930938,
            57836268.2502552,
            -57847282.15634832
        ],
        [
            -2743.18451,
            -23.939653,
            -2719.244857,
            -11.013906,
            57836.26825,
            -57847.282156
        ],
        [
            -1.342941,
            -0.01172,
            -1.331221,
            -0.005712,
            0.311937,
            0
        ],
        [
            2653.543307,
            2653.543307,
            2653.543307,
            2653.543307,
            2653.543307,
            2653.543307
        ],
        [
            -2806607,
            -104743,
            -2781836,
            -111894961,
            -22227019,
            -115623943
        ],
        [
            0.186776,
            0.926363,
            0.107894,
            0.999932,
            2.345309,
            0.516466
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            52,
            24,
            28,
            36,
            18,
            18
        ],
        [
            25,
            14,
            11,
            41,
            20,
            21
        ],
        [
            67.532468,
            63.157895,
            71.794872,
            46.753247,
            47.368421,
            46.153846
        ],
        [
            0.089796,
            0.540378,
            0.042387,
            1.138812,
            2.605899,
            0.602544
        ],
        [
            31861,
            31861,
            25335,
            68082308,
            68082308,
            51277876
        ],
        [
            -1565014,
            -76344,
            -1565014,
            -65083261,
            -9755487,
            -65083261
        ],
        [
            146,
            155,
            136,
            146,
            155,
            136
        ],
        [
            55,
            55,
            55,
            109,
            128,
            91
        ],
        [
            334,
            328,
            342,
            177,
            180,
            175
        ],
        [
            11248,
            5918,
            5330,
            11248,
            5918,
            5330
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -624505,
            -579059,
            -577932,
            -626651,
            448225,
            -582253
        ]
    ]
}
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": 1563004800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759762851360,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "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)