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Trade: FTM/USDT/30/ZLMA/WMA/7400

Strategy
FTM/USDT/30/ZLMA/WMA/7400
Pair
FTM_USDT
Interval
30m
Score
319851
Daily Profit
0.266341
Profit Factor
1.666103
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-13 05:58
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85425.4856 70929.2602 14496.2255 24128.1653 30499.6725 -6371.5072
Total P&L (%) 85.4255 70.9293 14.4962 24.1282 30.4997 -6.3715
Avg Daily Profit (%) 0.3208 0.2663 0.0544 0.0812 0.1 -0.0247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79052 -44890 -84166 -124153 -79090 -116026
Profit Factor 1.3071 1.6661 1.0844 1.0671 1.1976 0.969
Total Trades 73 36 37 73 36 37
Winning Trades 37 17 20 37 17 20
Losing Trades 36 19 17 36 19 17
Profitability (%) 50.6849 47.2222 54.0541 50.6849 47.2222 54.0541
Ratio Avg Win / Avg Loss 1.2718 1.8621 0.9218 1.0383 1.3385 0.8236
Largest Winning Trade 42796 42796 30539 38857 38857 36598
Largest Losing Trade -34887 -28866 -34887 -55143 -55143 -44721
Avg Bars in Trades 163 159 166 163 159 166
Avg Bars in Winners 155 160 150 155 160 150
Avg Bars in Losers 171 158 186 171 158 186
Bars Traded 11912 5745 6167 11912 5745 6167
Profit Streak 282.3743 0 300.791 282.3743 0 300.791
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68196 319851 -275312 -312373 -68170 -580656
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714147200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760324339161,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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": [
        [
            85425.4856282149,
            70929.2601652884,
            14496.2254629265,
            24128.1652818163,
            30499.6724943153,
            -6371.507212499
        ],
        [
            85.425486,
            70.92926,
            14.496225,
            24.128165,
            30.499672,
            -6.371507
        ],
        [
            0.320775,
            0.266341,
            0.054434,
            0.081196,
            0.100009,
            -0.024718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79052,
            -44890,
            -84166,
            -124153,
            -79090,
            -116026
        ],
        [
            1.307109,
            1.666103,
            1.084439,
            1.067102,
            1.197585,
            0.968952
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            50.684932,
            47.222222,
            54.054054,
            50.684932,
            47.222222,
            54.054054
        ],
        [
            1.271781,
            1.862115,
            0.921773,
            1.038261,
            1.338477,
            0.823609
        ],
        [
            42796,
            42796,
            30539,
            38857,
            38857,
            36598
        ],
        [
            -34887,
            -28866,
            -34887,
            -55143,
            -55143,
            -44721
        ],
        [
            163,
            159,
            166,
            163,
            159,
            166
        ],
        [
            155,
            160,
            150,
            155,
            160,
            150
        ],
        [
            171,
            158,
            186,
            171,
            158,
            186
        ],
        [
            11912,
            5745,
            6167,
            11912,
            5745,
            6167
        ],
        [
            282.374296,
            0,
            300.790962,
            282.374296,
            0,
            300.790962
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68196,
            319851,
            -275312,
            -312373,
            -68170,
            -580656
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714147200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760324339161,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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)