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Trade: FTM/USDT/360/SINWMA/HWMA/8434

Strategy
FTM/USDT/360/SINWMA/HWMA/8434
Pair
FTM_USDT
Interval
6h
Score
357382
Daily Profit
0.252483
Profit Factor
3.092991
Profitability
34.391534
Streak
313.780769
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 21:44
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2768945.8139 2732243.3814 36702.4325 17578241.4339 17183886.1571 394355.2768
Total P&L (%) 2768.9458 2732.2434 36.7024 17578.2414 17183.8862 394.3553
Avg Daily Profit (%) 1.3552 1.3372 0.018 0.2536 0.2525 0.0782
Buy And Hold Return (%) 2496.1396 2496.1396 2496.1396 2496.1396 2496.1396 2496.1396
Max Trade Drawdown -143552 -94187 -286004 -2966422 -3125112 -2833772
Profit Factor 2.9376 4.9651 1.0496 1.9688 3.093 1.0397
Total Trades 378 189 189 378 189 189
Winning Trades 137 65 72 137 65 72
Losing Trades 241 124 117 241 124 117
Profitability (%) 36.2434 34.3915 38.0952 36.2434 34.3915 38.0952
Ratio Avg Win / Avg Loss 5.1676 9.4718 1.7056 3.4633 5.9005 1.6895
Largest Winning Trade 1858491 1858491 62870 6744110 6744110 1797834
Largest Losing Trade -41498 -17482 -41498 -1648530 -859569 -1648530
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 42 42 42 42 42 42
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 7986 3784 4201 7986 3784 4201
Profit Streak 292.2808 313.7808 0 292.2808 313.7808 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 -115026 -119340 -503409 350207 357382 -433930
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759171458400,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19275,
            "nb": 0.99127,
            "nc": 0.1
        }
    }
}
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": [
        [
            2768945.813915468,
            2732243.3814204377,
            36702.4324950279,
            17578241.433918044,
            17183886.15714346,
            394355.2767745873
        ],
        [
            2768.945814,
            2732.243381,
            36.702432,
            17578.241434,
            17183.886157,
            394.355277
        ],
        [
            1.355167,
            1.337205,
            0.017963,
            0.25359,
            0.252483,
            0.078243
        ],
        [
            2496.139569,
            2496.139569,
            2496.139569,
            2496.139569,
            2496.139569,
            2496.139569
        ],
        [
            -143552,
            -94187,
            -286004,
            -2966422,
            -3125112,
            -2833772
        ],
        [
            2.937577,
            4.965064,
            1.049598,
            1.96876,
            3.092991,
            1.039694
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            137,
            65,
            72,
            137,
            65,
            72
        ],
        [
            241,
            124,
            117,
            241,
            124,
            117
        ],
        [
            36.243386,
            34.391534,
            38.095238,
            36.243386,
            34.391534,
            38.095238
        ],
        [
            5.167562,
            9.471814,
            1.705597,
            3.463294,
            5.900475,
            1.689503
        ],
        [
            1858491,
            1858491,
            62870,
            6744110,
            6744110,
            1797834
        ],
        [
            -41498,
            -17482,
            -41498,
            -1648530,
            -859569,
            -1648530
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            7986,
            3784,
            4201,
            7986,
            3784,
            4201
        ],
        [
            292.280768,
            313.780768,
            0,
            292.280768,
            313.780769,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115026,
            -119340,
            -503409,
            350207,
            357382,
            -433930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759171458400,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19275,
            "nb": 0.99127,
            "nc": 0.1
        }
    }
}

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)