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Trade: FTM/USDT/360/WMA/T3/5406

Strategy
FTM/USDT/360/WMA/T3/5406
Pair
FTM_USDT
Interval
6h
Score
453414
Daily Profit
0.245370
Profit Factor
2.429307
Profitability
50.000000
Streak
482.889571
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-09 18:20
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 1702317.4334 1704546.5511 -2229.1176 3850797.3474 14851173.9585 -11000376.6111
Total P&L (%) 1702.3174 1704.5466 -2.2291 3850.7973 14851.174 -11000.3766
Avg Daily Profit (%) 0.8331 0.8342 -0.0011 0.1801 0.2454 0
Buy And Hold Return (%) 3328.4314 3328.4314 3328.4314 3328.4314 3328.4314 3328.4314
Max Trade Drawdown -215858 -98918 -154904 -10344544 -5152957 -11553714
Profit Factor 3.2626 6.3685 0.9949 1.1244 2.4293 0.4651
Total Trades 71 36 35 71 36 35
Winning Trades 36 18 18 36 18 18
Losing Trades 35 18 17 35 18 17
Profitability (%) 50.7042 50 51.4286 50.7042 50 51.4286
Ratio Avg Win / Avg Loss 3.1719 6.3685 0.9396 1.0932 2.4293 0.4392
Largest Winning Trade 528405 528405 79342 9034414 9034414 4439583
Largest Losing Trade -69295 -49418 -69295 -6045266 -2019643 -6045266
Avg Bars in Trades 111 102 119 111 102 119
Avg Bars in Winners 146 138 153 146 138 153
Avg Bars in Losers 74 66 83 74 66 83
Bars Traded 7886 3701 4185 7886 3701 4185
Profit Streak 327.8896 482.8896 0 327.8896 482.8896 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -236945 -142701 -580602 -283371 453414 -580602
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": 1563386400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760023258895,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.67861
        }
    }
}
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": [
        [
            1702317.4334179566,
            1704546.5510646463,
            -2229.1176466903,
            3850797.3473730376,
            14851173.958480097,
            -11000376.611107059
        ],
        [
            1702.317433,
            1704.546551,
            -2.229118,
            3850.797347,
            14851.173958,
            -11000.376611
        ],
        [
            0.833142,
            0.834233,
            -0.001091,
            0.180096,
            0.24537,
            0
        ],
        [
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373
        ],
        [
            -215858,
            -98918,
            -154904,
            -10344544,
            -5152957,
            -11553714
        ],
        [
            3.262571,
            6.368482,
            0.994874,
            1.124399,
            2.429307,
            0.465083
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            50.704225,
            50,
            51.428571,
            50.704225,
            50,
            51.428571
        ],
        [
            3.171944,
            6.368482,
            0.939603,
            1.093166,
            2.429307,
            0.439245
        ],
        [
            528405,
            528405,
            79342,
            9034414,
            9034414,
            4439583
        ],
        [
            -69295,
            -49418,
            -69295,
            -6045266,
            -2019643,
            -6045266
        ],
        [
            111,
            102,
            119,
            111,
            102,
            119
        ],
        [
            146,
            138,
            153,
            146,
            138,
            153
        ],
        [
            74,
            66,
            83,
            74,
            66,
            83
        ],
        [
            7886,
            3701,
            4185,
            7886,
            3701,
            4185
        ],
        [
            327.88957,
            482.88957,
            0,
            327.88957,
            482.889571,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -236945,
            -142701,
            -580602,
            -283371,
            453414,
            -580602
        ]
    ]
}
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": 1563386400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760023258895,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.67861
        }
    }
}

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)