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Trade: FTM/USDT/720/SUPERTREND/SINWMA/8762

Strategy
FTM/USDT/720/SUPERTREND/SINWMA/8762
Pair
FTM_USDT
Interval
12h
Score
431725
Daily Profit
0.240628
Profit Factor
5.192405
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-29 10:06
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2581148.7263 -21662.9287 -2559485.7975 -239527.1888 13482046.892 -13721574.0808
Total P&L (%) -2581.1487 -21.6629 -2559.4858 -239.5272 13482.0469 -13721.5741
Avg Daily Profit (%) -1.2631 -0.0106 -1.2525 0 0.2406 0
Buy And Hold Return (%) 3696.9598 3696.9598 3696.9598 3696.9598 3696.9598 3696.9598
Max Trade Drawdown -2609103 -116620 -2578784 -20698412 -1595771 -19402224
Profit Factor 0.1863 0.9273 0.1094 0.9902 5.1924 0.3519
Total Trades 67 33 34 67 33 34
Winning Trades 36 18 18 32 15 17
Losing Trades 31 15 16 35 18 17
Profitability (%) 53.7313 54.5455 52.9412 47.7612 45.4545 50
Ratio Avg Win / Avg Loss 0.1604 0.7728 0.0973 1.083 6.2309 0.3519
Largest Winning Trade 45887 44766 45887 14623168 14623168 2104890
Largest Losing Trade -1676045 -82761 -1676045 -13144276 -1282960 -13144276
Avg Bars in Trades 57 55 60 57 55 60
Avg Bars in Winners 31 29 34 61 57 64
Avg Bars in Losers 88 86 90 55 53 57
Bars Traded 3884 1822 2062 3884 1822 2062
Profit Streak 326.7962 392.7962 326.7962 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -700328 -579250 -579826 -701259 431725 -580795
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759129592303,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 92,
            "offset": 0,
            "multiplier": 3.4055
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "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": [
        [
            -2581148.7262518625,
            -21662.928725331,
            -2559485.797526532,
            -239527.188809948,
            13482046.891983781,
            -13721574.080793729
        ],
        [
            -2581.148726,
            -21.662929,
            -2559.485798,
            -239.527189,
            13482.046892,
            -13721.574081
        ],
        [
            -1.263102,
            -0.010601,
            -1.252501,
            0,
            0.240628,
            0
        ],
        [
            3696.959826,
            3696.959826,
            3696.959826,
            3696.959826,
            3696.959826,
            3696.959826
        ],
        [
            -2609103,
            -116620,
            -2578784,
            -20698412,
            -1595771,
            -19402224
        ],
        [
            0.186302,
            0.927329,
            0.109441,
            0.990179,
            5.192405,
            0.351944
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            36,
            18,
            18,
            32,
            15,
            17
        ],
        [
            31,
            15,
            16,
            35,
            18,
            17
        ],
        [
            53.731343,
            54.545455,
            52.941176,
            47.761194,
            45.454545,
            50
        ],
        [
            0.160427,
            0.772775,
            0.097281,
            1.083008,
            6.230886,
            0.351944
        ],
        [
            45887,
            44766,
            45887,
            14623168,
            14623168,
            2104890
        ],
        [
            -1676045,
            -82761,
            -1676045,
            -13144276,
            -1282960,
            -13144276
        ],
        [
            57,
            55,
            60,
            57,
            55,
            60
        ],
        [
            31,
            29,
            34,
            61,
            57,
            64
        ],
        [
            88,
            86,
            90,
            55,
            53,
            57
        ],
        [
            3884,
            1822,
            2062,
            3884,
            1822,
            2062
        ],
        [
            326.796207,
            392.796207,
            326.796207,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -700328,
            -579250,
            -579826,
            -701259,
            431725,
            -580795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759129592303,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 92,
            "offset": 0,
            "multiplier": 3.4055
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "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)