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Trade: FTM/USDT/240/MIDPOINT/SINWMA/2609

Strategy
FTM/USDT/240/MIDPOINT/SINWMA/2609
Pair
FTM_USDT
Interval
4h
Score
561480
Daily Profit
0.386047
Profit Factor
3.420579
Profitability
46.808511
Streak
330.299650
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-08 06:11
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 -2859441.6531 21094.2063 -2880535.8594 -729522.5594 261785580.1579 -262515102.7173
Total P&L (%) -2859.4417 21.0942 -2880.5359 -729.5226 261785.5802 -262515.1027
Avg Daily Profit (%) -1.3999 0.0103 -1.4102 0 0.386 0
Buy And Hold Return (%) 3136.4646 3136.4646 3136.4646 3136.4646 3136.4646 3136.4646
Max Trade Drawdown -3008416 -196098 -2992031 -346706988 -88629764 -341008544
Profit Factor 0.219 1.0489 0.108 0.9985 3.4206 0.3009
Total Trades 94 47 47 94 47 47
Winning Trades 48 21 27 45 22 23
Losing Trades 46 26 20 49 25 24
Profitability (%) 51.0638 44.6809 57.4468 47.8723 46.8085 48.9362
Ratio Avg Win / Avg Loss 0.2098 1.2986 0.08 1.0872 3.887 0.314
Largest Winning Trade 94668 94668 53432 139772423 139772423 25571148
Largest Losing Trade -1671546 -73275 -1671546 -292716818 -88629764 -292716818
Avg Bars in Trades 127 109 145 127 109 145
Avg Bars in Winners 77 71 82 151 145 156
Avg Bars in Losers 179 139 230 105 76 135
Bars Traded 11963 5124 6839 11963 5124 6839
Profit Streak 0 0 338.7997 284.2997 330.2997 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580389 -513581 -579144 -579099 561480 -581110
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": 1563796800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759893089799,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "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": [
        [
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            21094.2062799917,
            -2880535.859372416,
            -729522.5593760884,
            261785580.15794307,
            -262515102.71731913
        ],
        [
            -2859.441653,
            21.094206,
            -2880.535859,
            -729.522559,
            261785.580158,
            -262515.102717
        ],
        [
            -1.399855,
            0.010327,
            -1.410182,
            0,
            0.386047,
            0
        ],
        [
            3136.4646,
            3136.4646,
            3136.4646,
            3136.4646,
            3136.4646,
            3136.4646
        ],
        [
            -3008416,
            -196098,
            -2992031,
            -346706988,
            -88629764,
            -341008544
        ],
        [
            0.218972,
            1.048862,
            0.108033,
            0.998492,
            3.420579,
            0.300946
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            48,
            21,
            27,
            45,
            22,
            23
        ],
        [
            46,
            26,
            20,
            49,
            25,
            24
        ],
        [
            51.06383,
            44.680851,
            57.446809,
            47.87234,
            46.808511,
            48.93617
        ],
        [
            0.209848,
            1.298592,
            0.080024,
            1.087247,
            3.887022,
            0.31403
        ],
        [
            94668,
            94668,
            53432,
            139772423,
            139772423,
            25571148
        ],
        [
            -1671546,
            -73275,
            -1671546,
            -292716818,
            -88629764,
            -292716818
        ],
        [
            127,
            109,
            145,
            127,
            109,
            145
        ],
        [
            77,
            71,
            82,
            151,
            145,
            156
        ],
        [
            179,
            139,
            230,
            105,
            76,
            135
        ],
        [
            11963,
            5124,
            6839,
            11963,
            5124,
            6839
        ],
        [
            0,
            0,
            338.79965,
            284.29965,
            330.29965,
            0
        ],
        [
            0,
            0,
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            1,
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        ],
        [
            0.8,
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            0.8,
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        ],
        [
            -580389,
            -513581,
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            -579099,
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        ]
    ]
}
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": 1563796800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759893089799,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "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)