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Trade: FTM/USDT/240/WMA/DCU/5095

Strategy
FTM/USDT/240/WMA/DCU/5095
Pair
FTM_USDT
Interval
4h
Score
468806
Daily Profit
0.275282
Profit Factor
1.886190
Profitability
51.428571
Streak
432.023664
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-07 11:34
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 2906533.425 2811271.9795 95261.4455 25251047.7365 27361786.0956 -2110738.3591
Total P&L (%) 2906.5334 2811.272 95.2614 25251.0477 27361.7861 -2110.7384
Avg Daily Profit (%) 1.4229 1.3763 0.0466 0.2714 0.2753 0
Buy And Hold Return (%) 3117.1113 3117.1113 3117.1113 3117.1113 3117.1113 3117.1113
Max Trade Drawdown -108034 -85095 -50141 -20952853 -15388968 -11003045
Profit Factor 6.6671 8.8226 1.6206 1.5089 1.8862 0.8874
Total Trades 71 35 36 71 35 36
Winning Trades 36 18 18 36 18 18
Losing Trades 35 17 18 35 17 18
Profitability (%) 50.7042 51.4286 50 50.7042 51.4286 50
Ratio Avg Win / Avg Loss 6.4819 8.3324 1.6206 1.467 1.7814 0.8874
Largest Winning Trade 1709877 1709877 70296 13896333 13896333 3971633
Largest Losing Trade -69768 -69768 -18861 -12992276 -12992276 -4508584
Avg Bars in Trades 153 251 57 153 251 57
Avg Bars in Winners 207 336 77 207 336 77
Avg Bars in Losers 97 161 37 97 161 37
Bars Traded 10879 8814 2065 10879 8814 2065
Profit Streak 0 432.0237 0 0 432.0237 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -234729 -142822 -293336 -81178 468806 -580780
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": 1564963200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759826044546,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "offset": 180
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 176,
            "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": [
        [
            2906533.424994159,
            2811271.9794868426,
            95261.4455073164,
            25251047.73648978,
            27361786.09560483,
            -2110738.35911505
        ],
        [
            2906.533425,
            2811.271979,
            95.261446,
            25251.047736,
            27361.786096,
            -2110.738359
        ],
        [
            1.422909,
            1.376273,
            0.046636,
            0.271356,
            0.275282,
            0
        ],
        [
            3117.111316,
            3117.111316,
            3117.111316,
            3117.111316,
            3117.111316,
            3117.111316
        ],
        [
            -108034,
            -85095,
            -50141,
            -20952853,
            -15388968,
            -11003045
        ],
        [
            6.667111,
            8.822561,
            1.620606,
            1.508911,
            1.88619,
            0.88738
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            50.704225,
            51.428571,
            50,
            50.704225,
            51.428571,
            50
        ],
        [
            6.481913,
            8.332419,
            1.620606,
            1.466997,
            1.781402,
            0.88738
        ],
        [
            1709877,
            1709877,
            70296,
            13896333,
            13896333,
            3971633
        ],
        [
            -69768,
            -69768,
            -18861,
            -12992276,
            -12992276,
            -4508584
        ],
        [
            153,
            251,
            57,
            153,
            251,
            57
        ],
        [
            207,
            336,
            77,
            207,
            336,
            77
        ],
        [
            97,
            161,
            37,
            97,
            161,
            37
        ],
        [
            10879,
            8814,
            2065,
            10879,
            8814,
            2065
        ],
        [
            0,
            432.023664,
            0,
            0,
            432.023664,
            0
        ],
        [
            0,
            1,
            0,
            0,
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            0
        ],
        [
            0.8,
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            0.8,
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        ],
        [
            -234729,
            -142822,
            -293336,
            -81178,
            468806,
            -580780
        ]
    ]
}
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": 1564963200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759826044546,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "offset": 180
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 176,
            "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)