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Trade: FTM/USDT/30/WMA/SSF/8140

Strategy
FTM/USDT/30/WMA/SSF/8140
Pair
FTM_USDT
Interval
30m
Score
491925
Daily Profit
0.535579
Profit Factor
1.586736
Profitability
50.000000
Streak
281.692744
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-04 10:37
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142630.1595 93971.5989 48658.5607 163925.9858 121138.0889 42787.8969
Total P&L (%) 142.6302 93.9716 48.6586 163.926 121.1381 42.7879
Avg Daily Profit (%) 0.5356 0.3529 0.1827 0.3651 0.2984 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51551 -33035 -41910 -94943 -42969 -84353
Profit Factor 1.5867 1.7859 1.3939 1.5116 1.7545 1.2677
Total Trades 96 48 48 96 48 48
Winning Trades 48 25 23 48 25 23
Losing Trades 48 23 25 48 23 25
Profitability (%) 50 52.0833 47.9167 50 52.0833 47.9167
Ratio Avg Win / Avg Loss 1.5867 1.643 1.5152 1.5116 1.6141 1.3779
Largest Winning Trade 48615 48615 29688 67562 67562 37649
Largest Losing Trade -17182 -15667 -17182 -31500 -31500 -17852
Avg Bars in Trades 129 132 127 129 132 127
Avg Bars in Winners 147 144 150 147 144 150
Avg Bars in Losers 112 119 106 112 119 106
Bars Traded 12464 6356 6108 12464 6356 6108
Profit Streak 281.6927 281.6927 291.9636 281.6927 281.6927 291.9636
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491925 427865 253422 422939 408939 -17191
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714147200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759563453057,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            142630.1595436511,
            93971.5988754823,
            48658.5606681688,
            163925.9858370631,
            121138.0888938042,
            42787.8969432588
        ],
        [
            142.63016,
            93.971599,
            48.658561,
            163.925986,
            121.138089,
            42.787897
        ],
        [
            0.535579,
            0.352865,
            0.182714,
            0.365089,
            0.298449,
            0.13384
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51551,
            -33035,
            -41910,
            -94943,
            -42969,
            -84353
        ],
        [
            1.586736,
            1.785886,
            1.393943,
            1.511614,
            1.754466,
            1.267678
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            50,
            52.083333,
            47.916667,
            50,
            52.083333,
            47.916667
        ],
        [
            1.586736,
            1.643016,
            1.515155,
            1.511614,
            1.614109,
            1.377911
        ],
        [
            48615,
            48615,
            29688,
            67562,
            67562,
            37649
        ],
        [
            -17182,
            -15667,
            -17182,
            -31500,
            -31500,
            -17852
        ],
        [
            129,
            132,
            127,
            129,
            132,
            127
        ],
        [
            147,
            144,
            150,
            147,
            144,
            150
        ],
        [
            112,
            119,
            106,
            112,
            119,
            106
        ],
        [
            12464,
            6356,
            6108,
            12464,
            6356,
            6108
        ],
        [
            281.692744,
            281.692744,
            291.963577,
            281.692744,
            281.692744,
            291.963577
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491925,
            427865,
            253422,
            422939,
            408939,
            -17191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714147200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759563453057,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    }
}

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)