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Trade: FTM/USDT/360/FWMA/SINWMA/3985

Strategy
FTM/USDT/360/FWMA/SINWMA/3985
Pair
FTM_USDT
Interval
6h
Score
427756
Daily Profit
0.353396
Profit Factor
3.324459
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-06 09:32
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 -3070793.7731 -52074.9531 -3018718.82 -153943.7015 134923065.4586 -135077009.1601
Total P&L (%) -3070.7938 -52.075 -3018.7188 -153.9437 134923.0655 -135077.0092
Avg Daily Profit (%) -1.5029 -0.0255 -1.4774 0 0.3534 0
Buy And Hold Return (%) 3081.9836 3081.9836 3081.9836 3081.9836 3081.9836 3081.9836
Max Trade Drawdown -3111603 -139095 -3054174 -193089788 -30359399 -198647553
Profit Factor 0.1648 0.8524 0.0918 0.9994 3.3245 0.3289
Total Trades 91 45 46 91 45 46
Winning Trades 71 34 37 35 18 17
Losing Trades 20 11 9 56 27 29
Profitability (%) 78.022 75.5556 80.4348 38.4615 40 36.9565
Ratio Avg Win / Avg Loss 0.0464 0.2758 0.0223 1.5991 4.9867 0.561
Largest Winning Trade 18752 17565 18752 115532171 115532171 43488558
Largest Losing Trade -1470355 -77750 -1470355 -151675875 -21170115 -151675875
Avg Bars in Trades 82 86 78 82 86 78
Avg Bars in Winners 28 26 29 115 127 102
Avg Bars in Losers 276 270 283 62 59 65
Bars Traded 7514 3891 3624 7514 3891 3624
Profit Streak 0 410.0227 0 318.7727 0 319.7727
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576624 -576040 -576773 -581657 427756 -585189
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": 1565179200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759732364853,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 231,
            "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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            -52074.9531263186,
            -3018718.819972832,
            -153943.7014517064,
            134923065.45863307,
            -135077009.1600847
        ],
        [
            -3070.793773,
            -52.074953,
            -3018.71882,
            -153.943701,
            134923.065459,
            -135077.00916
        ],
        [
            -1.502897,
            -0.025486,
            -1.47741,
            0,
            0.353396,
            0
        ],
        [
            3081.983621,
            3081.983621,
            3081.983621,
            3081.983621,
            3081.983621,
            3081.983621
        ],
        [
            -3111603,
            -139095,
            -3054174,
            -193089788,
            -30359399,
            -198647553
        ],
        [
            0.164793,
            0.852424,
            0.091792,
            0.999406,
            3.324459,
            0.328862
        ],
        [
            91,
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            46,
            91,
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            46
        ],
        [
            71,
            34,
            37,
            35,
            18,
            17
        ],
        [
            20,
            11,
            9,
            56,
            27,
            29
        ],
        [
            78.021978,
            75.555556,
            80.434783,
            38.461538,
            40,
            36.956522
        ],
        [
            0.046421,
            0.275784,
            0.022328,
            1.59905,
            4.986689,
            0.561
        ],
        [
            18752,
            17565,
            18752,
            115532171,
            115532171,
            43488558
        ],
        [
            -1470355,
            -77750,
            -1470355,
            -151675875,
            -21170115,
            -151675875
        ],
        [
            82,
            86,
            78,
            82,
            86,
            78
        ],
        [
            28,
            26,
            29,
            115,
            127,
            102
        ],
        [
            276,
            270,
            283,
            62,
            59,
            65
        ],
        [
            7514,
            3891,
            3624,
            7514,
            3891,
            3624
        ],
        [
            0,
            410.022741,
            0,
            318.772741,
            0,
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        ],
        [
            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
            -576624,
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        ]
    ]
}
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": 1565179200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759732364853,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 231,
            "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)