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Trade: FTM/USDT/720/PSAR/PWMA/3633

Strategy
FTM/USDT/720/PSAR/PWMA/3633
Pair
FTM_USDT
Interval
12h
Score
452323
Daily Profit
0.279183
Profit Factor
2.549357
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 14:35
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 -2528813.1602 34280.9541 -2563094.1143 -941664.0581 29701959.7711 -30643623.8292
Total P&L (%) -2528.8132 34.281 -2563.0941 -941.6641 29701.9598 -30643.6238
Avg Daily Profit (%) -1.2375 0.0168 -1.2543 0 0.2792 0
Buy And Hold Return (%) 4123.43 4123.43 4123.43 4123.43 4123.43 4123.43
Max Trade Drawdown -2716708 -112746 -2655283 -55905543 -11394462 -45785327
Profit Factor 0.2187 1.0957 0.1095 0.9871 2.5494 0.4321
Total Trades 77 38 39 77 38 39
Winning Trades 43 23 20 35 18 17
Losing Trades 34 15 19 42 20 22
Profitability (%) 55.8442 60.5263 51.2821 45.4545 47.3684 43.5897
Ratio Avg Win / Avg Loss 0.1729 0.7146 0.1041 1.1845 2.8326 0.5592
Largest Winning Trade 53482 53482 52749 32158664 32158664 6674715
Largest Losing Trade -1283688 -84315 -1283688 -37438728 -7576152 -37438728
Avg Bars in Trades 48 48 49 48 48 49
Avg Bars in Winners 25 22 28 59 65 52
Avg Bars in Losers 78 88 70 40 32 47
Bars Traded 3760 1841 1919 3760 1841 1919
Profit Streak 335.4832 406.4832 335.4832 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -624655 -450447 -579625 -627156 452323 -583250
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": 1567814400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759836952425,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "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": [
        [
            -2528813.160182288,
            34280.9541050062,
            -2563094.114287294,
            -941664.0581066625,
            29701959.77111309,
            -30643623.829219744
        ],
        [
            -2528.81316,
            34.280954,
            -2563.094114,
            -941.664058,
            29701.959771,
            -30643.623829
        ],
        [
            -1.237491,
            0.016776,
            -1.254267,
            0,
            0.279183,
            0
        ],
        [
            4123.429952,
            4123.429952,
            4123.429952,
            4123.429952,
            4123.429952,
            4123.429952
        ],
        [
            -2716708,
            -112746,
            -2655283,
            -55905543,
            -11394462,
            -45785327
        ],
        [
            0.218698,
            1.095677,
            0.109531,
            0.987123,
            2.549357,
            0.432091
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            43,
            23,
            20,
            35,
            18,
            17
        ],
        [
            34,
            15,
            19,
            42,
            20,
            22
        ],
        [
            55.844156,
            60.526316,
            51.282051,
            45.454545,
            47.368421,
            43.589744
        ],
        [
            0.172924,
            0.714572,
            0.104055,
            1.184548,
            2.832619,
            0.559176
        ],
        [
            53482,
            53482,
            52749,
            32158664,
            32158664,
            6674715
        ],
        [
            -1283688,
            -84315,
            -1283688,
            -37438728,
            -7576152,
            -37438728
        ],
        [
            48,
            48,
            49,
            48,
            48,
            49
        ],
        [
            25,
            22,
            28,
            59,
            65,
            52
        ],
        [
            78,
            88,
            70,
            40,
            32,
            47
        ],
        [
            3760,
            1841,
            1919,
            3760,
            1841,
            1919
        ],
        [
            335.483246,
            406.483246,
            335.483246,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -624655,
            -450447,
            -579625,
            -627156,
            452323,
            -583250
        ]
    ]
}
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": 1567814400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759836952425,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "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)