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Trade: FTM/USDT/240/JMA/SWMA/4596

Strategy
FTM/USDT/240/JMA/SWMA/4596
Pair
FTM_USDT
Interval
4h
Score
467100
Daily Profit
0.230707
Profit Factor
3.287415
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-07 16:18
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 -3017047.9424 -2594.7135 -3014453.2289 -55695.017 10973748.3978 -11029443.4149
Total P&L (%) -3017.0479 -2.5947 -3014.4532 -55.695 10973.7484 -11029.4434
Avg Daily Profit (%) -1.477 -0.0013 -1.4757 -0.0398 0.2307 0
Buy And Hold Return (%) 3153.0233 3153.0233 3153.0233 3153.0233 3153.0233 3153.0233
Max Trade Drawdown -3139366 -186860 -3100800 -18260857 -2343221 -16609391
Profit Factor 0.2175 0.9946 0.1059 0.9979 3.2874 0.4785
Total Trades 90 45 45 90 45 45
Winning Trades 52 24 28 54 26 28
Losing Trades 38 21 17 36 19 17
Profitability (%) 57.7778 53.3333 62.2222 60 57.7778 62.2222
Ratio Avg Win / Avg Loss 0.1589 0.8703 0.0643 0.6652 2.4023 0.2905
Largest Winning Trade 88975 88975 27923 4621362 4621362 2724362
Largest Losing Trade -1989693 -67322 -1989693 -16171921 -2343221 -16171921
Avg Bars in Trades 130 122 137 130 122 137
Avg Bars in Winners 76 77 74 107 125 90
Avg Bars in Losers 203 173 241 163 118 214
Bars Traded 11704 5510 6194 11704 5510 6194
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579529 -580279 -579127 -579241 467100 -579127
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": 1563249600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759843111499,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "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": [
        [
            -3017047.9424316906,
            -2594.7135290833,
            -3014453.2289026077,
            -55695.0170067809,
            10973748.397844352,
            -11029443.414851129
        ],
        [
            -3017.047942,
            -2.594714,
            -3014.453229,
            -55.695017,
            10973.748398,
            -11029.443415
        ],
        [
            -1.477012,
            -0.00127,
            -1.475742,
            -0.039845,
            0.230707,
            0
        ],
        [
            3153.023256,
            3153.023256,
            3153.023256,
            3153.023256,
            3153.023256,
            3153.023256
        ],
        [
            -3139366,
            -186860,
            -3100800,
            -18260857,
            -2343221,
            -16609391
        ],
        [
            0.217466,
            0.994638,
            0.10592,
            0.997853,
            3.287415,
            0.478468
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            52,
            24,
            28,
            54,
            26,
            28
        ],
        [
            38,
            21,
            17,
            36,
            19,
            17
        ],
        [
            57.777778,
            53.333333,
            62.222222,
            60,
            57.777778,
            62.222222
        ],
        [
            0.158917,
            0.870308,
            0.064309,
            0.665236,
            2.402342,
            0.290498
        ],
        [
            88975,
            88975,
            27923,
            4621362,
            4621362,
            2724362
        ],
        [
            -1989693,
            -67322,
            -1989693,
            -16171921,
            -2343221,
            -16171921
        ],
        [
            130,
            122,
            137,
            130,
            122,
            137
        ],
        [
            76,
            77,
            74,
            107,
            125,
            90
        ],
        [
            203,
            173,
            241,
            163,
            118,
            214
        ],
        [
            11704,
            5510,
            6194,
            11704,
            5510,
            6194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579529,
            -580279,
            -579127,
            -579241,
            467100,
            -579127
        ]
    ]
}
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": 1563249600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759843111499,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "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)