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Trade: FTM/USDT/240/SINWMA/SSF/8990

Strategy
FTM/USDT/240/SINWMA/SSF/8990
Pair
FTM_USDT
Interval
4h
Score
383502
Daily Profit
0.270077
Profit Factor
3.584816
Profitability
36.363636
Streak
340.939758
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-10 05:33
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 2782600.6655 2809846.8441 -27246.1787 1394878.6537 24598987.7011 -23204109.0474
Total P&L (%) 2782.6007 2809.8468 -27.2462 1394.8787 24598.9877 -23204.109
Avg Daily Profit (%) 1.3622 1.3756 -0.0133 0.1325 0.2701 0
Buy And Hold Return (%) 2805.6917 2805.6917 2805.6917 2805.6917 2805.6917 2805.6917
Max Trade Drawdown -174394 -100669 -136024 -18701514 -4634023 -23516549
Profit Factor 4.735 9.5583 0.9346 1.0367 3.5848 0.186
Total Trades 65 33 32 65 33 32
Winning Trades 28 12 16 28 12 16
Losing Trades 37 21 16 37 21 16
Profitability (%) 43.0769 36.3636 50 43.0769 36.3636 50
Ratio Avg Win / Avg Loss 6.2569 16.7271 0.9346 1.3699 6.2734 0.186
Largest Winning Trade 1940240 1940240 76023 18319453 18319453 1652032
Largest Losing Trade -81506 -51071 -81506 -12369293 -2422262 -12369293
Avg Bars in Trades 183 176 190 183 176 190
Avg Bars in Winners 277 273 279 277 273 279
Avg Bars in Losers 112 120 101 112 120 101
Bars Traded 11911 5811 6100 11911 5811 6100
Profit Streak 327.2731 340.9398 0 327.2731 340.9398 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -282905 -147864 -580810 -500064 383502 -580810
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": 1562688000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760063595109,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "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": [
        [
            2782600.665459473,
            2809846.8441184415,
            -27246.1786589684,
            1394878.6536745883,
            24598987.70108112,
            -23204109.047406543
        ],
        [
            2782.600665,
            2809.846844,
            -27.246179,
            1394.878654,
            24598.987701,
            -23204.109047
        ],
        [
            1.362237,
            1.375576,
            -0.013339,
            0.132494,
            0.270077,
            0
        ],
        [
            2805.691732,
            2805.691732,
            2805.691732,
            2805.691732,
            2805.691732,
            2805.691732
        ],
        [
            -174394,
            -100669,
            -136024,
            -18701514,
            -4634023,
            -23516549
        ],
        [
            4.734958,
            9.558317,
            0.934614,
            1.036686,
            3.584816,
            0.185979
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            43.076923,
            36.363636,
            50,
            43.076923,
            36.363636,
            50
        ],
        [
            6.256908,
            16.727054,
            0.934614,
            1.369906,
            6.273429,
            0.185979
        ],
        [
            1940240,
            1940240,
            76023,
            18319453,
            18319453,
            1652032
        ],
        [
            -81506,
            -51071,
            -81506,
            -12369293,
            -2422262,
            -12369293
        ],
        [
            183,
            176,
            190,
            183,
            176,
            190
        ],
        [
            277,
            273,
            279,
            277,
            273,
            279
        ],
        [
            112,
            120,
            101,
            112,
            120,
            101
        ],
        [
            11911,
            5811,
            6100,
            11911,
            5811,
            6100
        ],
        [
            327.273091,
            340.939758,
            0,
            327.273092,
            340.939758,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -282905,
            -147864,
            -580810,
            -500064,
            383502,
            -580810
        ]
    ]
}
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": 1562688000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760063595109,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "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)