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Trade: FTM/USDT/30/PWMA/SINWMA/5655

Strategy
FTM/USDT/30/PWMA/SINWMA/5655
Pair
FTM_USDT
Interval
30m
Score
371570
Daily Profit
0.513044
Profit Factor
1.444799
Profitability
45.774648
Streak
269.458275
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-02 05:59
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 136628.6288 88535.7364 48092.8924 155169.843 119106.8233 36063.0197
Total P&L (%) 136.6286 88.5357 48.0929 155.1698 119.1068 36.063
Avg Daily Profit (%) 0.513 0.3325 0.1806 0.3524 0.295 0.1157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41045 -29910 -51437 -95132 -32201 -100669
Profit Factor 1.4448 1.6889 1.2692 1.3605 1.6936 1.1394
Total Trades 142 71 71 142 71 71
Winning Trades 65 32 33 65 32 33
Losing Trades 77 39 38 77 39 38
Profitability (%) 45.7746 45.0704 46.4789 45.7746 45.0704 46.4789
Ratio Avg Win / Avg Loss 1.7115 2.0584 1.4615 1.6117 2.0641 1.312
Largest Winning Trade 42398 42398 27784 77906 77906 40053
Largest Losing Trade -14840 -10175 -14840 -33460 -17336 -33460
Avg Bars in Trades 87 86 88 87 86 88
Avg Bars in Winners 125 121 130 125 121 130
Avg Bars in Losers 55 57 53 55 57 53
Bars Traded 12462 6144 6318 12462 6144 6318
Profit Streak 269.4583 0 270.7708 269.4583 0 270.7708
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371570 -78298 -83267 303585 -78610 -197422
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": 1714041000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759373994977,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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": [
        [
            136628.6287774584,
            88535.7364021289,
            48092.8923753297,
            155169.8429752554,
            119106.8233105011,
            36063.0196647543
        ],
        [
            136.628629,
            88.535736,
            48.092892,
            155.169843,
            119.106823,
            36.06302
        ],
        [
            0.513044,
            0.332454,
            0.18059,
            0.352375,
            0.294974,
            0.115702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41045,
            -29910,
            -51437,
            -95132,
            -32201,
            -100669
        ],
        [
            1.444799,
            1.688906,
            1.269197,
            1.360489,
            1.6936,
            1.13939
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            45.774648,
            45.070423,
            46.478873,
            45.774648,
            45.070423,
            46.478873
        ],
        [
            1.711531,
            2.058355,
            1.4615,
            1.611656,
            2.064075,
            1.312025
        ],
        [
            42398,
            42398,
            27784,
            77906,
            77906,
            40053
        ],
        [
            -14840,
            -10175,
            -14840,
            -33460,
            -17336,
            -33460
        ],
        [
            87,
            86,
            88,
            87,
            86,
            88
        ],
        [
            125,
            121,
            130,
            125,
            121,
            130
        ],
        [
            55,
            57,
            53,
            55,
            57,
            53
        ],
        [
            12462,
            6144,
            6318,
            12462,
            6144,
            6318
        ],
        [
            269.458275,
            0,
            270.770775,
            269.458275,
            0,
            270.770775
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371570,
            -78298,
            -83267,
            303585,
            -78610,
            -197422
        ]
    ]
}
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": 1714041000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759373994977,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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)