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Trade: FTM/USDT/30/SINWMA/SWMA/2505

Strategy
FTM/USDT/30/SINWMA/SWMA/2505
Pair
FTM_USDT
Interval
30m
Score
432332
Daily Profit
0.569252
Profit Factor
1.589491
Profitability
44.827586
Streak
288.047204
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-10 06:37
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 151597.5189 95300.0368 56297.4821 200019.6678 149017.746 51001.9218
Total P&L (%) 151.5975 95.3 56.2975 200.0197 149.0177 51.0019
Avg Daily Profit (%) 0.5693 0.3579 0.2114 0.4134 0.3432 0.1549
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31755 -31920 -53976 -77056 -44289 -123132
Profit Factor 1.5895 1.8133 1.4021 1.4812 1.847 1.2127
Total Trades 116 58 58 116 58 58
Winning Trades 52 24 28 52 24 28
Losing Trades 64 34 30 64 34 30
Profitability (%) 44.8276 41.3793 48.2759 44.8276 41.3793 48.2759
Ratio Avg Win / Avg Loss 1.9563 2.5689 1.5023 1.823 2.6166 1.2993
Largest Winning Trade 38621 38621 25828 73518 73518 46041
Largest Losing Trade -15246 -10689 -15246 -37258 -20306 -37258
Avg Bars in Trades 107 107 107 107 107 107
Avg Bars in Winners 160 165 156 160 165 156
Avg Bars in Losers 64 66 62 64 66 62
Bars Traded 12465 6229 6236 12465 6229 6236
Profit Streak 288.0472 288.0472 289.8597 288.0472 288.0472 289.8597
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432332 -171786 -172130 360547 -171846 -175235
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": 1714030200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760067478458,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "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": [
        [
            151597.5188564955,
            95300.0367600433,
            56297.4820964522,
            200019.667753146,
            149017.7459686737,
            51001.9217844724
        ],
        [
            151.597519,
            95.300037,
            56.297482,
            200.019668,
            149.017746,
            51.001922
        ],
        [
            0.569252,
            0.357854,
            0.211398,
            0.413408,
            0.343178,
            0.154873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31755,
            -31920,
            -53976,
            -77056,
            -44289,
            -123132
        ],
        [
            1.589491,
            1.813321,
            1.402146,
            1.48116,
            1.847032,
            1.212708
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            44.827586,
            41.37931,
            48.275862,
            44.827586,
            41.37931,
            48.275862
        ],
        [
            1.956297,
            2.568871,
            1.502299,
            1.822966,
            2.616628,
            1.29933
        ],
        [
            38621,
            38621,
            25828,
            73518,
            73518,
            46041
        ],
        [
            -15246,
            -10689,
            -15246,
            -37258,
            -20306,
            -37258
        ],
        [
            107,
            107,
            107,
            107,
            107,
            107
        ],
        [
            160,
            165,
            156,
            160,
            165,
            156
        ],
        [
            64,
            66,
            62,
            64,
            66,
            62
        ],
        [
            12465,
            6229,
            6236,
            12465,
            6229,
            6236
        ],
        [
            288.047204,
            288.047204,
            289.859704,
            288.047204,
            288.047204,
            289.859704
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432332,
            -171786,
            -172130,
            360547,
            -171846,
            -175235
        ]
    ]
}
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": 1714030200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760067478458,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "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)