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Trade: FTM/USDT/360/MIDPOINT/WMA/8521

Strategy
FTM/USDT/360/MIDPOINT/WMA/8521
Pair
FTM_USDT
Interval
6h
Score
412513
Daily Profit
0.379449
Profit Factor
2.203013
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-05 23:44
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2650592.0738 75944.6898 -2726536.7636 -2376017.4389 229384357.6793 -231760375.1182
Total P&L (%) -2650.5921 75.9447 -2726.5368 -2376.0174 229384.3577 -231760.3751
Avg Daily Profit (%) -1.2972 0.0372 -1.3344 0 0.3794 0
Buy And Hold Return (%) 3137.963 3137.963 3137.963 3137.963 3137.963 3137.963
Max Trade Drawdown -2802348 -119183 -2839781 -437895829 -89984577 -478175232
Profit Factor 0.229 1.2382 0.1258 0.9966 2.203 0.5454
Total Trades 69 34 35 69 34 35
Winning Trades 48 22 26 32 15 17
Losing Trades 21 12 9 37 19 18
Profitability (%) 69.5652 64.7059 74.2857 46.3768 44.1176 48.5714
Ratio Avg Win / Avg Loss 0.1002 0.6754 0.0435 1.1523 2.7905 0.5775
Largest Winning Trade 102559 102559 37661 269152760 269152760 162263559
Largest Losing Trade -1515360 -72547 -1515360 -292433832 -64134108 -292433832
Avg Bars in Trades 114 116 112 114 116 112
Avg Bars in Winners 52 51 52 130 154 108
Avg Bars in Losers 256 235 285 100 86 115
Bars Traded 7892 3961 3931 7892 3961 3931
Profit Streak 0 408.6144 0 323.8644 0 324.1144
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684241 -307756 -577639 -686210 412513 -580755
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564876800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759697084678,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "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": [
        [
            -2650592.0738173304,
            75944.6897691144,
            -2726536.763586445,
            -2376017.438881352,
            229384357.67933217,
            -231760375.11821342
        ],
        [
            -2650.592074,
            75.94469,
            -2726.536764,
            -2376.017439,
            229384.357679,
            -231760.375118
        ],
        [
            -1.297243,
            0.037169,
            -1.334412,
            0,
            0.379449,
            0
        ],
        [
            3137.962963,
            3137.962963,
            3137.962963,
            3137.962963,
            3137.962963,
            3137.962963
        ],
        [
            -2802348,
            -119183,
            -2839781,
            -437895829,
            -89984577,
            -478175232
        ],
        [
            0.228956,
            1.238235,
            0.125798,
            0.996608,
            2.203013,
            0.545436
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            48,
            22,
            26,
            32,
            15,
            17
        ],
        [
            21,
            12,
            9,
            37,
            19,
            18
        ],
        [
            69.565217,
            64.705882,
            74.285714,
            46.376812,
            44.117647,
            48.571429
        ],
        [
            0.100168,
            0.675401,
            0.043545,
            1.152328,
            2.790483,
            0.577521
        ],
        [
            102559,
            102559,
            37661,
            269152760,
            269152760,
            162263559
        ],
        [
            -1515360,
            -72547,
            -1515360,
            -292433832,
            -64134108,
            -292433832
        ],
        [
            114,
            116,
            112,
            114,
            116,
            112
        ],
        [
            52,
            51,
            52,
            130,
            154,
            108
        ],
        [
            256,
            235,
            285,
            100,
            86,
            115
        ],
        [
            7892,
            3961,
            3931,
            7892,
            3961,
            3931
        ],
        [
            0,
            408.614406,
            0,
            323.864406,
            0,
            324.114406
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -684241,
            -307756,
            -577639,
            -686210,
            412513,
            -580755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564876800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759697084678,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "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)