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Trade: FTM/USDT/480/PWMA/SSF/7165

Strategy
FTM/USDT/480/PWMA/SSF/7165
Pair
FTM_USDT
Interval
8h
Score
435759
Daily Profit
0.236194
Profit Factor
4.820786
Profitability
42.424242
Streak
424.012137
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-04 11:17
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2877465.4213 2917362.821 -39897.3998 249255.79 12303148.3319 -12053892.5419
Total P&L (%) 2877.4654 2917.3628 -39.8974 249.2558 12303.1483 -12053.8925
Avg Daily Profit (%) 1.4082 1.4277 -0.0195 0.0612 0.2362 0
Buy And Hold Return (%) 3121.5569 3121.5569 3121.5569 3121.5569 3121.5569 3121.5569
Max Trade Drawdown -171757 -71023 -189150 -13465395 -1881941 -12744077
Profit Factor 4.8112 9.8107 0.9059 1.0148 4.8208 0.1138
Total Trades 65 33 32 65 33 32
Winning Trades 32 14 18 32 14 18
Losing Trades 33 19 14 33 19 14
Profitability (%) 49.2308 42.4242 56.25 49.2308 42.4242 56.25
Ratio Avg Win / Avg Loss 4.9615 13.3145 0.7046 1.0465 6.5425 0.0885
Largest Winning Trade 1517683 1517683 78241 12757661 12757661 372854
Largest Losing Trade -96055 -51878 -96055 -10131483 -1666079 -10131483
Avg Bars in Trades 90 88 93 90 88 93
Avg Bars in Winners 123 146 106 123 146 106
Avg Bars in Losers 58 46 76 58 46 76
Bars Traded 5901 2921 2980 5901 2921 2980
Profit Streak 377.3455 424.0121 377.3455 377.3455 424.0121 377.3455
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -279384 -145170 -579414 -616138 435759 -579414
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565020800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759565848646,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 150,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            2877465.421259442,
            2917362.8210351905,
            -39897.3997757496,
            249255.790041151,
            12303148.331931878,
            -12053892.54189073
        ],
        [
            2877.465421,
            2917.362821,
            -39.8974,
            249.25579,
            12303.148332,
            -12053.892542
        ],
        [
            1.408224,
            1.427749,
            -0.019526,
            0.061224,
            0.236194,
            0
        ],
        [
            3121.556886,
            3121.556886,
            3121.556886,
            3121.556886,
            3121.556886,
            3121.556886
        ],
        [
            -171757,
            -71023,
            -189150,
            -13465395,
            -1881941,
            -12744077
        ],
        [
            4.81115,
            9.810667,
            0.905879,
            1.014817,
            4.820786,
            0.113841
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            49.230769,
            42.424242,
            56.25,
            49.230769,
            42.424242,
            56.25
        ],
        [
            4.961498,
            13.314476,
            0.704573,
            1.04653,
            6.542496,
            0.088543
        ],
        [
            1517683,
            1517683,
            78241,
            12757661,
            12757661,
            372854
        ],
        [
            -96055,
            -51878,
            -96055,
            -10131483,
            -1666079,
            -10131483
        ],
        [
            90,
            88,
            93,
            90,
            88,
            93
        ],
        [
            123,
            146,
            106,
            123,
            146,
            106
        ],
        [
            58,
            46,
            76,
            58,
            46,
            76
        ],
        [
            5901,
            2921,
            2980,
            5901,
            2921,
            2980
        ],
        [
            377.34547,
            424.012137,
            377.34547,
            377.34547,
            424.012137,
            377.34547
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -279384,
            -145170,
            -579414,
            -616138,
            435759,
            -579414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565020800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759565848646,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 150,
            "offset": 0,
            "poles": 2
        }
    }
}

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)