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Trade: FTM/USDT/720/FWMA/ZLMA/4867

Strategy
FTM/USDT/720/FWMA/ZLMA/4867
Pair
FTM_USDT
Interval
12h
Score
368133
Daily Profit
0.252105
Profit Factor
5.339613
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 07:06
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3464169.7142 -75638.9574 -3388530.7568 -107823.8579 17062173.1743 -17169997.0322
Total P&L (%) -3464.1697 -75.639 -3388.5308 -107.8239 17062.1732 -17169.997
Avg Daily Profit (%) -1.6952 -0.037 -1.6582 0 0.2521 0
Buy And Hold Return (%) 5576.9481 5576.9481 5576.9481 5576.9481 5576.9481 5576.9481
Max Trade Drawdown -3462608 -200788 -3329367 -22220040 -2804952 -25256501
Profit Factor 0.128 0.7813 0.0657 0.9965 5.3396 0.3603
Total Trades 72 36 36 72 36 36
Winning Trades 53 25 28 25 15 10
Losing Trades 19 11 8 47 21 26
Profitability (%) 73.6111 69.4444 77.7778 34.7222 41.6667 27.7778
Ratio Avg Win / Avg Loss 0.0459 0.3438 0.0188 1.8734 7.4755 0.9367
Largest Winning Trade 50128 50128 22101 10220486 10220486 5492127
Largest Losing Trade -1688813 -64696 -1688813 -19009093 -2804952 -19009093
Avg Bars in Trades 48 39 58 48 39 58
Avg Bars in Winners 15 16 14 83 59 119
Avg Bars in Losers 142 92 210 30 25 34
Bars Traded 3519 1430 2089 3519 1430 2089
Profit Streak 350.1713 421.6713 350.1713 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -659814 -576920 -575836 -667719 368133 -598352
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570752000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760155596748,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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": [
        [
            -3464169.714154123,
            -75638.957371163,
            -3388530.756782959,
            -107823.8579097234,
            17062173.174271703,
            -17169997.032181416
        ],
        [
            -3464.169714,
            -75.638957,
            -3388.530757,
            -107.823858,
            17062.173174,
            -17169.997032
        ],
        [
            -1.695214,
            -0.037014,
            -1.6582,
            0,
            0.252105,
            0
        ],
        [
            5576.948052,
            5576.948052,
            5576.948052,
            5576.948052,
            5576.948052,
            5576.948052
        ],
        [
            -3462608,
            -200788,
            -3329367,
            -22220040,
            -2804952,
            -25256501
        ],
        [
            0.128035,
            0.781288,
            0.065747,
            0.996496,
            5.339613,
            0.360284
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            53,
            25,
            28,
            25,
            15,
            10
        ],
        [
            19,
            11,
            8,
            47,
            21,
            26
        ],
        [
            73.611111,
            69.444444,
            77.777778,
            34.722222,
            41.666667,
            27.777778
        ],
        [
            0.045899,
            0.343767,
            0.018785,
            1.873413,
            7.475459,
            0.936739
        ],
        [
            50128,
            50128,
            22101,
            10220486,
            10220486,
            5492127
        ],
        [
            -1688813,
            -64696,
            -1688813,
            -19009093,
            -2804952,
            -19009093
        ],
        [
            48,
            39,
            58,
            48,
            39,
            58
        ],
        [
            15,
            16,
            14,
            83,
            59,
            119
        ],
        [
            142,
            92,
            210,
            30,
            25,
            34
        ],
        [
            3519,
            1430,
            2089,
            3519,
            1430,
            2089
        ],
        [
            350.171259,
            421.671259,
            350.171259,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -659814,
            -576920,
            -575836,
            -667719,
            368133,
            -598352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570752000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760155596748,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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)