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Trade: FTM/USDT/720/MIDPOINT/WMA/8235

Strategy
FTM/USDT/720/MIDPOINT/WMA/8235
Pair
FTM_USDT
Interval
12h
Score
489089
Daily Profit
0.361850
Profit Factor
1.717050
Profitability
67.391304
Streak
383.440565
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 13:34
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 -1906417.3769 407037.4721 -2313454.849 3123931.1837 160428351.6023 -157304420.4186
Total P&L (%) -1906.4174 407.0375 -2313.4548 3123.9312 160428.3516 -157304.4204
Avg Daily Profit (%) -0.9329 0.1992 -1.1321 0.1701 0.3619 0
Buy And Hold Return (%) 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414
Max Trade Drawdown -2210901 -75743 -2469500 -442145367 -133415508 -480997616
Profit Factor 0.3824 2.9417 0.1959 1.0038 1.7171 0.7371
Total Trades 92 46 46 92 46 46
Winning Trades 60 31 29 56 31 25
Losing Trades 32 15 17 36 15 21
Profitability (%) 65.2174 67.3913 63.0435 60.8696 67.3913 54.3478
Ratio Avg Win / Avg Loss 0.2039 1.4234 0.1148 0.6453 0.8308 0.6191
Largest Winning Trade 123626 123626 63325 352967846 186493608 352967846
Largest Losing Trade -1999489 -45592 -1999489 -116068763 -116068763 -112207315
Avg Bars in Trades 41 32 50 41 32 50
Avg Bars in Winners 25 24 26 28 22 36
Avg Bars in Losers 72 50 91 61 54 66
Bars Traded 3831 1514 2317 3831 1514 2317
Profit Streak 327.9406 383.4406 327.9406 327.9406 383.4406 327.9406
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576937 -149968 -578426 -373010 489089 -579553
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": 1566216000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759228464811,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 140,
            "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": [
        [
            -1906417.376901691,
            407037.4720751893,
            -2313454.8489768817,
            3123931.1837143246,
            160428351.60230726,
            -157304420.418593
        ],
        [
            -1906.417377,
            407.037472,
            -2313.454849,
            3123.931184,
            160428.351602,
            -157304.420419
        ],
        [
            -0.932918,
            0.199186,
            -1.132104,
            0.170107,
            0.36185,
            0
        ],
        [
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439
        ],
        [
            -2210901,
            -75743,
            -2469500,
            -442145367,
            -133415508,
            -480997616
        ],
        [
            0.382385,
            2.941737,
            0.195911,
            1.0038,
            1.71705,
            0.737067
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            60,
            31,
            29,
            56,
            31,
            25
        ],
        [
            32,
            15,
            17,
            36,
            15,
            21
        ],
        [
            65.217391,
            67.391304,
            63.043478,
            60.869565,
            67.391304,
            54.347826
        ],
        [
            0.203939,
            1.423421,
            0.114845,
            0.6453,
            0.830831,
            0.619136
        ],
        [
            123626,
            123626,
            63325,
            352967846,
            186493608,
            352967846
        ],
        [
            -1999489,
            -45592,
            -1999489,
            -116068763,
            -116068763,
            -112207315
        ],
        [
            41,
            32,
            50,
            41,
            32,
            50
        ],
        [
            25,
            24,
            26,
            28,
            22,
            36
        ],
        [
            72,
            50,
            91,
            61,
            54,
            66
        ],
        [
            3831,
            1514,
            2317,
            3831,
            1514,
            2317
        ],
        [
            327.940565,
            383.440565,
            327.940565,
            327.940565,
            383.440565,
            327.940565
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576937,
            -149968,
            -578426,
            -373010,
            489089,
            -579553
        ]
    ]
}
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": 1566216000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759228464811,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 140,
            "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)