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Trade: FTM/USDT/720/PSAR/SWMA/1230

Strategy
FTM/USDT/720/PSAR/SWMA/1230
Pair
FTM_USDT
Interval
12h
Score
509160
Daily Profit
0.308492
Profit Factor
2.157460
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 03:16
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 -2728191.2434 33296.5129 -2761487.7563 -1753367.2565 54049307.4002 -55802674.6568
Total P&L (%) -2728.1912 33.2965 -2761.4878 -1753.3673 54049.3074 -55802.6747
Avg Daily Profit (%) -1.3351 0.0163 -1.3514 0 0.3085 0
Buy And Hold Return (%) 3561.7801 3561.7801 3561.7801 3561.7801 3561.7801 3561.7801
Max Trade Drawdown -2857850 -160601 -2833404 -125341414 -37258930 -88082483
Profit Factor 0.2133 1.0834 0.1001 0.988 2.1575 0.4407
Total Trades 91 45 46 91 45 46
Winning Trades 42 21 21 52 26 26
Losing Trades 49 24 25 39 19 20
Profitability (%) 46.1538 46.6667 45.6522 57.1429 57.7778 56.5217
Ratio Avg Win / Avg Loss 0.2489 1.2381 0.1192 0.741 1.5766 0.339
Largest Winning Trade 53482 53482 50578 60361801 60361801 10018207
Largest Losing Trade -1589507 -85070 -1589507 -64780110 -18379028 -64780110
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 22 20 24 43 49 37
Avg Bars in Losers 57 61 54 38 31 44
Bars Traded 3773 1897 1876 3773 1897 1876
Profit Streak 318.5111 406.0111 318.5111 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -581064 -465577 -581807 -579609 509160 -579859
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": 1567684800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759796160111,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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": [
        [
            -2728191.243377236,
            33296.5128804797,
            -2761487.756257716,
            -1753367.2565384204,
            54049307.4002346,
            -55802674.65677303
        ],
        [
            -2728.191243,
            33.296513,
            -2761.487756,
            -1753.367257,
            54049.3074,
            -55802.674657
        ],
        [
            -1.335058,
            0.016294,
            -1.351352,
            0,
            0.308492,
            0
        ],
        [
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105
        ],
        [
            -2857850,
            -160601,
            -2833404,
            -125341414,
            -37258930,
            -88082483
        ],
        [
            0.213338,
            1.083363,
            0.100095,
            0.988029,
            2.15746,
            0.440706
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            42,
            21,
            21,
            52,
            26,
            26
        ],
        [
            49,
            24,
            25,
            39,
            19,
            20
        ],
        [
            46.153846,
            46.666667,
            45.652174,
            57.142857,
            57.777778,
            56.521739
        ],
        [
            0.248894,
            1.238129,
            0.119161,
            0.741022,
            1.576605,
            0.339005
        ],
        [
            53482,
            53482,
            50578,
            60361801,
            60361801,
            10018207
        ],
        [
            -1589507,
            -85070,
            -1589507,
            -64780110,
            -18379028,
            -64780110
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            22,
            20,
            24,
            43,
            49,
            37
        ],
        [
            57,
            61,
            54,
            38,
            31,
            44
        ],
        [
            3773,
            1897,
            1876,
            3773,
            1897,
            1876
        ],
        [
            318.511112,
            406.011112,
            318.511112,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -581064,
            -465577,
            -581807,
            -579609,
            509160,
            -579859
        ]
    ]
}
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": 1567684800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759796160111,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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)