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Trade: FTM/USDT/720/PWMA/MIDPRICE/7007

Strategy
FTM/USDT/720/PWMA/MIDPRICE/7007
Pair
FTM_USDT
Interval
12h
Score
455040
Daily Profit
0.322258
Profit Factor
1.928906
Profitability
58.064516
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 2407303.6745 2281262.033 126041.6414 67701404.0604 71576922.2723 -3875518.2119
Total P&L (%) 2407.3037 2281.262 126.0416 67701.4041 71576.9223 -3875.5182
Avg Daily Profit (%) 1.178 1.1164 0.0617 0.3195 0.3223 0
Buy And Hold Return (%) 4753.5739 4753.5739 4753.5739 4753.5739 4753.5739 4753.5739
Max Trade Drawdown -89593 -65793 -157079 -50150167 -45785270 -30237977
Profit Factor 5.5153 9.3276 1.4863 1.5154 1.9289 0.9286
Total Trades 62 31 31 62 31 31
Winning Trades 36 18 18 36 18 18
Losing Trades 26 13 13 26 13 13
Profitability (%) 58.0645 58.0645 58.0645 58.0645 58.0645 58.0645
Ratio Avg Win / Avg Loss 3.9833 6.7366 1.0734 1.0945 1.3931 0.6707
Largest Winning Trade 1221709 1221709 61400 53854337 53854337 25952565
Largest Losing Trade -70879 -46336 -70879 -29662723 -29662723 -23305245
Avg Bars in Trades 59 86 32 59 86 32
Avg Bars in Winners 69 97 41 69 97 41
Avg Bars in Losers 46 72 20 46 72 20
Bars Traded 3706 2696 1009 3706 2696 1009
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -301565 -142803 -274117 -146994 455040 -579772
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": 1566388800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759796166439,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "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": [
        [
            2407303.674464173,
            2281262.033025884,
            126041.6414382899,
            67701404.06043895,
            71576922.27233884,
            -3875518.2118998654
        ],
        [
            2407.303674,
            2281.262033,
            126.041641,
            67701.40406,
            71576.922272,
            -3875.518212
        ],
        [
            1.17803,
            1.11635,
            0.061679,
            0.319529,
            0.322258,
            0
        ],
        [
            4753.573907,
            4753.573907,
            4753.573907,
            4753.573907,
            4753.573907,
            4753.573907
        ],
        [
            -89593,
            -65793,
            -157079,
            -50150167,
            -45785270,
            -30237977
        ],
        [
            5.515337,
            9.327556,
            1.486276,
            1.515416,
            1.928906,
            0.928625
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            58.064516,
            58.064516,
            58.064516,
            58.064516,
            58.064516,
            58.064516
        ],
        [
            3.983299,
            6.736568,
            1.073421,
            1.094467,
            1.393099,
            0.670674
        ],
        [
            1221709,
            1221709,
            61400,
            53854337,
            53854337,
            25952565
        ],
        [
            -70879,
            -46336,
            -70879,
            -29662723,
            -29662723,
            -23305245
        ],
        [
            59,
            86,
            32,
            59,
            86,
            32
        ],
        [
            69,
            97,
            41,
            69,
            97,
            41
        ],
        [
            46,
            72,
            20,
            46,
            72,
            20
        ],
        [
            3706,
            2696,
            1009,
            3706,
            2696,
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        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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        ],
        [
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        ],
        [
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            -274117,
            -146994,
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        ]
    ]
}
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": 1566388800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759796166439,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "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)