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Trade: FTM/USDT/720/PWMA/WMA/2810

Strategy
FTM/USDT/720/PWMA/WMA/2810
Pair
FTM_USDT
Interval
12h
Score
446039
Daily Profit
0.226183
Profit Factor
2.412703
Profitability
55.837563
Streak
309.544805
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 16:04
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 467325.9853 773027.224 -305701.2387 -100916.6963 10017329.1198 -10118245.8161
Total P&L (%) 467.326 773.0272 -305.7012 -100.9167 10017.3291 -10118.2458
Avg Daily Profit (%) 0.2287 0.3783 -0.1496 0 0.2262 0
Buy And Hold Return (%) 3143.9703 3143.9703 3143.9703 3143.9703 3143.9703 3143.9703
Max Trade Drawdown -538974 -177888 -476654 -13089872 -2456020 -13882165
Profit Factor 1.1964 1.789 0.7817 0.9963 2.4127 0.5037
Total Trades 395 197 198 395 197 198
Winning Trades 182 87 95 210 110 100
Losing Trades 213 110 103 185 87 98
Profitability (%) 46.0759 44.1624 47.9798 53.1646 55.8376 50.5051
Ratio Avg Win / Avg Loss 1.4001 2.2619 0.8475 0.8777 1.9082 0.4936
Largest Winning Trade 165800 165800 55093 3578006 3578006 2522855
Largest Losing Trade -107693 -30906 -107693 -7758876 -1935971 -7758876
Avg Bars in Trades 10 10 9 10 10 9
Avg Bars in Winners 11 12 11 10 11 9
Avg Bars in Losers 8 9 8 9 9 9
Bars Traded 4040 2120 1920 4040 2120 1920
Profit Streak 277.5448 0 311.5448 0 309.5448 0
Trades During Streak 1 0 3 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161041 -154339 -579458 -578025 446039 -579953
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": 1561464000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760187871154,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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": [
        [
            467325.9852588982,
            773027.2239831451,
            -305701.2387242467,
            -100916.696277269,
            10017329.119817967,
            -10118245.816095224
        ],
        [
            467.325985,
            773.027224,
            -305.701239,
            -100.916696,
            10017.32912,
            -10118.245816
        ],
        [
            0.228689,
            0.378286,
            -0.149597,
            0,
            0.226183,
            0
        ],
        [
            3143.970315,
            3143.970315,
            3143.970315,
            3143.970315,
            3143.970315,
            3143.970315
        ],
        [
            -538974,
            -177888,
            -476654,
            -13089872,
            -2456020,
            -13882165
        ],
        [
            1.196356,
            1.788972,
            0.781673,
            0.996327,
            2.412703,
            0.503662
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            182,
            87,
            95,
            210,
            110,
            100
        ],
        [
            213,
            110,
            103,
            185,
            87,
            98
        ],
        [
            46.075949,
            44.162437,
            47.979798,
            53.164557,
            55.837563,
            50.505051
        ],
        [
            1.400131,
            2.261918,
            0.847498,
            0.877717,
            1.908229,
            0.493589
        ],
        [
            165800,
            165800,
            55093,
            3578006,
            3578006,
            2522855
        ],
        [
            -107693,
            -30906,
            -107693,
            -7758876,
            -1935971,
            -7758876
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            11,
            12,
            11,
            10,
            11,
            9
        ],
        [
            8,
            9,
            8,
            9,
            9,
            9
        ],
        [
            4040,
            2120,
            1920,
            4040,
            2120,
            1920
        ],
        [
            277.544805,
            0,
            311.544805,
            0,
            309.544805,
            0
        ],
        [
            1,
            0,
            3,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161041,
            -154339,
            -579458,
            -578025,
            446039,
            -579953
        ]
    ]
}
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": 1561464000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760187871154,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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)