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Trade: FTM/USDT/720/SMA/PWMA/9121

Strategy
FTM/USDT/720/SMA/PWMA/9121
Pair
FTM_USDT
Interval
12h
Score
353226
Daily Profit
0.320234
Profit Factor
1.564779
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-12 16:34
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 -1821275.9884 238340.8852 -2059616.8735 -10951362.6549 68681601.0452 -79632963.7002
Total P&L (%) -1821.276 238.3409 -2059.6169 -10951.3627 68681.601 -79632.9637
Avg Daily Profit (%) -0.8913 0.1166 -1.0079 0 0.3202 0
Buy And Hold Return (%) 4423.9327 4423.9327 4423.9327 4423.9327 4423.9327 4423.9327
Max Trade Drawdown -1979185 -100399 -2138520 -146976057 -60135591 -201628418
Profit Factor 0.3455 1.7728 0.1675 0.9692 1.5648 0.6601
Total Trades 59 29 30 59 29 30
Winning Trades 36 18 18 24 13 11
Losing Trades 23 11 12 35 16 19
Profitability (%) 61.0169 62.069 60 40.678 44.8276 36.6667
Ratio Avg Win / Avg Loss 0.2207 1.0834 0.1117 1.4135 1.9259 1.1401
Largest Winning Trade 102451 102451 62998 54893340 54893340 47191748
Largest Losing Trade -999062 -56038 -999062 -72133674 -24150401 -72133674
Avg Bars in Trades 65 59 70 65 59 70
Avg Bars in Winners 49 50 48 78 74 81
Avg Bars in Losers 90 75 104 56 47 64
Bars Traded 3860 1733 2128 3860 1733 2128
Profit Streak 339.5659 415.5659 339.5659 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757884 -198349 -578942 -762514 353226 -584344
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": 1568678400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760276090175,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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": [
        [
            -1821275.9883656597,
            238340.8851825649,
            -2059616.8735482246,
            -10951362.654926574,
            68681601.04524246,
            -79632963.70016906
        ],
        [
            -1821.275988,
            238.340885,
            -2059.616874,
            -10951.362655,
            68681.601045,
            -79632.9637
        ],
        [
            -0.891253,
            0.116634,
            -1.007887,
            0,
            0.320234,
            0
        ],
        [
            4423.93273,
            4423.93273,
            4423.93273,
            4423.93273,
            4423.93273,
            4423.93273
        ],
        [
            -1979185,
            -100399,
            -2138520,
            -146976057,
            -60135591,
            -201628418
        ],
        [
            0.345465,
            1.772799,
            0.167542,
            0.969227,
            1.564779,
            0.660078
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            36,
            18,
            18,
            24,
            13,
            11
        ],
        [
            23,
            11,
            12,
            35,
            16,
            19
        ],
        [
            61.016949,
            62.068966,
            60,
            40.677966,
            44.827586,
            36.666667
        ],
        [
            0.220714,
            1.083377,
            0.111695,
            1.413456,
            1.925882,
            1.140136
        ],
        [
            102451,
            102451,
            62998,
            54893340,
            54893340,
            47191748
        ],
        [
            -999062,
            -56038,
            -999062,
            -72133674,
            -24150401,
            -72133674
        ],
        [
            65,
            59,
            70,
            65,
            59,
            70
        ],
        [
            49,
            50,
            48,
            78,
            74,
            81
        ],
        [
            90,
            75,
            104,
            56,
            47,
            64
        ],
        [
            3860,
            1733,
            2128,
            3860,
            1733,
            2128
        ],
        [
            339.565858,
            415.565858,
            339.565858,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757884,
            -198349,
            -578942,
            -762514,
            353226,
            -584344
        ]
    ]
}
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": 1568678400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760276090175,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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)