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Trade: FTM/USDT/720/WMA/DEMA/2357

Strategy
FTM/USDT/720/WMA/DEMA/2357
Pair
FTM_USDT
Interval
12h
Score
549778
Daily Profit
0.339056
Profit Factor
2.844494
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 19:00
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 16877.5656 813735.9071 -796858.3415 -16405.3065 -100835029.1091 100818623.8026
Total P&L (%) 16.8776 813.7359 -796.8583 -16.4053 -100835.0291 100818.6238
Avg Daily Profit (%) 0.0083 0.3982 -0.3899 -0.0088 0 0.3391
Buy And Hold Return (%) 2615.0621 2615.0621 2615.0621 2615.0621 2615.0621 2615.0621
Max Trade Drawdown -734330 -72659 -952393 -121043954 -102511946 -46406481
Profit Factor 1.0112 3.7664 0.3424 0.9999 0.3594 2.8445
Total Trades 59 30 29 59 30 29
Winning Trades 36 18 18 30 14 16
Losing Trades 23 12 11 29 16 13
Profitability (%) 61.0169 60 62.069 50.8475 46.6667 55.1724
Ratio Avg Win / Avg Loss 0.6461 2.511 0.2092 0.9666 0.4108 2.3112
Largest Winning Trade 306750 306750 79193 121250925 54428949 121250925
Largest Losing Trade -717050 -46038 -717050 -58981439 -58981439 -24104090
Avg Bars in Trades 68 55 81 68 55 81
Avg Bars in Winners 77 56 97 70 34 100
Avg Bars in Losers 54 52 55 66 72 57
Bars Traded 4018 1652 2366 4018 1652 2366
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 -735508 -147906 -579268 -760167 -582121 549778
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": 1562414400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760112021938,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 52,
            "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": [
        [
            16877.5655584298,
            813735.9070806787,
            -796858.3415222486,
            -16405.3065026506,
            -100835029.10909694,
            100818623.80259429
        ],
        [
            16.877566,
            813.735907,
            -796.858342,
            -16.405307,
            -100835.029109,
            100818.623803
        ],
        [
            0.008259,
            0.398207,
            -0.389948,
            -0.008768,
            0,
            0.339056
        ],
        [
            2615.062112,
            2615.062112,
            2615.062112,
            2615.062112,
            2615.062112,
            2615.062112
        ],
        [
            -734330,
            -72659,
            -952393,
            -121043954,
            -102511946,
            -46406481
        ],
        [
            1.011208,
            3.766448,
            0.34237,
            0.999923,
            0.359448,
            2.844494
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            36,
            18,
            18,
            30,
            14,
            16
        ],
        [
            23,
            12,
            11,
            29,
            16,
            13
        ],
        [
            61.016949,
            60,
            62.068966,
            50.847458,
            46.666667,
            55.172414
        ],
        [
            0.64605,
            2.510965,
            0.209226,
            0.966592,
            0.410798,
            2.311151
        ],
        [
            306750,
            306750,
            79193,
            121250925,
            54428949,
            121250925
        ],
        [
            -717050,
            -46038,
            -717050,
            -58981439,
            -58981439,
            -24104090
        ],
        [
            68,
            55,
            81,
            68,
            55,
            81
        ],
        [
            77,
            56,
            97,
            70,
            34,
            100
        ],
        [
            54,
            52,
            55,
            66,
            72,
            57
        ],
        [
            4018,
            1652,
            2366,
            4018,
            1652,
            2366
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            -735508,
            -147906,
            -579268,
            -760167,
            -582121,
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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": 1562414400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760112021938,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 52,
            "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)