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Trade: FTM/USDT/120/SSF/JMA/2367

Strategy
FTM/USDT/120/SSF/JMA/2367
Pair
FTM_USDT
Interval
2h
Score
473843
Daily Profit
0.428875
Profit Factor
2.901587
Profitability
42.222222
Streak
336.988799
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-28 10:43
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3175570.4502 3065937.1632 109633.2871 228683456.0182 249658598.5702 -20975142.552
Total P&L (%) 3175.5705 3065.9372 109.6333 228683.456 249658.5986 -20975.1426
Avg Daily Profit (%) 1.7372 1.6772 0.06 0.4241 0.4289 0
Buy And Hold Return (%) 7231.2369 7231.2369 7231.2369 7231.2369 7231.2369 7231.2369
Max Trade Drawdown -102501 -50161 -150503 -146247015 -51386525 -152247844
Profit Factor 6.3832 16.8106 1.2769 1.5516 2.9016 0.926
Total Trades 89 45 44 89 45 44
Winning Trades 41 19 22 41 19 22
Losing Trades 48 26 22 48 26 22
Profitability (%) 46.0674 42.2222 50 46.0674 42.2222 50
Ratio Avg Win / Avg Loss 7.473 23.0039 1.2769 1.8166 3.9706 0.926
Largest Winning Trade 2126702 2126702 73933 146734294 146734294 77357586
Largest Losing Trade -53429 -17340 -53429 -85203697 -30767162 -85203697
Avg Bars in Trades 240 232 248 240 232 248
Avg Bars in Winners 394 400 389 394 400 389
Avg Bars in Losers 108 109 107 108 109 107
Bars Traded 21401 10457 10944 21401 10457 10944
Profit Streak 323.7388 336.9888 0 323.7388 336.9888 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143974 -145693 -278617 431319 473843 -580719
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579730400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759045432270,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 139,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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": [
        [
            3175570.450237837,
            3065937.1631712643,
            109633.2870665718,
            228683456.0181569,
            249658598.57019687,
            -20975142.55203997
        ],
        [
            3175.57045,
            3065.937163,
            109.633287,
            228683.456018,
            249658.59857,
            -20975.142552
        ],
        [
            1.737183,
            1.677209,
            0.059974,
            0.424056,
            0.428875,
            0
        ],
        [
            7231.236897,
            7231.236897,
            7231.236897,
            7231.236897,
            7231.236897,
            7231.236897
        ],
        [
            -102501,
            -50161,
            -150503,
            -146247015,
            -51386525,
            -152247844
        ],
        [
            6.383184,
            16.810553,
            1.27686,
            1.551649,
            2.901587,
            0.92595
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            46.067416,
            42.222222,
            50,
            46.067416,
            42.222222,
            50
        ],
        [
            7.472996,
            23.003914,
            1.27686,
            1.816564,
            3.970592,
            0.92595
        ],
        [
            2126702,
            2126702,
            73933,
            146734294,
            146734294,
            77357586
        ],
        [
            -53429,
            -17340,
            -53429,
            -85203697,
            -30767162,
            -85203697
        ],
        [
            240,
            232,
            248,
            240,
            232,
            248
        ],
        [
            394,
            400,
            389,
            394,
            400,
            389
        ],
        [
            108,
            109,
            107,
            108,
            109,
            107
        ],
        [
            21401,
            10457,
            10944,
            21401,
            10457,
            10944
        ],
        [
            323.738799,
            336.988799,
            0,
            323.738799,
            336.988799,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143974,
            -145693,
            -278617,
            431319,
            473843,
            -580719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579730400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759045432270,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 139,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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)